Analyzing dynamic dependencies in time series - Stefan Birr (2017)

Model assessment for time series dynamics using copula spectral densities: A graphical tool. - Stefan Birr; Tobias Kley; Stanislav Volgushev (J. Multivar. Anal., 2019)

Deep Learning based Forecasting: a case study from the online fashion industry. - Manuel Kunz; Stefan Birr; Mones Raslan; Lei Ma; Zhen Li; Adèle Gouttes; Mateusz Koren; Tofigh Naghibi; Johannes Stephan; Mariia Bulycheva; Matthias Grzeschik; Armin Kekic; et al. (CoRR, 2023)

Hierarchical Time Series Forecasting Via Latent Mean Encoding. - Alessandro Salatiello; Stefan Birr; Manuel Kunz (CoRR, 2025)