Oleksandr Shchur

Applied Scientist at AWS AI.

I’m an Applied Scientist at AWS AI in Berlin, where I work on AutoGluon. Currently my research focuses on time series forecasting and AutoML.

I did a PhD in machine learning at the Technical University of Munich, supervised by Stephan Günnemann. During my PhD I primarily worked on temporal point processes (TPPs) — probabilistic models for continuous-time event sequences, such as user activity on social media or earthquake sequences in seismology.

If you want to learn more about my research, have a look at my blog or my PhD thesis.


Jul 15, 2022 Check out my PhD thesis on neural temporal point processes.
Jul 1, 2022 I joined AWS AI in Berlin, where I will work on time series forecasting and the AutoGluon library.
Jun 27, 2022 I released a library that extends the functionality of PyTorch distributions with focus on TPPs.
Oct 12, 2021 I will be giving a talk on TPPs at the Berlin Timeseries Analysis Meetup (slides).
Sep 28, 2021 Our paper on anomaly detection with TPPs has been accepted to NeurIPS 2021.