Location-Scale Gaussian VAE (LSG-VAE)

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A VAE framework for probabilistic time series forecasting that explicitly models time-dependent conditional variance using a location-scale likelihood formulation.

Why It Matters

LSG-VAE is the core proposed method that explicitly models heteroscedasticity in probabilistic forecasting using a location-scale likelihood.

Evidence

we propose the Location-Scale Gaussian VAE (LSG-VAE), a simple but effective framework that explicitly parameterizes both the predictive mean and time-dependent variance

Related Papers

• openalex-2603.24254-embracing-heteroscedasticity-for-probabilistic-time-series-f