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Is the DeepVAR implementation correct? #1487

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chododom opened this issue Dec 29, 2023 · 1 comment
Open

Is the DeepVAR implementation correct? #1487

chododom opened this issue Dec 29, 2023 · 1 comment

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@chododom
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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!
@k-papadakis
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I also have the same question.

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@chododom @k-papadakis