Think Globally, Act Locally: A Deep Neural Network
  Approach to High-Dimensional Time Series
          Forecasting
             Rajat Sen1 , Hsiang-Fu Yu1 , and Inderjit Dhillon2
                        1
                         Amazon
                   2
                     Amazon and UT Austin

                       Abstract
     Forecasting high-dimensional time series plays a crucial role in many applications
     such as demand forecasting and financial predictions. Modern datasets can ...