Macroeconomic forecasting based on LSTM-conditioned normalizing flows

DOI10.1007/978-3-030-77094-5_48zbMath1495.62080OpenAlexW3186148207MaRDI QIDQ2086259

Hung M. V. Nguyen, Nguyen Ngoc Tan, Duc Trung Nguyen, Nguyen Tran Xuan Linh, Ngoc Thach Nguyen, Hoang N. Truong, Vu H. Nguyen, Hien T. Nguyen, Hai M. Nguyen

Publication date: 25 October 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-77094-5_48

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• TPA-LSTM
• PyTorchTS
• DeepAR

Cites Work

• Deep learning for time series classification: a review
• Temporal pattern attention for multivariate time series forecasting
• Machine learning: Trends, perspectives, and prospects
• Strictly Proper Scoring Rules, Prediction, and Estimation

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