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TimeMixer: Multiscale Time Series Forecasting by ziyuzhou30 is a document available to read on EtoBox.
What is TimeMixer: Multiscale Time Series Forecasting about?
The document presents TimeMixer, a novel architecture for time series forecasting that utilizes a multiscale mixing approach to effectively disentangle intricate temporal variations. It incorporates Past-Decomposable-Mixing (PDM) and Future-Multipredictor-Mixing (FMM) blocks to enhance both past information extraction and future predictions, achieving state-of-the-art performance in various forecasting tasks. The proposed model leverages distinct patterns at different sampling scales, allowing for improved
- Author
- ziyuzhou30
- Language
- EN