Meteor-Stars / MLFLinks
This is code for Multi-period Learning for Financial Time Series Forecasting (MLF, published in KDD 2025), which incorporates multiple inputs with varying lengths (periods) to achieve better accuracy. Key words are time series forecasting, deep learning, financial sales, multi-periods, multi-scales and spatio-temporal data mining.
☆29Updated last month
Alternatives and similar repositories for MLF
Users that are interested in MLF are comparing it to the libraries listed below
Sorting:
- The official implementation of "FreqMoE: Enhancing Time Series Forecasting through Frequency Decomposition Mixture of Experts"☆42Updated 9 months ago
- PyTorch Implementation of "TimeFilter: Patch-Specific Spatial-Temporal Graph Filtration for Time Series Forecasting" (ICML 2025)☆85Updated 6 months ago
- The official implementation of LIFT (ICLR'24). Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Lead…☆88Updated last year
- Official Implementation of "From Similarity to Superiority: Channel Clustering for Time Series Forecasting"☆73Updated last year
- Official Code for "How Much Can Time-related Features Enhance Time Series Forecasting?"☆41Updated 11 months ago
- ☆66Updated 3 months ago
- Code for paper <Evolving Multi-Scale Normalization for Time Series Forecasting Under Distribution Shifts>☆14Updated last year
- ☆43Updated 5 months ago
- Code for IoTJ 2024 paper "SageFormer: Series-Aware Framework for Long-Term Multivariate Time-Series Forecasting".☆82Updated last year
- [ICML 2024] Official implementation of: "Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dep…☆75Updated 10 months ago
- PyTorch implementation of ESG☆96Updated 2 years ago
- ☆108Updated 6 months ago
- UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series Forecasting (WWW 2024)☆110Updated last year
- ☆47Updated 2 years ago
- PyTorch Implementation of "Adaptive Multi-Scale Decomposition Framework for Time Series Forecasting" (AAAI2025)☆107Updated 9 months ago
- Code For Paper "Bridging the Spectrum Gap: Mid‑Frequency Augmentation and Key‑Frequency Mining for Multivariate Time Series"☆15Updated last month
- PyTorch implementation of "Rethinking the Power of Timestamps for Robust Time Series Forecasting: A Global-Local Fusion Perspective" (Neu…☆131Updated 5 months ago
- ☆35Updated 11 months ago
- The code for TFPS☆55Updated last year
- [ICML 2025 Spotlight] K²VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting☆40Updated 5 months ago
- [ICML 2025] Official repository of the TQNet paper: "Temporal Query Network for Efficient Multivariate Time Series Forecasting". This wor…☆84Updated 6 months ago
- ☆37Updated last year
- "Self-Supervised Contrastive Learning for Long-term Forecasting", accepted at International Conference on Learning Representations (ICLR)…☆80Updated last year
- Official implement for "WITRAN:Water-wave Information Transmission and Recurrent Acceleration Network for Long-range Time Series Forecast…☆35Updated 2 years ago
- ☆55Updated last year
- Time Series Forecasting, Distribution Shift☆98Updated 2 years ago
- The code for FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting☆23Updated 7 months ago
- ☆78Updated 10 months ago
- ☆80Updated last year
- [VLDB 2024] A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis☆96Updated last year