Distributional Drift Adaptation With Temporal Conditional Variational Autoencoder for Multivariate Time Series Forecasting

Due to the nonstationary nature, the distribution of real-world multivariate time series (MTS) changes over time, which is known as distribution drift. Most existing MTS forecasting models greatly suffer from distribution drift and degrade the forecasting performance over time. Existing methods addr...

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Vydáno v:	IEEE transaction on neural networks and learning systems Ročník 36; číslo 4; s. 7287 - 7301
Hlavní autoři:	He, Hui, Zhang, Qi, Yi, Kun, Shi, Kaize, Niu, Zhendong, Cao, Longbing
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	United States IEEE 01.04.2025
Témata:	Adaptation models Data models Distributional drift Forecasting Gaussian distribution multivariate time series (MTS) Predictive models Time series analysis Training variational autoencoder (VAE)
ISSN:	2162-237X, 2162-2388, 2162-2388
On-line přístup:	Získat plný text
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