
The author proposes a novel Hierarchical Time series Variational Transformer (HTV-Trans) to address non-stationarity and stochasticity in multivariate time series forecasting, combining a generative module with a transformer for improved performance.


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analyzing-nonstationary-multivariate-time-series-forecasting-with-hierarchical-transformer


Analyzing Nonstationary Multivariate Time Series Forecasting with Hierarchical Transformer


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HTV-Trans is a novel model that effectively captures non-stationarity and stochasticity in multivariate time series forecasting, outperforming other methods.


hierarchical-time-series-variational-transformer-for-nonstationary-multivariate-time-series-forecasting


Hierarchical Time Series Variational Transformer for Nonstationary Multivariate Time Series Forecasting
