MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting

1 code implementation • 31 Dec 2023 • Wanlin Cai, Yuxuan Liang, Xianggen Liu, Jianshuai Feng, Yuankai Wu

To bridge this gap, this paper introduces MSGNet, an advanced deep learning model designed to capture the varying inter-series correlations across multiple time scales using frequency domain analysis and adaptive graph convolution.

Multivariate Time Series Forecasting Time Series