Expanding the prediction capacity in long sequence time-series forecasting

DOI10.1016/j.artint.2023.103886OpenAlexW4322588511MaRDI QIDQ6161473

Mengyi Yan, Jian-Xin Li, Shuai Zhang, Shanghang Zhang, Haoyi Zhou, Hui Xiong

Publication date: 27 June 2023

Published in: Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.artint.2023.103886

zbMATH Keywords

forecastingtime-seriesdeep learningself-attention

Mathematics Subject Classification ID

Artificial intelligence (68Txx)

Cites Work

• Change of support of transformations: conservation of lognormality revisited
• Asymptotics of sums of lognormal random variables with Gaussian copula
• The sum and difference of two lognormal random variables
• E. Fix and J.L. Hodges (1951): An Important Contribution to Nonparametric Discriminant Analysis and Density Estimation: Commentary on Fix and Hodges (1951)
• On the Product of Semi-Groups of Operators
• The log-normal approximation in financial and other computations
• Divergence Estimation for Multidimensional Densities Via $k$-Nearest-Neighbor Distances
• Minimax Optimal Estimation of KL Divergence for Continuous Distributions
• A Normal Limit Theorem for Power Sums of Independent Random Variables
• Forecasting at Scale

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