A pipeline uses community detection plus attention to create dynamic hypergraphs from raw multivariate time series and feeds them to DHACN for forecasting without prior structural knowledge
Random matrix theory analysis of cross correlations in financial markets.Physical Review E—Statistical, Nonlinear, and Soft Matter Physics, 70(2):026110, 2004
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.CE 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Dynamic Hypergraph Representation Learning for Multivariate Time Series without Prior Knowledge
A pipeline uses community detection plus attention to create dynamic hypergraphs from raw multivariate time series and feeds them to DHACN for forecasting without prior structural knowledge