RAVEN proposes a regime-aware MoE architecture with cumulative importance thresholding and correlation-aware weighting to adaptively select temporal context for non-stationary financial forecasting.
Timesqueeze: Dynamic patching for efficient time series forecasting,
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RAVEN: A Regime-Aware Variable-context Expert Network for Financial Time Series Forecasting
RAVEN proposes a regime-aware MoE architecture with cumulative importance thresholding and correlation-aware weighting to adaptively select temporal context for non-stationary financial forecasting.