Spatial-Temporal Identity: A Simple yet Effective Baseline for Multivariate Time Series Forecasting

Author:

Shao Zezhi1,Zhang Zhao2,Wang Fei2,Wei Wei3,Xu Yongjun2

Affiliation:

1. Institute of Computing Technology, Chinese Academy of Sciences & University of the Chinese Academy of Sciences, Beijing, China

2. Institute of Computing Technology, Chinese Academy of Sciences, Beijing, China

3. Huazhong University of Science and Technology, Wuhan, China

Funder

National Natural Science Foundation of China

Fund of Joint Laboratory of HUST and Pingan Property & Casualty Research

CCF-AFSG Research Fund

China Postdoctoral Science Foundation

Publisher

ACM

Reference22 articles.

1. LEI BAI , Lina Yao , Can Li , Xianzhi Wang , and Can Wang . 2020. Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting. NeurIPS ( 2020 ). LEI BAI, Lina Yao, Can Li, Xianzhi Wang, and Can Wang. 2020. Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting. NeurIPS (2020).

2. Defu Cao Yujing Wang Juanyong Duan Ce Zhang Xia Zhu Congrui Huang Yunhai Tong Bixiong Xu Ying Bai Jie Tong etal 2020. Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting. NeurIPS (2020). Defu Cao Yujing Wang Juanyong Duan Ce Zhang Xia Zhu Congrui Huang Yunhai Tong Bixiong Xu Ying Bai Jie Tong et al. 2020. Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting. NeurIPS (2020).

3. Kyunghyun Cho Bart van Merrienboer Dzmitry Bahdanau and Yoshua Bengio. 2014. On the Properties of Neural Machine Translation: Encoder-Decoder Approaches. In SSST@EMNLP. Kyunghyun Cho Bart van Merrienboer Dzmitry Bahdanau and Yoshua Bengio. 2014. On the Properties of Neural Machine Translation: Encoder-Decoder Approaches. In SSST@EMNLP.

4. Historical Inertia

5. Jinliang Deng , Xiusi Chen , Renhe Jiang , Xuan Song , and Ivor W . Tsang . 2021 . ST-Norm: Spatial and Temporal Normalization for Multi-Variate Time Series Forecasting. In SIGKDD. Jinliang Deng, Xiusi Chen, Renhe Jiang, Xuan Song, and Ivor W. Tsang. 2021. ST-Norm: Spatial and Temporal Normalization for Multi-Variate Time Series Forecasting. In SIGKDD.

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