Enhancing Multivariate Time Series Forecasting: A Novel Approach with Mallows Model Averaging and Graph Neural Networks - Zhang, Haili; Wang, Jiawei; Liu, Zhaobo; Dong, Hailing (Journal of systems science and complexity, 2025)
Keywords: Complex Systems; Control; Deep learning; Feature extraction; Forecasting; Graph neural networks; Mathematics; Mathematics and Statistics; Mathematics of Computing; Modules; Multivariate analysis; Network reliability; Neural networks; Operations Research/Decision Theory; Parameters; Statistics; Systems Theory; Time series; model averaging; multivariate time series; Graph neural networks