TimeCapsule compresses multivariate time series into a small 3D tensor using learned mode products, forecasts inside that compressed space, and reports state-of-the-art results on ten LTSF benchmarks.
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TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations
TimeCapsule compresses multivariate time series into a small 3D tensor using learned mode products, forecasts inside that compressed space, and reports state-of-the-art results on ten LTSF benchmarks.