Forecasting intermittent and sparse time series: A unified probabilistic framework via deep renewal processes.

Intermittency are a common and challenging problem in demand forecasting. We introduce a new, unified framework for building probabilistic forecasting models for intermittent demand time series, which incorporates and allows to generalize existing methods in several directions. Our framework is base...

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Bibliographic Details
Main Authors: Ali Caner Türkmen, Tim Januschowski, Yuyang Wang, Ali Taylan Cemgil
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2021-01-01
Series:PLoS ONE
Online Access:https://doi.org/10.1371/journal.pone.0259764