Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting accepted by AAAI 2024
Multivariate time series forecasting, Probalistic generative model
use bash ./scripts/ETTM.sh to reproduce the code
If you find this repo or our work useful for your research, please consider citing the paper
Considering Nonstationary within Multivariate Time Series with Variational Hierarchical Transformer for Forecasting