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N-BEATS×Temporal Fusion Transformer×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20202021
창시자Oreshkin, B.N. et al.Lim, B., Arık, S. Ö., Loeff, N. & Pfister, T.
유형Deep neural forecasting architecture (interpretable basis expansion)Attention-based deep learning forecasting architecture
원전Oreshkin, B.N. et al. (2020). N-BEATS: Neural Basis Expansion Analysis for Interpretable Time Series Forecasting. ICLR. link ↗Lim, B., Arık, S. Ö., Loeff, N. & Pfister, T. (2021). Temporal Fusion Transformers for Interpretable Multi-Horizon Time Series Forecasting. International Journal of Forecasting, 37(4), 1748–1764. DOI ↗
별칭N-BEATS — Nöral Zaman Serisi Tahmini, Neural Basis Expansion Analysis, neural basis expansionTemporal Fusion Transformer (TFT), TFT, interpretable multi-horizon forecasting transformer
관련56
요약N-BEATS is a deep learning architecture for time series forecasting, introduced by Oreshkin and colleagues in 2020, built from interpretable trend and seasonality stacks. It was the first purely neural forecasting model to reach state-of-the-art performance on the M4 competition without relying on any classical statistical components.The Temporal Fusion Transformer (TFT), introduced by Lim, Arık, Loeff and Pfister in 2021, is an interpretable deep learning architecture for multi-horizon time series forecasting. It combines variable selection, gating, multi-horizon attention and quantile outputs, processing static, past and known-future inputs together to produce multi-step forecasts.
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