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Temporal Fusion Transformer×N-HiTS×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20212023
창시자Lim, B., Arık, S. Ö., Loeff, N. & Pfister, T.Challu, C. et al.
유형Attention-based deep learning forecasting architectureDeep neural forecasting (hierarchical interpolation)
원전Lim, 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 ↗Challu, C. et al. (2023). NHITS: Neural Hierarchical Interpolation for Time Series Forecasting. AAAI. DOI ↗
별칭Temporal Fusion Transformer (TFT), TFT, interpretable multi-horizon forecasting transformerN-HiTS — Hiyerarşik İnterpolasyon Tahmini, NHITS, Neural Hierarchical Interpolation
관련63
요약The 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.N-HiTS (Neural Hierarchical Interpolation for Time Series Forecasting), introduced by Challu and colleagues in 2023, is a deep neural forecasting architecture that combines the hierarchical forecasts of multiple stacks operating at different sampling rates and merges them through interpolation. It extends N-BEATS to deliver markedly better accuracy on long forecast horizons.
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