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An Attention Free Long Short-Term Memory for Time Series Forecasting

2022-09-20 · Hugo Inzirillo, Ludovic De Villelongue

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction for which linear models seem to be unable to capture the time dependence. We proposed an architecture built using attention free LSTM layers that overcome linear models for conditional variance prediction. Our findings confirm the validity of our model, which also allowed to improve the prediction capacity of a LSTM, while improving the efficiency of the learning task.

📄 PDF Abstract BibTeX arXiv:2209.09548

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Tasks

PredictionTime SeriesTime Series AnalysisTime Series ForecastingTime Series Prediction

Methods 이 논문이 사용한 방법론

Sigmoid Activation 설명 없음
Tanh Activation 설명 없음
LSTM An LSTM is a type of recurrent neural network that addresses the vanishing gradient problem in vanilla…

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