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DeepAR×PatchTST×
DomeniuÎnvățare profundăÎnvățare profundă
FamilieMachine learningMachine learning
Anul apariției20202023
Autorul originalSalinas, D., Flunkert, V. & Gasthaus, J. (Amazon)Nie, Y. et al.
TipAutoregressive recurrent neural network (probabilistic forecasting)Transformer for time series forecasting
Sursa seminalăSalinas, D., Flunkert, V., Gasthaus, J. & Januschowski, T. (2020). DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks. International Journal of Forecasting, 36(3), 1181–1191. 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 ↗
Denumiri alternativeDeepAR — Olasılıksal RNN Tahmini, probabilistic autoregressive RNN forecasting, Amazon DeepARPatchTST — Yama Tabanlı Zaman Serisi Transformer, patch-based time series transformer, channel-independent transformer
Înrudite53
RezumatDeepAR is Amazon's industrial forecasting model, introduced by Salinas, Flunkert and Gasthaus (2017; published 2020), that uses an autoregressive recurrent neural network to estimate the parameters of a probability distribution at each step, producing a confidence interval rather than a single point forecast. It can model many related time series jointly within one model.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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  1. v1
  2. 2 Surse
  3. PUBLISHED

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ScholarGateCompară metode: DeepAR · PatchTST. Preluat la 2026-06-15 de pe https://scholargate.app/ro/compare