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Huiqiang Wang

3 accepted papers

2026

FACT: Fine-grained Across-variable Convolution for Multivariate Time Series Forecasting

ICLR 2026poster

Modeling the relationships among variables has become increasingly important, particularly in high-dimensional multivariate time series forecasting tasks. However, most existing methods primarily focus on capturing coarse-grained correlations between variables, overlooking a finer and more dynamic a…

Cited by 0SourceScholar
2023

MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting

ICLR 2023top-5%

Recently, Transformer-based methods have achieved surprising performance in the field of long-term series forecasting, but the attention mechanism for computing global correlations entails high complexity. And they do not allow for targeted modeling of local features as CNN structures do. To solve t…

Cited by 333SourcePDFScholar