The code for this method will be made available after the manuscript is accepted by the journal.
The datasets used in this article are available at the following links.
Solar: https://www.nrel.gov/grid/solar-power-data.html
Electricity: https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014
ILI: https://gis.cdc.gov/grasp/fluview/fluportaldashboard.html
Taxi: https://www1.nyc.gov/site/tlc/about/tlc-trip-record-data.page
ETT: https://github.com/zhouhaoyi/ETDataset
Weather: https://www.bgc-jena.mpg.de/wetter/