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TwinS: Revisiting Non-Stationarity in Multivariate Time Series
  Forecasting

TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting

6 June 2024
Jiaxi Hu
Qingsong Wen
Sijie Ruan
Li Liu
Yuxuan Liang
    AI4TS
ArXivPDFHTML

Papers citing "TwinS: Revisiting Non-Stationarity in Multivariate Time Series Forecasting"

4 / 4 papers shown
Title
Toward Physics-guided Time Series Embedding
Toward Physics-guided Time Series Embedding
Jiaxi Hu
Bowen Zhang
Qingsong Wen
Fugee Tsung
Yuxuan Liang
AI4TS
AI4CE
34
3
0
09 Oct 2024
Time-SSM: Simplifying and Unifying State Space Models for Time Series
  Forecasting
Time-SSM: Simplifying and Unifying State Space Models for Time Series Forecasting
Jiaxi Hu
Disen Lan
Ziyu Zhou
Qingsong Wen
Yuxuan Liang
AI4TS
37
7
0
25 May 2024
Attractor Memory for Long-Term Time Series Forecasting: A Chaos
  Perspective
Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective
Jiaxi Hu
Yuehong Hu
Wei Chen
Ming Jin
Shirui Pan
Qingsong Wen
Yuxuan Liang
AI4TS
33
8
0
18 Feb 2024
Xception: Deep Learning with Depthwise Separable Convolutions
Xception: Deep Learning with Depthwise Separable Convolutions
François Chollet
MDE
BDL
PINN
206
14,368
0
07 Oct 2016
1