So sánh phương pháp

	Temporal Fusion Transformer	Mô hình ARIMA (Autoregressive Integrated Moving Average)	DeepAR	Informer
Lĩnh vực	Học sâu	Kinh tế lượng	Học sâu	Học sâu
Họ	Machine learning	Regression model	Machine learning	Machine learning
Năm ra đời	2021	2015	2020	2021
Người khởi xướng	Lim, B., Arık, S. Ö., Loeff, N. & Pfister, T.	Box & Jenkins (Box-Jenkins methodology)	Salinas, D., Flunkert, V. & Gasthaus, J. (Amazon)	Zhou, H. et al.
Loại	Attention-based deep learning forecasting architecture	Univariate time-series model	Autoregressive recurrent neural network (probabilistic forecasting)	Transformer (ProbSparse self-attention)
Công trình gốc	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.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021	Salinas, D., Flunkert, V., Gasthaus, J. & Januschowski, T. (2020). DeepAR: Probabilistic Forecasting with Autoregressive Recurrent Networks. International Journal of Forecasting, 36(3), 1181–1191.	Zhou, H. et al. (2021). Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. AAAI.
Tên gọi khác	Temporal Fusion Transformer (TFT), TFT, interpretable multi-horizon forecasting transformer	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	DeepAR — Olasılıksal RNN Tahmini, probabilistic autoregressive RNN forecasting, Amazon DeepAR	Informer — Uzun Dizi Transformer Tahmini, Informer transformer, ProbSparse attention forecaster
Liên quan	6	5	5	5
Tóm tắt	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.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).	DeepAR 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.	Informer is a Transformer-based model introduced by Zhou et al. in 2021 for long-sequence time-series forecasting, using a ProbSparse self-attention mechanism that lowers the computational complexity of the standard Transformer to O(L log L). It is built for problems that demand predictions across thousands of future steps.