2020/02/24 by Ruizhi Deng, Deng, Ruizhi, Yanshuai Cao +9
Computer Science · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Music and Audio Processing #Neural Networks and Applications #Time Series Analysis and Forecasting
paper · pdf · doi:10.48550/arxiv.2002.10501
openalex publication_date 2020/02/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this work, we propose a novel probabilistic sequence model that excels at capturing high variability in time series data, both across sequences and within an individual sequence. Our method uses temporal latent variables to capture information about the underlying data pattern and dynamically decodes the latent information into modifications of weights of the base decoder and recurrent model. The efficacy of the proposed method is demonstrated on a range of synthetic and real-world sequential data that exhibit large scale variations, regime shifts, and complex dynamics.