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Temporal Fusion Transformer×PatchTST×
분야딥러닝딥러닝
계열Machine learningMachine learning
기원 연도20212023
창시자Lim, B., Arık, S. Ö., Loeff, N. & Pfister, T.Nie, Y. et al.
유형Attention-based deep learning forecasting architectureTransformer for time series forecasting
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 ↗Nie, Y., Nguyen, N. H., Sinthong, P. & Kalagnanam, J. (2023). A Time Series is Worth 64 Words: Long-term Forecasting with Transformers. ICLR. link ↗
별칭Temporal Fusion Transformer (TFT), TFT, interpretable multi-horizon forecasting transformerPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
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.PatchTST is a patch-based Transformer architecture for time series forecasting, introduced by Nie and colleagues in 2023, that cuts each series into overlapping patches treated as tokens and processes channels independently. It balances computational efficiency with strong accuracy on long-horizon forecasting.
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