ChunkFormer: Learning Long Time Series with Multi-stage Chunked Transformer. (arXiv:2112.15087v1 [cs.LG])

The analysis of long sequence data remains challenging in many real-world
applications. We propose a novel architecture, ChunkFormer, that improves the
existing Transformer framework to handle the challenges while dealing with long
time series. Original Transformer-based models adopt an attention mechanism to
discover global information along a sequence to leverage the contextual data.
Long sequential data traps local information such as seasonality and
fluctuations in short data sequences. In addition, the original Transformer
consumes more resources by carrying the entire …

arxiv learning stage time time series transformer