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RESEARCHarXiv CS.LG·8d ago

Unicorn: Scaling High-Dimensional Time Series Forecasting via Universal Correlation Modeling

Unicorn is a new framework for scalable, high-dimensional time series forecasting, bridging the gap between channel-independent and channel-dependent models. It leverages a latent prototype codebook to learn universal correlation patterns, significantly outperforming state-of-the-art architectures, especially in few-shot transfer scenarios.

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