$K^2$VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting
Probabilistic Time Series Forecasting (PTSF) plays a crucial role in decision-making across various fields, including economics, energy, and transportation. Most existing methods excell at short-term forecasting, while overlooking the hurdles of Long-term Probabilistic Time Series Forecasting (LPTSF…