Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Probabilistic Time Series Forecasting with Structured Shape and Temporal
  Diversity   Probabilistic forecasting consists in predicting a distribution of possible
future outcomes. In this paper, we address this problem for non-stationary time
series, which is very challenging yet crucially important. We introduce the
STRIPE model for representing structured diversity based on shape and time
features, ensuring both probable predictions while being sharp and accurate.
STRIPE is agnostic to the forecasting model, and we equip it with a
diversification mechanism relying on determinantal point processes (DPP). We
introduce two DPP kernels for modeling diverse trajectories in terms of shape
and time, which are both differentiable and proved to be positive
semi-definite. To have an explicit control on the diversity structure, we also
design an iterative sampling mechanism to disentangle shape and time
representations in the latent space. Experiments carried out on synthetic
datasets show that STRIPE significantly outperforms baseline methods for
representing diversity, while maintaining accuracy of the forecasting model. We
also highlight the relevance of the iterative sampling scheme and the
importance to use different criteria for measuring quality and diversity.
Finally, experiments on real datasets illustrate that STRIPE is able to
outperform state-of-the-art probabilistic forecasting approaches in the best
sample prediction.

18
The categories of this paper are: econ
9
The categories of this paper are: nlin
2
The categories of this paper are: math
19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
22
The categories of this paper are: chao-dyn
26
The categories of this paper are: bayes-an
10
The categories of this paper are: q-bio
14
The categories of this paper are: math-ph
33
The categories of this paper are: plasm-ph
20
The categories of this paper are: acc-phys
28
The categories of this paper are: alg-geom
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc