A Temporal Window Attention-Based Window-Dependent Long Short-Term Memory Network for Multivariate Time Series Prediction

A Temporal Window Attention-Based Window-Dependent Long Short-Term Memory Network for Multivariate Time Series Prediction

Multivariate time series prediction models perform the required operation on a specific window length of a given input. However, capturing complex and nonlinear interdependencies in each temporal window remains challenging. The typical attention mechanisms assign a weight for a variable at the same...

Full description

Bibliographic Details
Main Authors: Shuang Han, Hongbin Dong
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Entropy
Subjects:
multivariate time series
temporal window attention
encoder–decoder
LSTM
Online Access:https://www.mdpi.com/1099-4300/25/1/10

Internet

https://www.mdpi.com/1099-4300/25/1/10

Similar Items