An attention-based deep learning model for multi-horizon time series forecasting by considering periodic characteristic
Recently, transformer-based models have exhibited great performance in multi-horizon time series forecasting tasks. However, the core module of these models, the self-attention mechanism, is insensitive to the temporal order and suffers from attention dispersion over long time sequences. These limit...
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Main Authors: | Fang, Jin, Guo, Xin, Liu, Yujia, Chang, Xiaokun, Fujita, Hamido, Wu, Jian |
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Format: | Article |
Published: |
Elsevier Ltd
2023
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Subjects: | |
Online Access: | http://eprints.utm.my/106425/ http://dx.doi.org/10.1016/j.cie.2023.109667 |
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