The goal of Time Series Prediction is to infer the future values of a time series from the past.
In this paper, we propose a Bayesian temporal factorization (BTF) framework for modeling multidimensional time series---in particular spatiotemporal data---in the presence of missing values.
Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain.
Ranked #3 on Traffic Prediction on PEMS-BAY
In this paper, we propose a low-rank autoregressive tensor completion (LATC) framework to model multivariate time series data.
The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for decades.
Backpropagation through the ODE solver allows each layer to adapt its internal time-step, enabling the network to learn task-relevant time-scales.
Ranked #2 on Sequential Image Classification on Sequential MNIST
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values.
Ranked #4 on Multivariate Time Series Forecasting on MuJoCo
First, we show that LSTMs outperform existing techniques to predict the next event of a running case and its timestamp.