Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting.
Chu Myaet ThwalYe Lin TunKitae KimSeong-Bae ParkChoong Seon HongPublished in: ICOIN (2023)
Keyphrases
- financial time series
- stock market
- stock price
- weather forecasting
- forecasting accuracy
- short term
- exchange rate
- technical indicators
- garch model
- stock data
- box jenkins
- exponential smoothing
- stock market data
- financial data
- chaotic time series
- arma model
- turning points
- stock trading
- stock exchange
- long term
- hybrid model
- data aggregation
- foreign exchange
- non stationary
- mackey glass
- arima model
- bp neural network
- pre attentive
- digital libraries
- medium term
- distributed systems
- multivariate time series
- dynamic time warping
- financial markets
- forecasting model
- early warning
- data mining tasks
- focus of attention
- prediction model
- neural network model
- moving average
- aggregation operators
- data sources
- partial discharge