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

DOI10.1016/j.ins.2024.120652MaRDI QIDQ6554867

Site Mo, Unnamed Author, Haoxin Wang, SongHai Fan, Bixiong Li, Xianggen Liu

Publication date: 13 June 2024

Published in: Information Sciences (Search for Journal in Brave)

zbMATH Keywords

multivariate time seriesmulti-scale patchingsmooth quadratic loss

Mathematics Subject Classification ID

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

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