arXiv (Cornell University)
Double-Path Adaptive-correlation Spatial-Temporal Inverted Transformer for Stock Time Series Forecasting
September 2024 • Wenbo Yan, Ying Tan
Spatial-temporal graph neural networks (STGNNs) have achieved significant success in various time series forecasting tasks. However, due to the lack of explicit and fixed spatial relationships in stock prediction tasks, many STGNNs fail to perform effectively in this domain. While some STGNNs learn spatial relationships from time series, they often lack comprehensiveness. Research indicates that modeling time series using feature changes as tokens reveals entirely different information compared to using time steps…