Temporal Pattern Attention for Multivariate Time Series Forecasting
Machine Learning, pp. 1421-1441, 2019.
Multivariate time series Attention mechanism Recurrent neural network Convolutional neural network Polyphonic music generation
Forecasting of multivariate time series data, for instance the prediction of electricity consumption, solar power production, and polyphonic piano pieces, has numerous valuable applications. However, complex and non-linear interdependencies between time steps and series complicate this task. To obtain accurate prediction, it is crucial to...More
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