Modeling Extreme Events in Time Series Prediction

no code implementations • 2019-kdd 2019 • Daizong Ding (Fudan University);Mi Zhang (Fudan University);Xudong Pan (Fudan University);Min Yang (School of Computer Science, Fudan University);Xiangnan He (University of Science and Technology of China);

Through the lens of formal analysis, we first find that the weakness of deep learning methods roots in the conventional form of quadratic loss.

Time Series Time Series Prediction