A Time Series is Worth 64 Words: Long-term Forecasting with Transformers.
Yuqi NieNam H. NguyenPhanwadee SinthongJayant KalagnanamPublished in: ICLR (2023)
Keyphrases
- long term
- short term
- forecasting accuracy
- forecasting model
- stock market
- medium term
- chaotic time series
- financial time series
- weather forecasting
- arima model
- short term prediction
- load forecasting
- arma model
- keywords
- stock price
- multivariate time series
- box jenkins
- word recognition
- dynamic time warping
- bp neural network
- demand forecasting
- autoregressive integrated moving average
- mackey glass
- probabilistic model
- syntactic categories
- exponential smoothing
- turning points
- garch model
- support vector regression
- hybrid model
- neural network model
- text documents
- n gram
- non stationary
- related words
- information retrieval
- early warning