Université de Montréal, Montréal, Canada; USC, Los Angeles, USA; Morgan Stanley, New York, USA
Kashif Rasul, Andrew Bennett, Pablo Vicente, Umang Gupta, Hena Ghonia, Anderson Schneider, Yuriy Nevmyvaka
deep learning;time series forecasting;latent variable models;discrete representation
VQ-TR: Vector Quantized Attention for Time Series Forecasting