Multivariate Time Series Forecasting with Latent Graph Inference.

Victor Garcia Satorras Syama Sundar Rangapuram Tim Januschowski

Published in: CoRR (2022)

Keyphrases

multivariate time series
phase space reconstruction
multivariate time series data
temporal data
short term
dimension reduction
categorical data
temporal patterns
latent variables
graph structure
dimensionality reduction