期刊论文

Wang, RL;Hou, Feng

英文

Information Sciences

0020-0255

2023

648

119560

10.1016/j.ins.2023.119560

Key Research and Development Project of Hunan Province [2022GK2025]; Hunan Key Laboratory of Intelligent Logistics Technology, China [2019TP1015]

本校为第一且通讯机构

Recent status-of-the-art methods for multivariate time series forecasting can be categorized into graph-based approach and global-local approach. The former approach uses graphs to represent the dependencies among variables and apply graph neural networks to the forecasting problem. The latter approach decomposes the matrix of multivariate time series into global components and local components to capture the shared information across variables. However, both approaches cannot capture the propagation delay of the dependencies among individual variables of a multivariate time series, for exampl...