Correct then Forecast: Observer State-Space Models for Time Series Forecasting
Time series forecasting requires extrapolating the dynamics of an observed process beyond the last available measurement. Yet recurrent forecasting models typically treat observations as inputs that directly control their latent dynamics. It leads to a regime change when these observations become unavailable at predict...
Alexis-Raja Brachet, Guillaume Clavier-Frémond, Abdelhakim Ziani et al.
· 0 citations