CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

no code implementations • 4 Mar 2024 • Jiecheng Lu, Xu Han, Yan Sun, Shihao Yang

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones.

Multivariate Time Series Forecasting Time Series

ARM: Refining Multivariate Forecasting with Adaptive Temporal-Contextual Learning

no code implementations • 14 Oct 2023 • Jiecheng Lu, Xu Han, Shihao Yang

Long-term time series forecasting (LTSF) is important for various domains but is confronted by challenges in handling the complex temporal-contextual relationships.

Time Series Time Series Forecasting