Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values
Joint Modeling of Local and Global Temporal Dynamics for Multivariate Time Series Forecasting with Missing Values
Multivariate time series (MTS) forecasting is widely used in various domains, such as meteorology and traffic. Due to limitations on data collection, transmission, and storage, real-world MTS data usually contains missing values, making it infeasible to apply existing MTS forecasting models such as linear regression and recurrent neural networks. Though …