Search Results for author:
Found 3 papers, 2 papers with code
GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing
In GinAR, it consists of two key components, that is, interpolation attention and adaptive graph convolution to take place of the fully connected layer of simple recursive units, and thus are capable of recovering all missing variables and reconstructing the correct spatial-temporal dependencies for recursively modeling of multivariate time series data, respectively.
Exploring Progress in Multivariate Time Series Forecasting: Comprehensive Benchmarking and Heterogeneity Analysis
Moreover, based on the proposed BasicTS and rich heterogeneous MTS datasets, we conduct an exhaustive and reproducible performance and efficiency comparison of popular models, providing insights for researchers in selecting and designing MTS forecasting models.
DSformer: A Double Sampling Transformer for Multivariate Time Series Long-term Prediction
Multivariate time series long-term prediction, which aims to predict the change of data in a long time, can provide references for decision-making.
