Time Series Model

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2024 May 18 6:45
Editor
Edited
Edited
2026 Oct 24 15:44
Refs
Refs
Time Series Models
 
 
Time Series Model Methods
 
 

Transformer Model
forecasting

  • Segmentation of time series into subseries-level patches which are served as input tokens to Transformer
  • Channel-independence where each channel contains a single univariate time series that shares the same embedding and Transformer weights across all the series
LLM outperforms with structured context
 

Recommendations