rahmanhabib010/Time-series-analysis-by-Sequence-Modelling

Modeling multivariate time series has long been an attractive subject from a diverse range of fields including renewable energy, economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its variables depend on one another but, upon looking closely, it is fair to say that existing methods fail to fully exploit latent spatial dependencies between pairs of variables. To obtain accurate prediction, it is crucial to model long-term dependency in time series data, which can be achieved to some good extent by sequence modelling.

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