{"id":"https://openalex.org/W4403487397","doi":"https://doi.org/10.3233/faia240835","title":"VMFTransformer: An Angle-Preserving and Auto-Scaling Machine for Multi-Horizon Probabilistic Forecasting","display_name":"VMFTransformer: An Angle-Preserving and Auto-Scaling Machine for Multi-Horizon Probabilistic Forecasting","publication_year":2024,"publication_date":"2024-10-16","ids":{"openalex":"https://openalex.org/W4403487397","doi":"https://doi.org/10.3233/faia240835"},"language":"en","primary_location":{"id":"doi:10.3233/faia240835","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia240835","pdf_url":"https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA240835","source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"hybrid","oa_url":"https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA240835","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078307436","display_name":"Yunyi Zhou","orcid":"https://orcid.org/0000-0002-8885-7572"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Yunyi Zhou","raw_affiliation_strings":["Ant Group"],"affiliations":[{"raw_affiliation_string":"Ant Group","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5019380642","display_name":"Ruohan Gao","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ruohan Gao","raw_affiliation_strings":["Ant Group"],"affiliations":[{"raw_affiliation_string":"Ant Group","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100548826","display_name":"Xinping Zheng","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xinping Zheng","raw_affiliation_strings":["Ant Group"],"affiliations":[{"raw_affiliation_string":"Ant Group","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101875205","display_name":"Yuchen Huang","orcid":"https://orcid.org/0000-0002-1537-4924"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yuchen Huang","raw_affiliation_strings":["Ant Group"],"affiliations":[{"raw_affiliation_string":"Ant Group","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008967163","display_name":"Zhixuan Chu","orcid":"https://orcid.org/0000-0001-6075-1816"},"institutions":[{"id":"https://openalex.org/I76130692","display_name":"Zhejiang University","ror":"https://ror.org/00a2xv884","country_code":"CN","type":"education","lineage":["https://openalex.org/I76130692"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhixuan Chu","raw_affiliation_strings":["Zhejiang University"],"affiliations":[{"raw_affiliation_string":"Zhejiang University","institution_ids":["https://openalex.org/I76130692"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5078307436"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.44348947,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9447000026702881,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9447000026702881,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.902999997138977,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13650","display_name":"Computational Physics and Python Applications","score":0.9009000062942505,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.7267260551452637},{"id":"https://openalex.org/keywords/scaling","display_name":"Scaling","score":0.6830850839614868},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.599414587020874},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.49538910388946533},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.35820549726486206},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3365514278411865},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.26784467697143555},{"id":"https://openalex.org/keywords/geometry","display_name":"Geometry","score":0.09824684262275696}],"concepts":[{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.7267260551452637},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.6830850839614868},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.599414587020874},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.49538910388946533},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.35820549726486206},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3365514278411865},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.26784467697143555},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.09824684262275696}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/faia240835","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia240835","pdf_url":"https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA240835","source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"}],"best_oa_location":{"id":"doi:10.3233/faia240835","is_oa":true,"landing_page_url":"https://doi.org/10.3233/faia240835","pdf_url":"https://ebooks.iospress.nl/pdf/doi/10.3233/FAIA240835","source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-nc","license_id":"https://openalex.org/licenses/cc-by-nc","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.5}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W4403487397.pdf"},"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W141820298","https://openalex.org/W2049584446","https://openalex.org/W2079781215","https://openalex.org/W4378770497","https://openalex.org/W4308245303","https://openalex.org/W2014033564","https://openalex.org/W2910573937","https://openalex.org/W4385571583","https://openalex.org/W4389519396","https://openalex.org/W2113438243"],"abstract_inverted_index":{"As":[0],"deep":[1],"learning":[2],"develops,":[3],"the":[4,24,39,54,63,101,109,119,122,126,129,132,142,148,154,166],"major":[5],"research":[6],"methodologies":[7],"of":[8,31,69,118,128,168],"time":[9,37,73],"series":[10],"forecasting":[11,51],"can":[12,42,57,78,98],"be":[13],"divided":[14],"into":[15],"two":[16],"categories,":[17],"i.e.,":[18],"iterative":[19,25,64],"and":[20,125,147,158],"direct":[21,55,91],"methods.":[22,174],"In":[23],"methods,":[26,65],"since":[27],"a":[28,90,113],"small":[29],"amount":[30],"error":[32,47],"is":[33],"produced":[34],"at":[35],"each":[36,136],"step,":[38],"recursive":[40],"structure":[41],"potentially":[43],"lead":[44,80],"to":[45,81,152],"large":[46],"accumulations":[48],"over":[49,171],"longer":[50],"horizons.":[52,105],"Although":[53],"methods":[56],"avoid":[58],"this":[59],"puzzle":[60],"involved":[61],"in":[62,160],"they":[66],"face":[67],"abuse":[68],"conditional":[70],"independence":[71],"among":[72],"points.":[74],"This":[75],"impractical":[76],"assumption":[77],"also":[79],"biased":[82],"models.":[83],"To":[84],"solve":[85],"these":[86],"challenges,":[87],"we":[88,107,139],"propose":[89],"approach":[92],"for":[93],"multi-horizon":[94,110],"probabilistic":[95],"forecasting,":[96],"which":[97],"effectively":[99],"characterize":[100,153],"dependence":[102],"across":[103,135],"future":[104],"Specifically,":[106],"consider":[108],"target":[111,155],"as":[112],"random":[114],"vector.":[115],"The":[116],"direction":[117],"vector":[120,130],"embodies":[121],"temporal":[123],"dependence,":[124],"length":[127],"measures":[131],"overall":[133],"scale":[134],"horizon.":[137],"Therefore,":[138],"respectively":[140],"apply":[141],"von":[143],"Mises-Fisher":[144],"(VMF)":[145],"distribution":[146,151],"truncated":[149],"normal":[150],"vector\u2019s":[156],"angle":[157],"magnitude":[159],"our":[161,169],"model.":[162],"Extensive":[163],"results":[164],"demonstrate":[165],"superiority":[167],"framework":[170],"eight":[172],"state-of-the-art":[173]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
