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

Yong Liu Haixu Wu Jianmin Wang Mingsheng Long

Published in: NeurIPS (2022)

Keyphrases

non stationary
adaptive algorithms
autoregressive
random fields
artificial neural networks
stock price
white noise
multiscale
concept drift
temporal evolution
multi component
hidden markov models
blind source separation
empirical mode decomposition
fractional brownian motion
change point detection