Papers / Updated at: 2026-10-31

Alexandrov et al. (2019): GluonTS: Probabilistic Time Series Models in Python

Authors:

• Alexander Alexandrov
• Konstantinos Benidis
• Michael Bohlke-Schneider
• Valentin Flunkert
• Jan Gasthaus
• Tim Januschowski
• Danielle C. Maddix
• Syama Rangapuram
• David Salinas
• Jasper Schulz
• Lorenzo Stella
• Ali Caner Türkmen
• Yuyang Wang

Source: https://arxiv.org/abs/1906.05264

DOI: https://doi.org/10.48550/arXiv.1906.05264

Mentioned in:

• CRPS as Evaluation Metric in GIFT-eval
• Adachi et al. (2025): Fixing the Pitfalls of Probabilistic Time-Series Forecasting Evaluation by Kernel Quadrature
• Alexandrov et al. (2019): GluonTS: Probabilistic Time Series Models in Python