tDLGM

In my first paper we presented a novel model called Time Deep Latent Gaussian Model for time series data. It, as the name suggests, is based upon DLGM, but with the addition of a temporal component. I presented this work at ICAART 2025 in Porto Portugal. The paper titled "Approximate Probabilistic Inference for Time-Series Data: A Robust Latent Gaussian Model with Temporal Awareness" is available here.