Bridging Self-Attention and Time Series Decomposition for Periodic Forecasting.
Song JiangTahin SyedXuan ZhuJoshua LevyBoris AronchikYizhou SunPublished in: CIKM (2022)
Keyphrases
- quasi periodic
- weather forecasting
- forecasting accuracy
- financial time series
- dynamic time warping
- periodic patterns
- box jenkins
- arma model
- exponential smoothing
- data sets
- focus of attention
- non stationary
- decomposition methods
- hybrid model
- short term
- demand forecasting
- neural network model
- exchange rate
- support vector regression
- visual attention
- crude oil
- chaotic time series
- phase space
- bp neural network
- multivariate time series
- medium term