Non-stationary Transformers: Rethinking the Stationarity in Time Series Forecasting.

Yong Liu Haixu Wu Jianmin Wang Mingsheng Long

Published in: CoRR (2022)

Keyphrases

non stationary
artificial neural networks
autoregressive
adaptive algorithms
random fields
temporal evolution
stock price
fractional brownian motion
technology enhanced learning
empirical mode decomposition
object tracking
white noise
multi component
change point detection