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Appendices

Neural Information Processing Systems

Each dataset contains miscellaneous series, categorized into six domains (micro, industry, macro, finance, demographic, other). Thus, atime series regression dataset consists ofT input-target pairs: {(X1,y1),...,(XT,yT). For each synthesized training set withT samples, we synthesize100T samples as the testing set. D.3 Models The NN we use has six fully-connected layers with ReLU activation function and three residual connections. D.4 Results There are three methods tobe compared.