Position-based Content Attention for Time Series Forecasting with Sequence-to-sequence RNNs
Univ. Grenoble Alpes(格勒诺布尔阿尔卑斯大学);CNRS(法国国家科学研究中心);Grenoble INP(格勒诺布尔理工学院);LIG(格勒诺布尔信息实验室);Viseo R&D(Viseo 研发部);Coservit(Coservit 公司);CCRAS(俄罗斯科学院计算中心)
英文摘要:
We propose here an extended attention model for sequence-to-sequence recurrent neural networks (RNNs) designed to capture (pseudo-)periods in time series. This extended attention model can be deployed on top of any RNN and is shown to yield state-of-the-art performance for time series forecasting on several univariate and multivariate time series.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。