State Causality and Adaptive Covariance Decomposition Based Time Series Forecasting

State Causality and Adaptive Covariance Decomposition Based Time Series Forecasting

Time series forecasting is a very vital research topic. The scale of time series in numerous industries has risen considerably in recent years as a result of the advancement of information technology. However, the existing algorithms pay little attention to generating large-scale time series. This a...

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Bibliographic Details
Main Authors:	Jince Wang, Zibo He, Tianyu Geng, Feihu Huang, Pu Gong, Peiyu Yi, Jian Peng
Format:	Article
Language:	English
Published:	MDPI AG 2023-01-01
Series:	Sensors
Subjects:	state causality adaptive covariance Cholesky decomposition time series long-term forecasting
Online Access:	https://www.mdpi.com/1424-8220/23/2/809

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