有B站朋友问多元时序的问题，分享模型和可使用的深度学习库。

多元时序预测

https://paperswithcode.com/task/multivariate-time-series-forecasting

多元时序聚类

https://paperswithcode.com/task/clustering-multivariate-time-series

另外，时序深度学习库tsai（https://timeseriesai.github.io/tsai/，github https://github.com/timeseriesAI/tsai）TST,ROCKET Pytorch,ROCKET,RNNAttention,RNNAttentionPlus,XCM,MINIROCKET,ConvTransPlus等模型支持multivariate time series, 详情可查看https://timeseriesai.github.io/tsai/models.[modelname].html。例如https://timeseriesai.github.io/tsai/models.rocket_pytorch.html

参考tsai的例子

multi-class-multivariate-classification

https://timeseriesai.github.io/tsai/index.html#multi-class-multivariate-classification

multivariate-regression

https://timeseriesai.github.io/tsai/index.html#multivariate-regression