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Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting. (arXiv:2201.04828v1 [cs.LG])
cs.LG updates on arXiv.org arxiv.org
Multivariate time series (MTS) forecasting plays an important role in the
automation and optimization of intelligent applications. It is a challenging
task, as we need to consider both complex intra-variable dependencies and
inter-variable dependencies. Existing works only learn temporal patterns with
the help of single inter-variable dependencies. However, there are multi-scale
temporal patterns in many real-world MTS. Single inter-variable dependencies
make the model prefer to learn one type of prominent and shared temporal
patterns. In this paper, we propose a …
arxiv forecasting graph network neural network time time series time series forecasting