Long-Term Forecasting Using MAMTF: A Matrix Attention Model Based on the Time and Frequency Domains
Kaixin Guo,
Xin Yu
Abstract:There are many time series forecasting methods, but there are few research methods for long-term multivariate time series forecasting, which are mainly dominated by a series of forecasting models developed on the basis of a transformer. The aim of this study is to perform forecasting for multivariate time series data and to improve the forecasting accuracy of the model. In the recent past, it has appeared that the prediction effect of linear models surpasses that of the family of self-attention mechanism model… Show more
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