Automatic selection of the best neural architecture for time series forecasting.
The 6 matches
- [1] § Methods › Composite architectures ↔ Integrated1/NN.py, lines 120–268 · score 0.81 · multi head Attention, hidden state, LSTM block, layer normalization, GRU block, SSM block
- [2] § Methods › Composite architectures ↔ Integrated2/NN.py, lines 120–268 · score 0.81 · multi head Attention, hidden state, LSTM block, layer normalization, GRU block, SSM block
- [3] § Results › Iterative architecture samplings for glucose prediction task ↔ Process/nsga2_glucose_generations.ipynb, lines 282–399 · score 0.72 · ground truth Pareto, crowding distance, dominated sorting, offspring, canonicalization, seeds
- [4] § Results › Iterative architecture samplings for glucose prediction task ↔ Process/nsga2_glucose_generations.ipynb, lines 451–494 · score 0.68 · 5–95 %, ground truth Pareto, band, Discovery, seed, NSGA
- [5] § Methods › Multi-objective evolutionary search via NSGA-II › Algorithm 2 ↔ Process/nsga2_glucose_generations.ipynb, lines 102–201 · score 0.61 · binary tournament selection, crowding distance, rank
- [6] § Methods › Multi-objective evolutionary search via NSGA-II › Algorithm 2 ↔ Process/nsga2_glucose_generations.ipynb, lines 282–399 · score 0.58 · crowding distance, dominated sorting, rank, fronts, NSGA, Pareto
Paper
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The authors' code
Jupyter notebook · 498 lines · 15 KB · no license · 4 matches
- # %% [markdown]
- # # NSGA-II (fixed generations) on the glucose architecture dataset (708)
- #
- # This notebook:
- # 1. Loads `data_glucose_2d.pkl` (708 unique architectures).
- # 2. Runs **NSGA-II for a fixed number of generations** (e.g., `G=10`) and plots the **Pareto front at generation 10**.
- # 3. Repeats NSGA-II for **20 random seeds**, and plots **# of discovered ground-truth Pareto architectures vs. generation** using **mean + 90% band (5–95%)**.
- #
- # Objectives (to minimize):
- # - `rela_error` (relative ℓ2 error)
- # - `training_time`
- # %%
- # Imports
- import sys
- import pickle
- from pathlib import Path
- from typing import Dict, List, Tuple, Optional
- import numpy as np
- import pandas as pd
- import matplotlib.pyplot as plt
- # %%
- # ---------- Robust loading helpers ----------
- # Placeholder for the class name used during pickling: "__main__.DataManual"
- class DataManual:
- def __init__(self, **kwargs):
- self.__dict__.update(kwargs)
- # Patch NumPy module aliases that can appear in pickles created with other NumPy versions.
- import numpy as _np
- sys.modules.setdefault("numpy._core", _np.core)
- sys.modules.setdefault("numpy._core.multiarray", _np.core.multiarray)
- sys.modules.setdefault("numpy._core.numeric", _np.core.numeric)
- if hasattr(_np.core, "_multiarray_umath"):
- sys.modules.setdefault("numpy._core._multiarray_umath", _np.core._multiarray_umath)
- # ---------- Load dataset ----------
- pkl_path = "data_glucose_2d.pkl" # if needed, change to the correct path
- with open(pkl_path, "rb") as f:
- data_loaded = pickle.load(f)
- print("Loaded:", type(data_loaded), "len =", len(data_loaded), "example type =", type(data_loaded[0]))
- rows = [obj.__dict__.copy() for obj in data_loaded]
- df = pd.DataFrame(rows)
- # Keep only needed fields (drop param_all)
- df = df[[
- "n_gru", "n_lstm", "n_attention", "n_ssm",
- "dim_hidden", "sequence",
- "rela_error", "training_time"
- ]].copy()
- assert len(df) == 708, "Expected 708 unique architectures."
- assert df.isna().sum().sum() == 0, "Found missing values."
- obj_cols = ["rela_error", "training_time"]
- df.head()
- # %% [markdown]
- # ## Canonicalization mapping (genotype → unique architecture index)
- #
- # Even though the dataset already contains 708 unique entries, during NSGA-II we generate children by
- # discrete crossover/mutation over the genotype `(counts, sequence, hidden_dim)` and then map back to
- # a unique architecture index via a canonical key.
- # %%
- TEMPLATES = {
- 1: ["SSM", "ATT", "GRU", "LSTM"],
- 2: ["ATT", "SSM", "GRU", "LSTM"],
- 3: ["SSM", "GRU", "ATT", "LSTM"],
- 4: ["GRU", "ATT", "SSM", "LSTM"],
- 5: ["ATT", "GRU", "SSM", "LSTM"],
- 6: ["GRU", "SSM", "ATT", "LSTM"],
- }
- HIDDEN_SET = [16, 32, 64]
- def expand_sequence(n_ssm: int, n_att: int, n_gru: int, n_lstm: int, seq_idx: int) -> Tuple[str, ...]:
- order = TEMPLATES[int(seq_idx)]
- counts = {"SSM": int(n_ssm), "ATT": int(n_att), "GRU": int(n_gru), "LSTM": int(n_lstm)}
- out: List[str] = []
- for b in order:
- out.extend([b] * counts[b])
- return tuple(out)
- def canonical_key_from_row(row: pd.Series) -> Tuple[Tuple[str, ...], int]:
- seq = expand_sequence(row["n_ssm"], row["n_attention"], row["n_gru"], row["n_lstm"], row["sequence"])
- return (seq, int(row["dim_hidden"]))
- key_to_idx: Dict[Tuple[Tuple[str, ...], int], int] = {}
- for idx, row in df.iterrows():
- k = canonical_key_from_row(row)
- if k in key_to_idx:
- raise ValueError(f"Duplicate canonical key found at idx={idx} and idx={key_to_idx[k]}: {k}")
- key_to_idx[k] = int(idx)
- print("Unique canonical keys:", len(key_to_idx))
- # %% [markdown]
- # ## NSGA-II components
- # - dominance / Pareto mask
- # - fast non-dominated sorting
- # - crowding distance
- # - binary tournament selection
- # %%
- def dominates(a: np.ndarray, b: np.ndarray) -> bool:
- return np.all(a <= b) and np.any(a < b)
- def pareto_mask(objs: np.ndarray) -> np.ndarray:
- n = objs.shape[0]
- is_eff = np.ones(n, dtype=bool)
- for i in range(n):
- if not is_eff[i]:
- continue
- for j in range(n):
- if i == j or not is_eff[j]:
- continue
- if dominates(objs[j], objs[i]):
- is_eff[i] = False
- break
- return is_eff
- def fast_non_dominated_sort(pop: List[int], obj: np.ndarray) -> List[List[int]]:
- n = len(pop)
- S = [[] for _ in range(n)]
- n_dom = np.zeros(n, dtype=int)
- fronts: List[List[int]] = [[]]
- for p in range(n):
- for q in range(n):
- if p == q:
- continue
- if dominates(obj[p], obj[q]):
- S[p].append(q)
- elif dominates(obj[q], obj[p]):
- n_dom[p] += 1
- if n_dom[p] == 0:
- fronts[0].append(p)
- i = 0
- while fronts[i]:
- next_front = []
- for p in fronts[i]:
- for q in S[p]:
- n_dom[q] -= 1
- if n_dom[q] == 0:
- next_front.append(q)
- i += 1
- fronts.append(next_front)
- if not fronts[-1]:
- fronts.pop()
- return fronts
- def crowding_distance(front: List[int], obj: np.ndarray) -> Dict[int, float]:
- if len(front) == 0:
- return {}
- M = obj.shape[1]
- dist = {p: 0.0 for p in front}
- for m in range(M):
- sorted_front = sorted(front, key=lambda p: obj[p, m])
- fmin = obj[sorted_front[0], m]
- fmax = obj[sorted_front[-1], m]
- dist[sorted_front[0]] = float("inf")
- dist[sorted_front[-1]] = float("inf")
- if fmax == fmin:
- continue
- for i in range(1, len(sorted_front) - 1):
- prev_p = sorted_front[i - 1]
- next_p = sorted_front[i + 1]
- dist[sorted_front[i]] += (obj[next_p, m] - obj[prev_p, m]) / (fmax - fmin)
- return dist
- def tournament_select(pop: List[int], ranks: Dict[int, int], crowds: Dict[int, float], rng: np.random.Generator) -> int:
- a = int(rng.integers(0, len(pop)))
- b = int(rng.integers(0, len(pop)))
- while b == a:
- b = int(rng.integers(0, len(pop)))
- ia = pop[a]
- ib = pop[b]
- ra = ranks[ia]
- rb = ranks[ib]
- if ra < rb:
- return ia
- if rb < ra:
- return ib
- ca = crowds.get(ia, 0.0)
- cb = crowds.get(ib, 0.0)
- return ia if ca >= cb else ib
- # %% [markdown]
- # ## Variation operators (discrete genotype)
- #
- # Genotype:
- # \[
- # (n_{\text{ssm}}, n_{\text{att}}, n_{\text{gru}}, n_{\text{lstm}}, \text{sequence}, \text{dim\_hidden})
- # \]
- # %%
- Genotype = Tuple[int, int, int, int, int, int]
- def row_to_genotype(row: pd.Series) -> Genotype:
- return (
- int(row["n_ssm"]),
- int(row["n_attention"]),
- int(row["n_gru"]),
- int(row["n_lstm"]),
- int(row["sequence"]),
- int(row["dim_hidden"]),
- )
- def repair_genotype(g: Genotype, rng: np.random.Generator) -> Genotype:
- n_ssm, n_att, n_gru, n_lstm, seq, h = g
- n_ssm = int(np.clip(n_ssm, 0, 2))
- n_att = int(np.clip(n_att, 0, 2))
- n_gru = int(np.clip(n_gru, 0, 2))
- n_lstm = int(np.clip(n_lstm, 0, 2))
- seq = int(np.clip(seq, 1, 6))
- if h not in HIDDEN_SET:
- h = int(rng.choice(HIDDEN_SET))
- if (n_ssm + n_att + n_gru + n_lstm) == 0:
- j = int(rng.integers(0, 4))
- if j == 0: n_ssm = 1
- if j == 1: n_att = 1
- if j == 2: n_gru = 1
- if j == 3: n_lstm = 1
- return (n_ssm, n_att, n_gru, n_lstm, seq, h)
- def canonicalize_to_index(g: Genotype) -> Optional[int]:
- n_ssm, n_att, n_gru, n_lstm, seq, h = g
- key = (expand_sequence(n_ssm, n_att, n_gru, n_lstm, seq), int(h))
- return key_to_idx.get(key, None)
- def uniform_crossover(g1: Genotype, g2: Genotype, rng: np.random.Generator) -> Genotype:
- child = []
- for a, b in zip(g1, g2):
- child.append(int(a) if rng.random() < 0.5 else int(b))
- return tuple(child) # type: ignore
- def mutate_genotype(g: Genotype, rng: np.random.Generator) -> Genotype:
- n_ssm, n_att, n_gru, n_lstm, seq, h = g
- choice = int(rng.integers(0, 6))
- if choice in [0, 1, 2, 3]:
- delta = int(rng.choice([-1, 1]))
- if choice == 0: n_ssm += delta
- if choice == 1: n_att += delta
- if choice == 2: n_gru += delta
- if choice == 3: n_lstm += delta
- elif choice == 4:
- seq = int(rng.integers(1, 7))
- else:
- h = int(rng.choice(HIDDEN_SET))
- return (n_ssm, n_att, n_gru, n_lstm, seq, h)
- def make_child(parent1_idx: int, parent2_idx: int, rng: np.random.Generator,
- p_c: float, p_m: float) -> Genotype:
- g1 = row_to_genotype(df.loc[parent1_idx])
- g2 = row_to_genotype(df.loc[parent2_idx])
- if rng.random() < p_c:
- child = uniform_crossover(g1, g2, rng)
- else:
- child = g1 if rng.random() < 0.5 else g2
- if rng.random() < p_m:
- child = mutate_genotype(child, rng)
- return repair_genotype(child, rng)
- # %% [markdown]
- # ## NSGA-II run for a fixed number of generations
- #
- # - Generation 0: after initialization (evaluate `P` architectures)
- # - Generation `g>=1`: after producing and evaluating up to `P` new offspring
- # %%
- def nsga2_run_generations(
- G: int = 10,
- P: int = 24,
- p_c: float = 0.9,
- p_m: float = 0.2,
- seed: int = 0,
- ) -> Dict:
- rng = np.random.default_rng(seed)
- all_indices = df.index.to_numpy()
- # Ground-truth Pareto set from all 708
- all_objs = df[obj_cols].to_numpy(dtype=float)
- true_pareto_idx = df.index[pareto_mask(all_objs)].to_numpy()
- true_pareto_set = set(map(int, true_pareto_idx))
- def current_pareto_in_evaluated(evaluated_set: set) -> List[int]:
- E_list = sorted(evaluated_set)
- E_objs = df.loc[E_list, obj_cols].to_numpy(dtype=float)
- mask = pareto_mask(E_objs)
- return [E_list[i] for i, ok in enumerate(mask) if ok]
- def true_pareto_found_in_evaluated(evaluated_set: set) -> int:
- return len(set(evaluated_set) & true_pareto_set)
- # initialization
- pop = rng.choice(all_indices, size=P, replace=False).tolist()
- evaluated = set(int(i) for i in pop)
- history = []
- history.append({
- "gen": 0,
- "evaluated_idx": sorted(evaluated),
- "pareto_idx": current_pareto_in_evaluated(evaluated),
- "true_pareto_found": true_pareto_found_in_evaluated(evaluated),
- })
- for gen in range(1, G + 1):
- pop_objs = df.loc[pop, obj_cols].to_numpy(dtype=float)
- fronts = fast_non_dominated_sort(pop, pop_objs)
- ranks: Dict[int, int] = {}
- crowds: Dict[int, float] = {}
- for k, front_pos in enumerate(fronts, start=1):
- for ppos in front_pos:
- ranks[int(pop[ppos])] = k
- cd = crowding_distance(front_pos, pop_objs)
- for ppos, dist in cd.items():
- crowds[int(pop[ppos])] = float(dist)
- # offspring generation
- offspring: List[int] = []
- attempts = 0
- max_attempts = 3000
- while len(offspring) < P:
- attempts += 1
- if attempts > max_attempts:
- remaining = list(set(map(int, all_indices)) - evaluated - set(offspring))
- if not remaining:
- break
- offspring.append(int(rng.choice(remaining)))
- continue
- p1 = tournament_select(pop, ranks, crowds, rng)
- p2 = tournament_select(pop, ranks, crowds, rng)
- child_g = make_child(p1, p2, rng, p_c=p_c, p_m=p_m)
- child_idx = canonicalize_to_index(child_g)
- if child_idx is None:
- continue
- child_idx = int(child_idx)
- if (child_idx in evaluated) or (child_idx in offspring):
- continue
- offspring.append(child_idx)
- for x in offspring:
- evaluated.add(int(x))
- # elitist replacement
- combined = pop + offspring
- combined_objs = df.loc[combined, obj_cols].to_numpy(dtype=float)
- fronts_R = fast_non_dominated_sort(combined, combined_objs)
- next_pop: List[int] = []
- for front_pos in fronts_R:
- if len(next_pop) + len(front_pos) <= P:
- next_pop.extend([int(combined[p]) for p in front_pos])
- else:
- cd = crowding_distance(front_pos, combined_objs)
- sorted_front = sorted(front_pos, key=lambda p: cd.get(p, 0.0), reverse=True)
- needed = P - len(next_pop)
- next_pop.extend([int(combined[p]) for p in sorted_front[:needed]])
- break
- pop = next_pop
- history.append({
- "gen": gen,
- "evaluated_idx": sorted(evaluated),
- "pareto_idx": current_pareto_in_evaluated(evaluated),
- "true_pareto_found": true_pareto_found_in_evaluated(evaluated),
- })
- return {
- "seed": seed,
- "P": P,
- "G": G,
- "history": history,
- "true_pareto_idx": list(map(int, true_pareto_idx)),
- }
- # %% [markdown]
- # ## (1) Run until generation 10 and plot the Pareto front at generation 10
- # %%
- from pathlib import Path
- import matplotlib.pyplot as plt
- G = 10
- seed = 0
- P = 24
- res = nsga2_run_generations(G=G, P=P, p_c=0.9, p_m=0.2, seed=seed)
- hG = res["history"][-1]
- true_pareto_idx = res["true_pareto_idx"]
- # output folder
- FIG_DIR = Path("figures")
- FIG_DIR.mkdir(exist_ok=True)
- # --- plot ---
- fig, ax = plt.subplots()
- ax.scatter(df["rela_error"], df["training_time"], alpha=0.25) # all 708
- tp = df.loc[true_pareto_idx]
- ax.scatter(tp["rela_error"], tp["training_time"], alpha=0.9) # ground-truth Pareto
- ev = df.loc[hG["evaluated_idx"]]
- ax.scatter(ev["rela_error"], ev["training_time"], alpha=0.9) # evaluated
- pr = df.loc[hG["pareto_idx"]]
- ax.scatter(pr["rela_error"], pr["training_time"], alpha=0.9) # Pareto in evaluated
- ax.set_xlabel("relative l2 error",fontsize=16)
- ax.set_ylabel("training time",fontsize=16)
- ax.set_title(f"NSGA-II Pareto front at generation {G} (seed={seed})")
- # --- save (PNG + PDF) ---
- png_path = FIG_DIR / f"nsga2_pareto_gen{G}_seed{seed}_P{P}.png"
- pdf_path = FIG_DIR / f"nsga2_pareto_gen{G}_seed{seed}_P{P}.pdf"
- fig.savefig(png_path, dpi=300, bbox_inches="tight")
- fig.savefig(pdf_path, bbox_inches="tight")
- print(f"Saved: {png_path.resolve()}")
- print(f"Saved: {pdf_path.resolve()}")
- plt.show()
- plt.close(fig)
- print(f"Generation {G}: evaluated = {len(hG['evaluated_idx'])}, "
- f"Pareto-in-evaluated size = {len(hG['pareto_idx'])}, "
- f"true Pareto found = {hG['true_pareto_found']} / {len(true_pareto_idx)}")
- # %% [markdown]
- # ## (2) 20 seeds: plot discovered ground-truth Pareto count vs generations (mean + 90% band)
- # %%
- from pathlib import Path
- import matplotlib.pyplot as plt
- n_runs = 20
- G = 20
- P = 24
- counts = np.zeros((n_runs, G + 1), dtype=float) # gen 0..G
- for s in range(n_runs):
- rr = nsga2_run_generations(G=G, P=P, p_c=0.9, p_m=0.2, seed=s)
- counts[s, :] = [hh["true_pareto_found"] for hh in rr["history"]]
- gens = np.arange(G + 1)
- mean = counts.mean(axis=0)
- low, high = np.percentile(counts, [5, 95], axis=0) # 90% band
- # output folder
- FIG_DIR = Path("figures")
- FIG_DIR.mkdir(exist_ok=True)
- # --- plot ---
- fig, ax = plt.subplots()
- ax.plot(gens, mean, label="mean")
- ax.fill_between(gens, low, high, alpha=0.25, label="90% band (5-95%)")
- ax.set_xlabel("generation",fontsize=16)
- ax.set_ylabel("# ground-truth Pareto architectures",fontsize=16)
- ax.set_title(f"NSGA-II (P={P}), {n_runs} seeds: discovery vs generation")
- ax.legend()
- # --- save (PNG + PDF) ---
- png_path = FIG_DIR / f"nsga2_true_pareto_discovery_mean90_G{G}_P{P}_runs{n_runs}.png"
- pdf_path = FIG_DIR / f"nsga2_true_pareto_discovery_mean90_G{G}_P{P}_runs{n_runs}.pdf"
- fig.savefig(png_path, dpi=300, bbox_inches="tight")
- fig.savefig(pdf_path, bbox_inches="tight")
- print(f"Saved: {png_path.resolve()}")
- print(f"Saved: {pdf_path.resolve()}")
- plt.show()
- plt.close(fig)
- # %%
nsga2_glucose_generations.ipynb at commit f07a6b7, no license · at the source
Overview
- Division of Applied Mathematics, Brown University, Providence, RI USA
- School of Engineering, Brown University, Providence, RI USA
- Department of Mechanical Engineering, Massachusetts Institute of Technology, Cambridge, MA USA
Abstract
The abstract is not reproduced here: the paper's license (CC BY-NC-ND) does not allow it. Read it in the paper, at the publisher or on Europe PMC.
Repository
Its files are read in the Code ↔ Paper reader above, with 6 matches between paragraphs and lines of code.
qianyingcao/Selection_Architecture_MOO
f07a6b72d93b8e04fcc8a7e564078d0743f7f763, 23 April 2026Availability: 1 check, the latest on 27 September 2026: the link answers
- 27 September 2026: the link answers
42 files
- Integrated1/
NN.py , Python, 270 lines, 1 match - Integrated1/
attention.py , Python, 178 lines - Integrated1/
main_simple1.py , Python, 255 lines - Integrated1/
main_simple2.py , Python, 255 lines - Integrated1/
main_simple3.py , Python, 255 lines - Integrated1/
utilities.py , Python, 67 lines - Integrated2/
NN.py , Python, 365 lines, 1 match - Integrated2/
attention.py , Python, 178 lines - Integrated2/
main_simple1.py , Python, 255 lines - Integrated2/
main_simple2.py , Python, 255 lines - Integrated2/
main_simple3.py , Python, 255 lines - Integrated2/
utilities.py , Python, 67 lines - Integrated3/
NN.py , Python, 365 lines - Integrated3/
attention.py , Python, 178 lines - Integrated3/
main_simple1.py , Python, 255 lines - Integrated3/
main_simple2.py , Python, 255 lines - Integrated3/
main_simple3.py , Python, 255 lines - Integrated3/
utilities.py , Python, 67 lines - Integrated4/
NN.py , Python, 365 lines - Integrated4/
attention.py , Python, 178 lines - Integrated4/
main_simple1.py , Python, 255 lines - Integrated4/
main_simple2.py , Python, 255 lines - Integrated4/
main_simple3.py , Python, 255 lines - Integrated4/
utilities.py , Python, 67 lines - Integrated5/
NN.py , Python, 365 lines - Integrated5/
attention.py , Python, 178 lines - Integrated5/
main_simple1.py , Python, 255 lines - Integrated5/
main_simple2.py , Python, 255 lines - Integrated5/
main_simple3.py , Python, 255 lines - Integrated5/
utilities.py , Python, 67 lines - Integrated6/
NN.py , Python, 365 lines - Integrated6/
attention.py , Python, 178 lines - Integrated6/
main_simple1.py , Python, 255 lines - Integrated6/
main_simple2.py , Python, 255 lines - Integrated6/
main_simple3.py , Python, 255 lines - Integrated6/
utilities.py , Python, 67 lines - Process/
MOO.py , Python, 195 lines - Process/
MOO_2d_iterate_add_neigh , Python, 317 linesbor.py - Process/
discovery.py , Python, 123 lines - Process/
nsga2_glucose_generation , Jupyter, 498 lines, 4 matchess.ipynb - Process/
rediscovery.py , Python, 82 lines - Readme.md, Text, 78 lines
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Selection_Architecture_M OO
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Read it in the paper: doi.org/10.1038/s41467-026-73687-9.
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Version 1, 27 September 2026: the first record
Recorded: type, language, journal, volume, issue, pages, dates, 6 authors, 2 keywords, 1 funder, 17 references.
Cite
This paper
Cao, Q., Liu, S., Varghese, A. J., Darbon, J., Triantafyllou, M. S., & Karniadakis, G. E. (2026). Automatic selection of the best neural architecture for time series forecasting. Nature communications, 17(1), 7058. https://
BibTeX
@article{cao2026automati
author = {Cao, Qianying and Liu, Shanqing and Varghese, Alan John and Darbon, Jérôme and Triantafyllou, Michael S and Karniadakis, George Em},
title = {{Automatic selection of the best neural architecture for time series forecasting}},
journal = {Nature communications},
year = {2026},
month = jun,
volume = {17},
number = {1},
pages = {7058},
publisher = {Nature Publishing Group},
issn = {2041-1723},
doi = {10.1038/
url = {https://
pmid = {42230615},
pmcid = {PMC13392406}
}
RIS
TY - JOUR
AU - Cao, Qianying
AU - Liu, Shanqing
AU - Varghese, Alan John
AU - Darbon, Jérôme
AU - Triantafyllou, Michael S
AU - Karniadakis, George Em
TI - Automatic selection of the best neural architecture for time series forecasting
T2 - Nature communications
J2 - Nat Commun
PY - 2026
DA - 2026/
VL - 17
IS - 1
SP - 7058
SN - 2041-1723
PB - Nature Publishing Group
DO - 10.1038/
UR - https://
LA - en
ER -
CSL-JSON
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