Deep Coupling Network for Multivariate Time Series Forecasting.

Autor: Yi, Kun, Zhang, Qi, He, Hui, Shi, Kaize, Hu, Liang, An, Ning, Niu, Zhendong
Zdroj: ACM Transactions on Information Systems; Sep2024, Vol. 42 Issue 5, p1-28, 28p
Abstrakt: The article focuses on improving Multivariate Time Series (MTS) forecasting accuracy by considering both intra- and inter-series relationships, which are often overlooked in previous approaches, leading to degraded performance. It mentions the proposed DeepCN model addresses this by incorporating a comprehensive relationship learning mechanism, leveraging mutual information to capture multi-order intra- and inter-series couplings simultaneously.
Databáze: Complementary Index