Yformer: U-Net Inspired Transformer Architecture for Far Horizon Time Series Forecasting. (arXiv:2110.08255v2 [cs.LG] UPDATED)

Time series data is ubiquitous in research as well as in a wide variety of
industrial applications. Effectively analyzing the available historical data
and providing insights into the far future allows us to make effective
decisions. Recent research has witnessed the superior performance of
transformer-based architectures, especially in the regime of far horizon time
series forecasting. However, the current state of the art sparse Transformer
architectures fail to couple down- and upsampling procedures to produce outputs
in a similar resolution …

architecture arxiv forecasting lg series time time series time series forecasting transformer transformer architecture