Developing a multivariate time series forecasting framework based on stacked autoencoders and multi-phase feature.

Time series forecasting across different domains has received massive attention as it eases intelligent decision-making activities. Recurrent neural networks and various deep learning algorithms have been applied to modeling and forecasting multivariate time series data. Due to intricate non-linear patterns and significant variations in the randomness of characteristics across various categories of real-world time series data, achieving effectiveness and robustness simultaneously poses a considerable challenge for specific deep-learning models.