Neural Network-Based Estimation of Time-Dependent Parameters in AR(p) Processes

arXiv:2607.00470 · stat.ML, cs.LG · Submitted 2026-07-01 · Read on arXiv

Agnieszka Kopeć, Paweł Przybyłowicz, Martyna Wiącek

stat.ML, cs.LG

Submitted: 2026-07-01

Code: https://github.com/agkopec/TVAR_NOTEBOOKS_FINAL

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Loss Function — 6× in this paper · explained in 2 episodes
• Interpretability — 5× in this paper · explained in 15 episodes
• Reconstruction Error — 5× in this paper · explained in 2 episodes
• Hyperparameters — 4× in this paper · explained in 2 episodes
• Accuracy — 2× in this paper · explained in 1 episode
• Benchmark — 2× in this paper · explained in 2 episodes
• Probabilistic Forecasting — 2× in this paper · explained in 3 episodes
• Regularization — 2× in this paper · explained in 3 episodes
• Time Series Forecasting — 2× in this paper · explained in 4 episodes
• Uncertainty Quantification — 2× in this paper · explained in 9 episodes
• Adam — 1× in this paper · explained in 3 episodes
• Conditional Independence — 1× in this paper · explained in 2 episodes
• Generalization — 1× in this paper · explained in 14 episodes
• Heavy-Tailed Noise — 1× in this paper · explained in 3 episodes
• Hybrid Approaches — 1× in this paper · explained in 2 episodes
• Robustness — 1× in this paper · explained in 6 episodes

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