2 papers
cs.LG2024
VCformer: Variable Correlation Transformer with Inherent Lagged Correlation for Multivariate Time Series Forecasting
Yingnan Yang, Qingling Zhu, Jianyong Chen
Multivariate time series (MTS) forecasting has been extensively applied across diverse domains, such as weather prediction and energy consumption. However, current studies still re…
q-fin.ST2024
An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
Chufeng Li, Jianyong Chen
As a branch of time series forecasting, stock movement forecasting is one of the challenging problems for investors and researchers. Since Transformer was introduced to analyze fin…