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What is ProFITi: Probabilistic Forecasting Model about?

The document presents ProFITi, a novel model for probabilistic forecasting of irregularly sampled multivariate time series with missing values, utilizing conditional normalizing flows to learn joint distributions without assuming a fixed shape for the underlying data distribution. ProFITi introduces innovative components such as an invertible triangular attention layer and a non-linear activation function, demonstrating significant performance improvements over existing models in experiments on real-world d

Author

fluuvys123

Language

EN