A Time Series is Worth 64 Words: Long-term Forecasting with Transformers.
Yuqi NieNam H. NguyenPhanwadee SinthongJayant KalagnanamPublished in: CoRR (2022)
Keyphrases
- long term
- short term
- medium term
- weather forecasting
- stock market
- chaotic time series
- forecasting accuracy
- financial time series
- arima model
- forecasting model
- short term prediction
- arma model
- exponential smoothing
- mackey glass
- box jenkins
- n gram
- dynamic time warping
- garch model
- exchange rate
- syntactic categories
- word sense disambiguation
- moving average
- neural network
- keywords
- phase space
- text documents
- multivariate time series
- word recognition
- related words
- turning points
- non stationary
- hidden markov models
- information retrieval
- data mining tasks
- autoregressive
- hybrid model