94 citations · 158 across the 6 of their papers we have counts for
4 papers · 1 filter
Deep Frequency Derivative Learning for Non-stationary Time Series Forecasting
Wei Fan, Kun Yi, Hangting Ye +3
While most time series are non-stationary, it is inevitable for models to face the distribution shift issue in time series forecasting. Existing solutions manipulate statistical me…
Deep Coupling Network For Multivariate Time Series Forecasting
Kun Yi, Qi Zhang, Hui He +4
Multivariate time series (MTS) forecasting is crucial in many real-world applications. To achieve accurate MTS forecasting, it is essential to simultaneously consider both intra- a…
FourierGNN: Rethinking Multivariate Time Series Forecasting from a Pure Graph Perspective
Kun Yi, Qi Zhang, Wei Fan +6
Multivariate time series (MTS) forecasting has shown great importance in numerous industries. Current state-of-the-art graph neural network (GNN)-based forecasting methods usually…
Frequency-domain MLPs are More Effective Learners in Time Series Forecasting
Kun Yi, Qi Zhang, Wei Fan +7
Time series forecasting has played the key role in different industrial, including finance, traffic, energy, and healthcare domains. While existing literatures have designed many s…