Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting accepted by AAAI 2024

Multivariate time series forecasting, Probalistic generative model

Main reults:

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use bash ./scripts/ETTM.sh to reproduce the code

Citation

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Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting