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Published 20 hours ago • verified publisher icon jdb78

Is the DeepVAR implementation correct?

Open chododom opened this issue 1 year ago • 2 comments

I was reading the paper that the DeepVAR implementation is supposed to be based on (https://arxiv.org/abs/1910.03002) and I'm having trouble finding the Gaussian copula processes anywhere in the source code. Could anyone point me to where the transformation from DeepAR to DeepVAR rakes place please?

It would be very much appreciated, thank you!

chododom avatar Dec 29 '23 18:12 chododom

I also have the same question.

k-papadakis avatar Feb 18 '24 02:02 k-papadakis