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Spliced Binned-Pareto Distribution for Robust Modeling of Heavy-tailed Time Series

Jun 21, 2021
Elena Ehrlich, Laurent Callot, François-Xavier Aubet

* Accepted at [email protected]:  

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Improve black-box sequential anomaly detector relevancy with limited user feedback

Sep 15, 2020
Luyang Kong, Lifan Chen, Ming Chen, Parminder Bhatia, Laurent Callot

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A simple and effective predictive resource scaling heuristic for large-scale cloud applications

Aug 03, 2020
Valentin Flunkert, Quentin Rebjock, Joel Castellon, Laurent Callot, Tim Januschowski

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Neural forecasting: Introduction and literature overview

Apr 21, 2020
Konstantinos Benidis, Syama Sundar Rangapuram, Valentin Flunkert, Bernie Wang, Danielle Maddix, Caner Turkmen, Jan Gasthaus, Michael Bohlke-Schneider, David Salinas, Lorenzo Stella, Laurent Callot, Tim Januschowski

* 66 pages, 5 figures 

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High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes

Oct 24, 2019
David Salinas, Michael Bohlke-Schneider, Laurent Callot, Roberto Medico, Jan Gasthaus

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Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy

Nov 20, 2014
Laurent Callot, Johannes Tang Kristensen

* This paper has been withdrawn by the author due to an error in assumption 4,ii 

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