Enhanced LFTSformer: A Novel Long-Term Financial Time Series Prediction Model Using Advanced Feature Engineering and the Distributed Sparse Encoder Informer Architecture

The Enhanced LFTSformer is a groundbreaking model that combines sophisticated feature engineering techniques, including Variational Mode Decomposition (VMD), Maximal Information Coefficient (MIC), and feature engineering (FE), with a novel Distributed Sparse Encoder Informer architecture to achieve superior performance in long-term financial time series prediction.