Hyun Dong Lee, Andrew Warrington, Joshua I. Glaser, Scott W. Linderman
TL;DR本论文提出了一种名为 SALT 模型的概率模型,用于对具有时间变化动态的系统进行的时间序列分析,并在各种模拟和真实预测任务上表现出优越性。
Abstract
An important problem in time-series analysis is modeling systems with
time-varying dynamics. probabilistic models with joint continuous and discrete
latent states offer interpretable, efficient, and experimentall