Series clustering and dynamic periodic patching-based transformer for multivariate time series forecasting

Yijie Wang, Xiao Wu, Jiaying Zhang, Weiping Wang, Linjiang Zheng, Jiaxing Shang

Abstract: Highlights•Channel-mixing dependent and dynamic periodic patching-based Transformer model.•Channel-mixing dependent module captures inter-dependencies between variables.•Dynamic periodic patching module represents local information dynamically.