Copertina

Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Yu, Guoqi, Zou, Jing, Hu, Xiaowei, Aviles-Rivero, Angelica I., Qin, Jing, Wang, Shujun
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Machine Learning
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting
di: Yu, Guoqi, et al.
Pubblicazione: (2025)

Decentralized Attention Fails Centralized Signals: Rethinking Transformers for Medical Time Series
di: Yu, Guoqi, et al.
Pubblicazione: (2026)

UniTST: Effectively Modeling Inter-Series and Intra-Series Dependencies for Multivariate Time Series Forecasting
di: Liu, Juncheng, et al.
Pubblicazione: (2024)

Moving Beyond Functional Connectivity: Time-Series Modeling for fMRI-Based Brain Disorder Classification
di: Yu, Guoqi, et al.
Pubblicazione: (2026)

Robust Multivariate Time Series Forecasting against Intra- and Inter-Series Transitional Shift
di: He, Hui, et al.
Pubblicazione: (2024)

Multivariate Time Series Anomaly Detection by Capturing Coarse-Grained Intra- and Inter-Variate Dependencies
di: Xie, Yongzheng, et al.
Pubblicazione: (2025)

Revitalizing Canonical Pre-Alignment for Irregular Multivariate Time Series Forecasting
di: Zhou, Ziyu, et al.
Pubblicazione: (2025)

LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting
di: Yu, Guoqi, et al.
Pubblicazione: (2024)

WindowMixer: Intra-Window and Inter-Window Modeling for Time Series Forecasting
di: Liu, Quangao, et al.
Pubblicazione: (2024)

MSGNet: Learning Multi-Scale Inter-Series Correlations for Multivariate Time Series Forecasting
di: Cai, Wanlin, et al.
Pubblicazione: (2023)

NeuTSFlow: Modeling Continuous Functions Behind Time Series Forecasting
di: Xu, Huibo, et al.
Pubblicazione: (2025)

Time Series Foundation Models for Multivariate Financial Time Series Forecasting
di: Marconi, Ben A.
Pubblicazione: (2025)

A Decomposition-based State Space Model for Multivariate Time-Series Forecasting
di: Nagashima, Shunya, et al.
Pubblicazione: (2026)

On the Regularization of Learnable Embeddings for Time Series Forecasting
di: Butera, Luca, et al.
Pubblicazione: (2024)

Revisiting Multivariate Time Series Forecasting with Missing Values
di: Yang, Jie, et al.
Pubblicazione: (2025)

FreDN: Spectral Disentanglement for Time Series Forecasting via Learnable Frequency Decomposition
di: An, Zhongde, et al.
Pubblicazione: (2025)

Time-Series Classification with Multivariate Statistical Dependence Features
di: Sun, Yao, et al.
Pubblicazione: (2026)

STRGCN: Capturing Asynchronous Spatio-Temporal Dependencies for Irregular Multivariate Time Series Forecasting
di: Wang, Yulong, et al.
Pubblicazione: (2025)

SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion
di: Han, Lu, et al.
Pubblicazione: (2024)

Stationarity Exploration for Multivariate Time Series Forecasting
di: Liu, Hao, et al.
Pubblicazione: (2025)

Deep Coupling Network For Multivariate Time Series Forecasting
di: Yi, Kun, et al.
Pubblicazione: (2024)

PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series Forecasting
di: Yu, Yongbo, et al.
Pubblicazione: (2024)

Inter-Series Transformer: Attending to Products in Time Series Forecasting
di: Cristian, Rares, et al.
Pubblicazione: (2024)

VLBM: Variational Latent Basis Modeling for OOD Robust Multivariate Time Series Forecasting
di: Zhang, Xudong, et al.
Pubblicazione: (2026)

LMS-AutoTSF: Learnable Multi-Scale Decomposition and Integrated Autocorrelation for Time Series Forecasting
di: Delibasoglu, Ibrahim, et al.
Pubblicazione: (2024)

Revisiting Attention for Multivariate Time Series Forecasting
di: Wu, Haixiang
Pubblicazione: (2024)

Are KANs Effective for Multivariate Time Series Forecasting?
di: Han, Xiao, et al.
Pubblicazione: (2024)

Nearest Neighbor Multivariate Time Series Forecasting
di: Zhang, Huiliang, et al.
Pubblicazione: (2025)

DUET: Dual Clustering Enhanced Multivariate Time Series Forecasting
di: Qiu, Xiangfei, et al.
Pubblicazione: (2024)

Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting
di: Wang, Muyao, et al.
Pubblicazione: (2024)

InvDec: Inverted Decoder for Multivariate Time Series Forecasting with Separated Temporal and Variate Modeling
di: Wang, Yuhang
Pubblicazione: (2025)

Pyramidal Hidden Markov Model For Multivariate Time Series Forecasting
di: Huang, YeXin
Pubblicazione: (2023)

PHAT: Modeling Period Heterogeneity for Multivariate Time Series Forecasting
di: Ma, Jiaming, et al.
Pubblicazione: (2026)

VE: Modeling Multivariate Time Series Correlation with Variate Embedding
di: Wang, Shangjiong, et al.
Pubblicazione: (2024)

ST-MTM: Masked Time Series Modeling with Seasonal-Trend Decomposition for Time Series Forecasting
di: Seo, Hyunwoo, et al.
Pubblicazione: (2025)

TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting
di: Hu, Jiaxi, et al.
Pubblicazione: (2024)

BasisFormer: Attention-based Time Series Forecasting with Learnable and Interpretable Basis
di: Ni, Zelin, et al.
Pubblicazione: (2023)

Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations
di: Lan, Yu-Hsiang, et al.
Pubblicazione: (2025)

HPMixer: Hierarchical Patching for Multivariate Time Series Forecasting
di: Choi, Jung Min, et al.
Pubblicazione: (2026)

Probabilistic Circuits for Irregular Multivariate Time Series Forecasting
di: Klötergens, Christian, et al.
Pubblicazione: (2026)