CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables
This repository will host the code for our paper: "CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous Variables", to be presented at ICML 2024.
At the current stage, we have released a tutorial in notebook format, CATS-Tutorial.ipynb, that demonstrates in detail how to build CATS with various predictors. We are in the process of developing a time series forecasting user interface that integrates statistical, machine learning, and deep learning methods. The complete pipeline usage of CATS will be available in this toolkit.
