Abstract: Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all ...

Abstract: Multivariate time series (MTS) forecasting appears in many applied settings, ranging from finance and healthcare to energy systems, climate analysis, and IoT-based platforms. In these fields ...

Robert Stammer, CFA, is the former director of investor engagement at CFA Institute and writes on thought leadership in the investment management industry. Charlene Rhinehart is a CPA , CFE, chair of ...