PP: DeepAR: probabilistic forecasting with autoregressive recurrent networks

FROM

Amazon research Germany

PROBLEM

probabilistic forecasting: estimate the probability distribution of a time series in future. 

INTRODUCTION

a global model, which learns from historical data of all time series. 

METHOD

an autoregressive recurrent network architecture. 

lstm. 

也是根据likelihood，条件概率进行计算。

分为两部分，train and prediction part。但是还不知道这两部分的区别。