Multivariate Time Series Forecasting

95 papers with code • 8 benchmarks • 9 datasets

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Libraries

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

MemDA: Forecasting Urban Time Series with Memory-based Drift Adaptation

deepkashiwa20/Urban_Concept_Drift 25 Sep 2023

Urban time series data forecasting featuring significant contributions to sustainable development is widely studied as an essential task of the smart city.

16
25 Sep 2023

Multi-horizon short-term load forecasting using hybrid of LSTM and modified split convolution

SyedHasnat/Papers PeerJ Computer Science 2023

The concatenating order of LSTM and SC in the proposed hybrid network provides an excellent capability of extraction of sequence-dependent features and other hierarchical spatial features.

6
15 Aug 2023

SageFormer: Series-Aware Framework for Long-term Multivariate Time Series Forecasting

zhangzw16/SageFormer 4 Jul 2023

To bridge this gap, this paper introduces a novel series-aware framework, explicitly designed to emphasize the significance of such dependencies.

21
04 Jul 2023

PrimeNet: Pre-Training for Irregular Multivariate Time Series

ranakroychowdhury/PrimeNet AAAI Conference on Artificial Intelligence 2023

In this work, we propose PrimeNet to learn a self-supervised representation for irregular multivariate time series.

12
26 Jun 2023

TSMixer: Lightweight MLP-Mixer Model for Multivariate Time Series Forecasting

ibm/tsfm 14 Jun 2023

TSMixer outperforms state-of-the-art MLP and Transformer models in forecasting by a considerable margin of 8-60%.

172
14 Jun 2023

GCformer: An Efficient Framework for Accurate and Scalable Long-Term Multivariate Time Series Forecasting

zyj-111/gcformer 14 Jun 2023

On the other hand, the long input sequence usually leads to large model size and high time complexity.

37
14 Jun 2023

A Joint Time-frequency Domain Transformer for Multivariate Time Series Forecasting

rationalspark/jtft 24 May 2023

In order to enhance the performance of Transformer models for long-term multivariate forecasting while minimizing computational demands, this paper introduces the Joint Time-Frequency Domain Transformer (JTFT).

7
24 May 2023

Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting

JLDeng/SCNN 22 May 2023

The core issue in MTS forecasting is how to effectively model complex spatial-temporal patterns.

20
22 May 2023

Forecasting Irregularly Sampled Time Series using Graphs

yalavarthivk/GraFITi 22 May 2023

Forecasting irregularly sampled time series with missing values is a crucial task for numerous real-world applications such as healthcare, astronomy, and climate sciences.

3
22 May 2023