HiMTM: Hierarchical Multi-Scale Masked Time Series Modeling for Long-Term Forecasting.
Shubao ZhaoMing JinZhaoxiang HouChengyi YangZengxiang LiQingsong WenYi WangPublished in: CoRR (2024)
Keyphrases
- long term
- short term
- multiscale
- medium term
- coarse to fine
- chaotic time series
- stock market
- weather forecasting
- forecasting accuracy
- financial time series
- forecasting model
- dynamic time warping
- multi variate
- image segmentation
- autoregressive
- computer vision
- hierarchical clustering
- hierarchical structure
- non stationary
- arima model
- exponential smoothing
- scale space