AI engineering glossary · Time series recsys
What is deepAR?
DeepAR: A probabilistic forecasting method that trains one recurrent neural network across many related series and outputs the parameters of a probability distribution at each future step. Sharing across series helps those with little history.
DeepAR: an example
Train one network on 10,000 product series and forecast each with a negative binomial distribution.
Related terms
More Time series recsys terms
Where you learn it
DeepAR is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.