2023
SutraNets: Sub-series Autoregressive Networks for Long-Sequence, Probabilistic Forecasting
NeurIPS 2023poster
We propose SutraNets, a novel method for neural probabilistic forecasting of long-sequence time series. SutraNets use an autoregressive generative model to factorize the likelihood of long sequences into products of conditional probabilities. When generating long sequences, most autoregressive appro…