Time Series

Research notes on time-series analysis and forecasting methods.

LSTNet architecture diagram showing convolutional, recurrent, recurrent-skip, and autoregressive components

LSTNet: Long- and Short-Term Time Series Network

LSTNet is a deep learning framework for multivariate time series forecasting that uses convolutional layers for local dependencies, a recurrent-skip component for periodic long-term patterns, and an autoregressive component for scale robustness.