A Hybrid Method With Adaptive Sub-Series Clustering and Attention-Based Stacked Residual LSTMs for Multivariate Time Series Forecasting

A Hybrid Method With Adaptive Sub-Series Clustering and Attention-Based Stacked Residual LSTMs for Multivariate Time Series Forecasting

Multivariate Time Series Forecasting (MTSF) has recently emerged its growing importance in many industries. However, how to reduce the influence of the noise components existing in time series on prediction and extract features effectively are still two challenges in MTSF. This paper focuses on thos...

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Bibliographic Details
Main Authors: Fagui Liu, Yunsheng Lu, Muqing Cai
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Multivariate time series forecasting
decomposition-ensemble framework
adaptive sub-series clustering algorithm
stacked residual long short-term memory
multi-level attention mechanism
Online Access:https://ieeexplore.ieee.org/document/9039658/

Internet

https://ieeexplore.ieee.org/document/9039658/

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