Exploiting locally stationary lead-lag relationships between variates improves multivariate time series forecasting accuracy.
HTV-Trans is a novel model that effectively captures non-stationarity and stochasticity in multivariate time series forecasting, outperforming other methods.
TimeXer proposes a novel framework to enhance time series forecasting by reconciling endogenous and exogenous information using the Transformer architecture. It achieves state-of-the-art performance in various real-world datasets.