DGF explicitly models multiple mode-conditioned predictive distributions via Dirichlet-guided sampling and reward optimization to preserve dynamical features in time series forecasts.
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Dirichlet-Guided Group Forecasting for Alleviating Over-smoothing in Time Series Forecasting
DGF explicitly models multiple mode-conditioned predictive distributions via Dirichlet-guided sampling and reward optimization to preserve dynamical features in time series forecasts.