Multi-Country and Multi-Horizon GDP Forecasting Using Temporal Fusion Transformers
This paper applies a new artificial intelligence architecture, the temporal fusion transformer (TFT), for the joint GDP forecasting of 25 OECD countries at different time horizons. This new attention-based architecture offers significant advantages over other deep learning methods. First, results ar...
| Hauptverfasser: | , , |
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| Format: | Artikel |
| Sprache: | English |
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MDPI AG
2023-06-01
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| Schriftenreihe: | Mathematics |
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| Online Zugang: | https://www.mdpi.com/2227-7390/11/12/2625 |