【時系列解析】Transformer #まとめ編

Index

Transformer

時系列解析における Transformer の手法をまとめる.

• 時系列解析 #まとめ編

  • Attention を用いた手法
  • yhayato1320.hatenablog.com
    
    

• Transformer #まとめ編

  • yhayato1320.hatenablog.com

アルゴリズム

Temporal Fusion Transformer / TFT / 2019

• Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecasting

  • [2019]
  • arxiv.org
    
    

• Interpretable Deep Learning for Time Series Forecasting

  • research.google
    
    

• Temporal Fusion Transformer: A Primer on Deep Forecasting in Python

  • towardsdatascience.com
  • github.com

Autoformer / 2021

• Autoformer
  • [2021]
  • yhayato1320.hatenablog.com

TimesNet / 2022

• TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis
  • [2022]
  • arxiv.org

Scaleformer / 2022

• Scaleformer
  • yhayato1320.hatenablog.com

Non-stationary Transformers / 2022

• Non-stationary Transformers: Exploring the Stationarity in Time Series Forecasting

  • [2022]
  • openreview.net
    
    

• 非定常トランスフォーマー

  • https://ai-scholar.tech/articles/time-series/nonstationary_transformerai-scholar.tech

Crossformer / 2023

• Crossformer
  • yhayato1320.hatenablog.com

TimesFM / 2024

• A decoder-only foundation model for time-series forecasting
  • [2024]
  • research.google

参考

• Transformers in Time Series: A Survey
  • [2022]
  • arxiv.org

Web サイト

• github.com

  • Transformer を利用した時系列解析の手法のまとめ
    
    

• 「機械学習で時系列予測はできるのか」論議がTransformerと共に帰ってきた

  • tjo.hatenablog.com