Multivariate Time Series Forecasting

95 papers with code • 8 benchmarks • 9 datasets

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Use these libraries to find Multivariate Time Series Forecasting models and implementations

Latest papers with no code

Kernel-U-Net: Symmetric and Hierarchical Architecture for Multivariate Time Series Forecasting

no code yet • 3 Jan 2024

Time series forecasting task predicts future trends based on historical information.

Spatiotemporal-Linear: Towards Universal Multivariate Time Series Forecasting

no code yet • 22 Dec 2023

These extra routes offer a more robust and refined regression to the data, particularly when the amount of observation is limited and the capacity of simple linear layers to capture dependencies declines.

Dance of Channel and Sequence: An Efficient Attention-Based Approach for Multivariate Time Series Forecasting

no code yet • 11 Dec 2023

In recent developments, predictive models for multivariate time series analysis have exhibited commendable performance through the adoption of the prevalent principle of channel independence.

Dozerformer: Sequence Adaptive Sparse Transformer for Multivariate Time Series Forecasting

no code yet • 11 Dec 2023

(3) Vary, allows queries to selectively attend to keys from a subset of the historical sequence.

Hierarchical Joint Graph Learning and Multivariate Time Series Forecasting

no code yet • 21 Nov 2023

Multivariate time series is prevalent in many scientific and industrial domains.

TimeSQL: Improving Multivariate Time Series Forecasting with Multi-Scale Patching and Smooth Quadratic Loss

no code yet • 19 Nov 2023

Time series is a special type of sequence data, a sequence of real-valued random variables collected at even intervals of time.

AutoMixer for Improved Multivariate Time-Series Forecasting on Business and IT Observability Data

no code yet • 31 Oct 2023

Business and IT Observability (BizITObs) data fuses both Biz-KPIs and IT event channels together as multivariate time series data.

Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting

no code yet • 22 Oct 2023

The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series.

Revealing the Power of Spatial-Temporal Masked Autoencoders in Multivariate Time Series Forecasting

no code yet • 26 Sep 2023

To address these issues, we propose Spatial-Temporal Masked Autoencoders (STMAE), an MTS forecasting framework that leverages masked autoencoders to enhance the performance of spatial-temporal baseline models.

Multi-scale Transformer Pyramid Networks for Multivariate Time Series Forecasting

no code yet • 23 Aug 2023

Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records.