Functional Relation Field: A Model-Agnostic Framework for Multivariate Time Series Forecasting

Ting Li, Bing Yu, Jianguo Li, Zhanxing Zhu

Abstract: Highlights•Explicitly and precisely characterize the underlying constraints between multiple time series.•Flexible and model-agnostic framework as a new inductive bias for multi-variate time series.•Consistently improve the prediction performance of various backbone prediction models empirically.

External IDs:dblp:journals/ai/LiYLZ24