Enhancing time series forecasting: A hierarchical transformer with probabilistic decomposition representation
Junlong Tong, Liping Xie, Wankou Yang, Kanjian Zhang, Junsheng Zhao
Topics & Concepts
Autoregressive modelComputer scienceProbabilistic logicInferenceTime seriesArtificial intelligenceTransformerState-space representationData miningMachine learningMathematicsAlgorithmEconometricsPhysicsVoltageQuantum mechanicsTime Series Analysis and ForecastingStock Market Forecasting MethodsEnergy Load and Power Forecasting