Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting.
Chu Myaet ThwalYe Lin TunKitae KimSeong-Bae ParkChoong Seon HongPublished in: CoRR (2024)
Keyphrases
- financial time series
- stock market
- stock price
- weather forecasting
- forecasting accuracy
- short term
- exchange rate
- stock data
- arma model
- garch model
- exponential smoothing
- stock exchange
- hybrid model
- turning points
- stock trading
- chaotic time series
- technical indicators
- forecasting model
- box jenkins
- long term
- visual attention
- digital libraries
- mackey glass
- financial data
- non stationary
- support vector regression
- stock market data
- arima model
- foreign exchange
- historical data
- demand forecasting
- moving average
- phase space
- bp neural network
- multivariate time series
- data sources
- dynamic time warping
- rank aggregation