TimeSQL: improving multivariate time series forecasting with multi-scale patching and smooth quadratic loss

DOI10.1016/J.INS.2024.120652MaRDI QIDQ6554867zbMATH OpenFDO

Authors Site Mo, Haoxin Wang, Bixiong Li, SongHai Fan, Xianggen Liu

Publication date 13 June 2024

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.INS.2024.120652

zbMATH Keywords

multi-scale patchingmultivariate time seriessmooth quadratic loss

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Detecting unstable periodic orbits based only on time series: when adaptive delayed feedback control meets reservoir computing
• White noise testing and model diagnostic checking for functional time series

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