Structural Knowledge Informed Continual Multivariate Time Series
Forecasting
Structural Knowledge Informed Continual Multivariate Time Series
Forecasting
Recent studies in multivariate time series (MTS) forecasting reveal that explicitly modeling the hidden dependencies among different time series can yield promising forecasting performance and reliable explanations. However, modeling variable dependencies remains underexplored when MTS is continuously accumulated under different regimes (stages). Due to the potential distribution and dependency disparities, …