CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables.
Jiecheng LuXu HanYan SunShihao YangPublished in: CoRR (2024)
Keyphrases
- multivariate time series
- autoregressive
- granger causality
- dependence structure
- multivariate data
- artificial neural networks
- sequential data
- regression model
- variable selection
- chronic hepatitis
- multivariate time series data
- discrete valued
- input variables
- temporal data
- random variables
- non stationary
- moving average
- model selection
- change point detection
- relevant variables
- multivariate normal
- object recognition
- turning points
- dynamic time warping
- temporal patterns