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Нестационарен Трансформер×Тест на разширен Дики-Фулер (ADF) за единичен корен×Informer×
ОбластДълбоко обучениеИконометрияДълбоко обучение
СемействоMachine learningRegression modelMachine learning
Година на възникване202219792021
СъздателYong Liu et al.David A. Dickey & Wayne A. FullerZhou, H. et al.
ТипTransformer-based time-series forecasting modelUnit-root test for stationarityTransformer (ProbSparse self-attention)
Основополагащ източникLiu, Y., Wu, H., Wang, J., & Long, M. (2022). Non-stationary transformers: Exploring the stationarity in time series forecasting. NeurIPS. link ↗Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366a), 427–431. DOI ↗Zhou, H. et al. (2021). Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. AAAI. DOI ↗
Други названияNS-Transformer, Non-stationary Transformer Network, Stationarization-based Transformer, Durağan-Olmayan TransformerADF test, Dickey-Fuller test, unit root test, Genişletilmiş Dickey-Fuller testiInformer — Uzun Dizi Transformer Tahmini, Informer transformer, ProbSparse attention forecaster
Свързани345
РезюмеNon-stationary Transformer is a Transformer-based time-series forecasting architecture introduced by Yong Liu, Haixu Wu, Jianmin Wang, and Mingsheng Long at NeurIPS 2022. It addresses a fundamental tension in applying Transformers to real-world time series: over-stationarization during preprocessing strips out non-stationary signals that carry predictive information, while raw non-stationary inputs cause attention to collapse. The model resolves this through series stationarization paired with a novel de-stationary attention mechanism that restores the original temporal distribution in predictions.The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and extended by Said and Dickey in 1984 to series with higher-order autocorrelation, it regresses the change in the series on its lagged level plus lagged differences and asks whether the lagged-level coefficient is zero.Informer is a Transformer-based model introduced by Zhou et al. in 2021 for long-sequence time-series forecasting, using a ProbSparse self-attention mechanism that lowers the computational complexity of the standard Transformer to O(L log L). It is built for problems that demand predictions across thousands of future steps.
ScholarGateНабор от данни
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ScholarGateСравнение на методи: Non-stationary Transformer · Augmented Dickey-Fuller Test · Informer. Извлечено на 2026-06-20 от https://scholargate.app/bg/compare