PP: Modeling extreme events in time series prediction
KDD: Knowledge Discovery and Data Mining (KDD) Insititute: 复旦大学,中科大 Problem : time series prediction; modelling extreme events; overlook the existence of extreme events, which result in weak performance when applying them to real time series. 为什么研究extreme events: Extreme events are rare and random, but do play a critical role in many real applications, such as the forecasting of financial crisis and natural disasters. the weakness of deep learning methods roots in the conventional form of quadratic loss平方损失; --------> this paper use the extreme value theory极值理论 and develop a new form of loss