Sparsity exploitation via discovering graphical models in multi-variate time-series forecasting

1 code implementation • 29 Jun 2023 • Ngoc-Dung Do, Truong Son Hy, Duy Khuong Nguyen

Second, we fit these graph structures and the input data into a Graph Convolutional Recurrent Network (GCRN) to train a forecasting model.

Time Series Time Series Forecasting