Papers / Updated at: 2026-11-01

Salinas et al. (2017): DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

Authors:

• David Salinas
• Valentin Flunkert
• Jan Gasthaus

Source: https://arxiv.org/abs/1704.04110

DOI: https://doi.org/10.48550/arXiv.1704.04110

Mentioned in:

• Sample Paths From Any Model
• When Quantiles Do Not Suffice, Use Sample Paths Instead
• Böse et al. (2017): Probabilistic Demand Forecasting at Scale
• Salinas et al. (2017): DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks
• Seeger et al. (2016): Bayesian Intermittent Demand Forecasting for Large Inventories
• Seeger et al. (2017): Approximate Bayesian Inference in Linear State Space Models for Intermittent Demand Forecasting at Scale