An attention-based deep learning model for multi-horizon time series forecasting by considering periodic characteristic

• Main Authors: Fang, Jin, Guo, Xin, Liu, Yujia, Chang, Xiaokun, Fujita, Hamido, Wu, Jian
• Format: Article
• Published: Elsevier Ltd 2023
• Subjects: T Technology (General)
• Online Access: http://eprints.utm.my/106425/; http://dx.doi.org/10.1016/j.cie.2023.109667
• Institution: Universiti Teknologi Malaysia

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...