Concepedia

Multivariate Time Series Forecasting

Multivariate Time Series Forecasting is a time series prediction task that involves forecasting future values of multiple interdependent variables based on their jointly observed historical trajectories, distinguished from univariate forecasting by modeling the dynamic relationships among multiple variables.

866

Publications

55.9K

Citations

2.4K

Authors

938

Institutions

Publications per year

2017–2026

506

Variants

Multivariate Time Series Prediction

Parents

Publications

866

Interpreting the macroeconomic time series facts

Christopher A. Sims · European Economic Review · 1992 · 1.9K citations · Full text

, , +13

Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks

Zonghan Wu, Shirui Pan, Guodong Long et al. · 2020 · 1.8K citations · Full text

, , +16

Noise Dressing of Financial Correlation Matrices

Laurent Laloux, Pierre Cizeau, Jean‐Philippe Bouchaud et al. · Physical Review Letters · 1999 · 1.3K citations · Full text

, , +17

Applied Time Series Analysis for the Social Sciences.

Richard A. Berk, Richard McCleary, Richard A. Hay · Contemporary Sociology A Journal of Reviews · 1981 · 1.1K citations

, , +15

Temporal pattern attention for multivariate time series forecasting

Shun-Yao Shih, Fan-Keng Sun, Hung-yi Lee · Machine Learning · 2019 · 931 citations · Full text

, , +11

1–5 of 866

Authors

2.4K

  1. MH
    Min Han

    Dalian University of Technology, China

    16 publications · 833 citations

    14

    h-index

  2. MX
    Meiling Xu

    Dalian University of Technology, China

    7 publications · 507 citations

    7

    h-index

  3. XS
    Xuan Song

    The University of Tokyo, Japan

    6 publications · 406 citations

    6

    h-index

  4. RJ
    Renhe Jiang

    The University of Tokyo, Japan

    6 publications · 406 citations

    6

    h-index

  5. WR
    Weijie Ren

    Dalian University of Technology, China

    6 publications · 254 citations

    6

    h-index

1–5 of 2.4K

Institutions

938

  1. Dalian University of Technology

    Dalian, China

    17 h-index

    56 publications

    2.6K citations

  2. Dalian University

    Dalian, China

    15 h-index

    40 publications

    2.1K citations

  3. Huazhong University of Science and Technology

    Wuhan, China

    14 h-index

    30 publications

    3.4K citations

  4. Chinese Academy of Sciences

    Beijing, China

    14 h-index

    47 publications

    4.2K citations

  5. Tsinghua University

    Beijing, China

    12 h-index

    18 publications

    1.1K citations

  6. University of Wisconsin–Madison

    Madison, United States

    10 h-index

    13 publications

    1.3K citations

  7. University of Technology Sydney

    Sydney, Australia

    8 h-index

    20 publications

    8.3K citations

  8. Duke University

    Durham, United States

    8 h-index

    13 publications

    877 citations

1–8 of 938

Venues

  1. arXiv (Cornell University)

    Repository · 43 publications · 2.2K citations

    24

    h-index

  2. Expert Systems with Applications

    23 publications · 2.1K citations

    21

    h-index

  3. Neurocomputing

    20 publications · 2K citations

    18

    h-index

  4. Journal of Forecasting

    18 publications · 455 citations

    15

    h-index

  5. IEEE Access

    16 publications · 645 citations

    14

    h-index

1–5