Comparar métodos

	Autoformer	ETS: Suavizado Exponencial de Error, Tendencia y Estacionalidad
Campo	Aprendizaje profundo	Econometría
Familia	Machine learning	Regression model
Año de origen	2021	2008
Autor original	Haixu Wu et al. (Tsinghua)	Hyndman, Koehler, Ord & Snyder (state space framework)
Tipo	Decomposition-based deep forecasting model	Exponential smoothing state space model
Fuente seminal	Wu, H., Xu, J., Wang, J., & Long, M. (2021). Autoformer: Decomposition transformers with auto-correlation for long-term series forecasting. NeurIPS, 34.	Hyndman, R. J., Koehler, A. B., Ord, J. K. & Snyder, R. D. (2008). Forecasting with Exponential Smoothing: The State Space Approach. Springer.
Alias	Auto-Correlation Transformer, Decomposition Transformer, Series Decomposition Forecaster, Oto-Korelasyon Ayrışım Transformer	exponential smoothing state space model, innovations state space model, Holt-Winters family, ETS — Hata/Trend/Mevsimsellik Üstel Düzleştirme
Relacionados	4	5
Resumen	Autoformer is a deep learning architecture for long-term time-series forecasting, introduced by Wu et al. from Tsinghua University at NeurIPS 2021. It replaces the standard self-attention mechanism with an Auto-Correlation mechanism that exploits periodic dependencies in the frequency domain, and embeds a progressive series decomposition block throughout the encoder and decoder to separately model trend and seasonal components.	ETS is a comprehensive exponential smoothing framework that automatically selects additive or multiplicative combinations of the error (E), trend (T) and seasonal (S) components of a time series. Formalised as an innovations state space model by Hyndman, Koehler, Ord and Snyder in 2008, it unifies and generalises the Holt-Winters family of forecasting methods.