A multivariate time series prediction model based on the KAN network

Abstract Time series forecasting is crucial in various fields such as financial markets and weather prediction. Although mainstream deep learning models like RNNs and CNNs have made some progress in capturing short-term patterns, they still fall short in handling long-range dependencies and complex...

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Bibliographic Details
Main Authors: Yunji Long, Xue Qin
Format: Article
Language:English
Published: Nature Portfolio 2025-07-01
Series:Scientific Reports
Subjects:
Online Access:https://doi.org/10.1038/s41598-025-07654-7
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