SageFormer: Series-Aware Framework for Long-term Multivariate Time Series Forecasting

Understand

In the burgeoning ecosystem of Internet of Things, multivariate time series (MTS) data has become ubiquitous, highlighting the fundamental role of time series forecasting across numerous applications.

• The crucial challenge of long-term MTS forecasting requires adept models capable of capturing both intra- and inter-series dependencies.
• Recent advancements in deep learning, notably Transformers, have shown promise.
• However, many prevailing methods either marginalize inter-series dependencies or overlook them entirely.