CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables
CATS: 通过构建辅助时间序列作为外生变量增强多变量时间序列预测
机构 * Georgia Institute of Technology(佐治亚理工学院) ; Amazon Web Services(亚马逊网络服务)
AI总结 CATS通过构建辅助时间序列作为外生变量,有效提升多变量时间序列预测的性能,实现高效且可转移的预测解决方案。
Comments Camera-ready version. Accepted at ICML 2024
Journal ref Proceedings of the Forty-first International Conference on Machine Learning (ICML 2024)