Pulse Brain · Growing Health Evidence Index
Tier 3 — Observational / field trialPeer-reviewed

DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks

Salinas D., Flunkert V., Gasthaus J.

2019

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Summary

This paper introduces DeepAR, a supervised learning approach for probabilistic forecasting that trains an autoregressive recurrent neural network jointly across many related time series. The method produces calibrated probabilistic predictions by learning from historical patterns and covariates, demonstrating strong performance on several real-world demand and retail forecasting datasets. It is primarily a methodological contribution to the machine learning and forecasting literature, with no direct connection to agricultural, nutritional, or food systems research.

UK applicability

This paper has no direct applicability to UK farming, soil health, or nutrition research; its relevance to Vitagri's Pulse Brain catalogue is limited to its potential use as a benchmark or methodological reference for time-series forecasting tasks within agricultural supply chain or demand modelling contexts.

Key measures

Probabilistic forecast accuracy (CRPS, QuantileLoss, P50/P90 quantile loss); benchmark comparisons against classical and competing deep learning methods

Outcomes reported

The paper presents and evaluates a deep learning model (DeepAR) for generating probabilistic forecasts across multiple related time series, reporting accuracy metrics on retail and demand-forecasting benchmarks.

Theme
Measurement & metrics
Subject
Computational modelling & forecasting methods
Study type
Research
Study design
Modelling study
Source type
Peer-reviewed study
Status
Preprint
Geography
Global
System type
Food supply chain
Catalogue ID
XL1038

Topic tags

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