Multivariate Time Series Forecasting

Multivariate Time Series Forecasting refers to the process in time series analysis where the interplay and dependencies among multiple variables are considered simultaneously to predict the values of these variables at future time points. Its aim is to enhance forecasting accuracy and reliability by modeling the temporal dynamics of multiple variables. This method holds significant application value in fields such as finance, economics, environmental monitoring, and industrial control, aiding decision-makers in better understanding the operational status and development trends of complex systems.