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leading indicator

2 papers

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Co-occurring keywords · papers mentioning both

time series forecasting (2) lead-lag relationship (1) channel dependence (1) vector autoregressive model (1) sparse graph (1) multivariate time series (1) granger causality (1) multi-task learning (1)

Papers

Rethinking Channel Dependence for Multivariate Time Series Forecasting: Learning from Leading Indicators ICLR 2024 Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks ACML 2017