CNformer: a convolutional transformer with decomposition for long-term multivariate time series forecasting

This publication has 30 references indexed in Scilit:

• DeepAR: Probabilistic forecasting with autoregressive recurrent networks
  International Journal of Forecasting, 2020
• A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting
  International Journal of Forecasting, 2020
• A Comparison between ARIMA, LSTM, and GRU for Time Series Forecasting
  2019
• DSANet
  2019
• Performance enhancing techniques for deep learning models in time series forecasting
  Engineering Applications of Artificial Intelligence, 2019
• Temporal pattern attention for multivariate time series forecasting
  Machine Learning, 2019
• Modeling streamflow time series using nonlinear SETAR-GARCH models
  Journal of Hydrology, 2019
• High-order Hidden Markov Model for trend prediction in financial time series
  Physica A: Statistical Mechanics and its Applications, 2019
• Modeling Long- and Short-Term Temporal Patterns with Deep Neural Networks
  2018
• A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction
  2017