[D] SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion

Happy to share my latest Medium article about Time Series Forecasting."SOFTS: Efficient Multivariate Time Series Forecasting with Series-Core Fusion" It is about SOFTS, an innovative MLP-based model that utilizes the novel STar Aggregate-Dispatch (STAD) module to centralize channel interactions, achieving superior forecasting performance with linear complexity. Unlike traditional methods that struggle with the trade-off between robustness and complexity, SOFTS efficiently captures channel correlations, paving the way for scalable and accurate predictions across various fields like finance, traffic management, and healthcare. …

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