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