PP: Shape and time distortion loss for training deep time series forecasting models
Problem: time series forecasting
Challenge: forecasting for non-stationary signals and multiple future steps prediction
?? how to deal with non-stationary datasets??
Introduction
one-step prediction problem VS multi-step prediction;
multi-step forecasting requires to accurately describe time series evolution.
limitation of the euclidean loss(MSE): in non-stationary context;
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