CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables.

Mon, 01 Jan 2024 00:00:00 +0100

Jiecheng Lu, Xu Han, Yan Sun, Shihao Yang:
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables. CoRR abs/2403.01673 (2024)