Javad Rahimipour Anaraki

C2FAR: Coarse-to-Fine Autoregressive Networks for Precise Probabilistic Forecasting

We present coarse-to-fine autoregressive networks (C2FAR), a method for modeling the probability distribution of univariate, numeric random variables. C2FAR generates a hierarchical, coarse-to-fine discretization of a variable autoregressively; progressively finer intervals of support are generated…