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Data Augmentation in Time Series Forecasting through Inverted Framework

delete2026-01-23
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PRE
AI
H
Hongming Tan
T
Ting Chen
R
Ruochong Jin
W
Wai Kin
DOI:10.1016/j.patrec.2026.01.019delete
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摘要

摘要

En 中文
• DAIF is the first on-the-fly augmentation framework for inverted time series forecasting models. • We validate Frequency Filtering and Cross-variation Patching through experiments. • We extend the inverted framework to support MLP and RNN based models.

期刊

Pattern Recognition Letters 封面图
Pattern Recognition Letters
IF:
3.3
论文数:
8.0K
被引数:
1.6W

机构

T
Tsinghua University
学者数:
8.6K
论文数: 4.1K
被引数: 17.7W
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