Multi-resolution Time-Series Transformer for Long-term Forecasting.
Yitian ZhangLiheng MaSoumyasundar PalYingxue ZhangMark CoatesPublished in: AISTATS (2024)
Keyphrases
- long term
- short term
- multiresolution
- forecasting accuracy
- chaotic time series
- stock market
- forecasting model
- weather forecasting
- financial time series
- short term prediction
- medium term
- arima model
- arma model
- mackey glass
- box jenkins
- exponential smoothing
- fuzzy logic
- wavelet transform
- fault diagnosis
- load forecasting
- coarse to fine
- dynamic time warping
- stock price
- bp neural network
- subsequence matching
- autoregressive model
- autoregressive integrated moving average
- non stationary
- moving average
- hierarchical representation
- power transformers
- subband
- wavelet coefficients
- early warning
- exchange rate
- demand forecasting
- autoregressive
- image fusion
- coarse to fine strategy
- power system
- neural network
- neural network model
- wavelet domain
- hybrid model
- wind speed