Guo-Jun Qi, Jiliang Tang, Jingdong Wang, Jiebo Luo
Mixture Factorized Ornstein-Uhlenbeck Processes for Time-Series Forecasting
KDD, 2017.
@inproceedings{KDD-2017-QiTWL,
author = "Guo-Jun Qi and Jiliang Tang and Jingdong Wang and Jiebo Luo",
booktitle = "{Proceedings of the 23rd International Conference on Knowledge Discovery and Data Mining}",
doi = "10.1145/3097983.3098113",
isbn = "978-1-4503-4887-4",
pages = "987--995",
publisher = "{ACM}",
title = "{Mixture Factorized Ornstein-Uhlenbeck Processes for Time-Series Forecasting}",
year = 2017,
}
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