Jiani Heng

ICSS-AGCN-GRU: structural break-aware adaptive graph convolutional recurrent network for non-stationary time series forecasting

This paper proposes ICSS-AGCN-GRU, a novel deep learning architecture addressing conservative bias and over-smoothing in multivariate time series forecasting. The framework integrates three technical innovations: (1) a modified ICSSGARCH- t algorithm for automatic variance breakpoint detection and regime segmentation;...