TimeSQL: Improving multivariate time series forecasting with multi-scale patching and smooth quadratic loss
Site Mo, Haoxin Wang, Bixiong Li, Songhai Fan, Yuankai Wu, Xianggen Liu
Topics & Concepts
Multivariate statisticsSeries (stratigraphy)Scale (ratio)Quadratic equationTime seriesComputer scienceEconometricsStatisticsMathematicsGeologyQuantum mechanicsPaleontologyPhysicsGeometryTime Series Analysis and ForecastingComplex Systems and Time Series AnalysisStock Market Forecasting Methods