Enhancing Foundation Models for Time Series Forecasting via Wavelet-based Tokenization

How to best develop foundational models for time series forecasting remains an important open question. Tokenization is a crucial consideration in this effort: what is an effective discrete vocabulary for a real-valued sequential input? To address this question, we develop WaveToken, a wavelet-based...

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Hauptverfasser: Masserano, Luca, Ansari, Abdul Fatir, Han, Boran, Zhang, Xiyuan, Faloutsos, Christos, Mahoney, Michael W, Wilson, Andrew Gordon, Park, Youngsuk, Rangapuram, Syama, Maddix, Danielle C, Wang, Yuyang
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Sprache:eng
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