Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling (2024)

First Author: Yu Guoqi

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2402.12694

Publication URI: http://dx.doi.org/10.48550/arxiv.2402.12694

Type: Journal Article/Review

Parent Publication: arXiv e-prints