1 code implementation • 19 May 2025 • Shengsheng Lin, Haojun Chen, Haijie Wu, Chunyun Qiu, Weiwei Lin
In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively capture multivariate correlations, thereby improving model performance in MTSF tasks.
Correlated Time Series Forecasting
Multivariate Time Series Forecasting
+1
1 code implementation • 27 Sep 2024 • Shengsheng Lin, Weiwei Lin, Xinyi Hu, Wentai Wu, Ruichao Mo, Haocheng Zhong
The stable periodic patterns present in time series data serve as the foundation for conducting long-horizon forecasts.
Ranked #1 on
Time Series Forecasting
on Electricity (96)
1 code implementation • 2 May 2024 • Shengsheng Lin, Weiwei Lin, Wentai Wu, Haojun Chen, Junjie Yang
This paper introduces SparseTSF, a novel, extremely lightweight model for Long-term Time Series Forecasting (LTSF), designed to address the challenges of modeling complex temporal dependencies over extended horizons with minimal computational resources.
Ranked #2 on
Time Series Forecasting
on ETTh1 (720) Multivariate
4 code implementations • 22 Aug 2023 • Shengsheng Lin, Weiwei Lin, Wentai Wu, Feiyu Zhao, Ruichao Mo, Haotong Zhang
To address these issues, we propose two novel strategies to reduce the number of iterations in RNNs for LTSF tasks: Segment-wise Iterations and Parallel Multi-step Forecasting (PMF).
Ranked #1 on
Time Series Forecasting
on Weather (192)
1 code implementation • 9 Aug 2023 • Shengsheng Lin, Weiwei Lin, Wentai Wu, SongBo Wang, Yongxiang Wang
Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches.
Computational Efficiency
Multivariate Time Series Forecasting
+1