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20232026
most citedCATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

6 citations · 6 across the 5 of their papers we have counts for

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2 papers · 1 filter

cs.LG2024

WAVE: Weighted Autoregressive Varying Gate for Time Series Forecasting

Jiecheng Lu, Xu Han, Yan Sun +1

We propose a Weighted Autoregressive Varying gatE (WAVE) attention mechanism equipped with both Autoregressive (AR) and Moving-average (MA) components. It can adapt to various atte…

stat.ML2024★ 6 cited

CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables

Jiecheng Lu, Xu Han, Yan Sun +1

For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency i…