PRISM: Hierarchical Time Series Forecasting
Analysis
Key Takeaways
- •PRISM is a new time series forecasting method.
- •It uses a hierarchical, tree-based approach to capture both global and local features.
- •It employs time-frequency bases for feature extraction.
- •The method outperforms state-of-the-art methods in experiments.
- •The code is publicly available.
“PRISM addresses the challenge through a learnable tree-based partitioning of the signal.”