An AutoML Algorithm: Multiple-Steps Ahead Forecasting of Correlated Multivariate Time Series with Anomalies Using Gated Recurrent Unit Networks

Multiple time series forecasting is critical in domains such as energy management, economic analysis, web traffic prediction and air pollution monitoring to support effective resource planning. Traditional statistical learning methods, including Vector Autoregression (VAR) and Vector Autoregressive...

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Bibliographic Details

Published in:	AI
Main Authors:	Ying Su, Morgan C. Wang
Format:	Article
Language:	English
Published:	MDPI AG 2025-10-01
Subjects:	automated machine learning recurrent neural networks gated recurrent unit vector autoregression multivariate time series
Online Access:	https://www.mdpi.com/2673-2688/6/10/267