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Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling
Dynamic trend information captured through learnable decomposition and dual attention module for improved time series forecasting.
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling
The author introduces a learnable decomposition strategy to capture dynamic trend information more reasonably and proposes a dual attention module for better time series forecasting by capturing inter-series dependencies and intra-series variations simultaneously.
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