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Published at November 15

Causal Time-Series Synchronization for Multi-Dimensional Forecasting

cs.LG

cs.AI

Released Date: November 15, 2024

Authors: Michael Mayr, Georgios C. Chasparis¹, Josef Küng²

Aff.: ¹Software Competence Center Hagenberg, Softwarepark 32a, Hagenberg, 4232, Austria; ²Institute for Application-Oriented Knowledge Processing, Johannes Kepler University, Altenberger Str. 69, Linz, 4040, Austria

Arxiv: http://arxiv.org/abs/2411.10152v1

Model	MAPE (NS)	MAPE (S)	Diff. MAPE (%)
TSMixerx[4]	7.24	5.07	29.97
MLPMultivariate[8]	7.09	4.83	31.88
BiTCN[25]	3.33	2.98	10.51
TFT[15]	3.29	2.99	9.12