thuml/Time-Series-Library

Multivariate regression missing from benchmark

erickmiller opened this issue · 1 comments

erickmiller commented

Long/Short Term Forecasting, Imputation, Classification and Anomaly Detection is a great set of task based categorical features to test for all the models.

But why is Multivariate Regression missing from this "comprehensive benchmark"?

I would suggest, for the benchmark to be truly comprehensive, the regression task should be part of the benchmark, if this is to be used as a way of ranking and as a standard quality measure for all time series models in the future.

wuhaixu2016 commented

Hi, many thanks for your suggestion.
'Multivariate Regression' is important. But to our best knowledge, this task is not well-studies in recent papers of machine learning community.
Would you please kindly give us some related works or benchmarks?