Parallel Extraction of Long-term Trends and Short-term Fluctuation Framework for Multivariate Time Series Forecasting

no code implementations • 18 Aug 2020 • Yifu Zhou, Ziheng Duan, Haoyan Xu, Jie Feng, Anni Ren, Yueyang Wang, Xiaoqian Wang

In this paper, a MTS forecasting framework that can capture the long-term trends and short-term fluctuations of time series in parallel is proposed.

Decision Making Multi-Task Learning +2