Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting.
Muyao WangWenchao ChenBo ChenPublished in: CoRR (2024)
Keyphrases
- non stationary
- multivariate time series
- financial time series
- autoregressive
- phase space reconstruction
- multivariate time series data
- temporal data
- random fields
- dimension reduction
- categorical data
- temporal patterns
- image segmentation
- neural network
- short term
- stock price
- spatial structure
- multiscale
- moving average
- support vector machine
- chaotic time series
- data mining