arXiv · 2001.08317
Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case
Abstract
In this paper, we present a new approach to time series forecasting. Time series data are prevalent in many scientific and engineering disciplines. Time series forecasting is a crucial task in modeling time series data, and is an important area of machine learning. In this work we developed a novel method that employs Transformer-based machine learning models to forecast time series data. This approach works by leveraging self-attention mechanisms to learn complex patterns and dynamics from time series data. Moreover, it is a generic framework and can be applied to univariate and multivariate time series data, as well as time series embeddings. Using influenza-like illness (ILI) forecasting as a case study, we show that the forecasting results produced by our approach are favorably comparable to the state-of-the-art.
Explore related subjects
Keep this discovery
Neo Wu, Bradley Green, Xue Ben, Shawn O'Banion. 2020-01-23. Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case. https://arxiv.org/abs/2001.08317
Cite the original work for its findings. Save a collection to share your selection of sources.