Transformer Models for Time Series Forecasting

Wu, N., Green, B., Ben, X., & O’Banion, S. (2020). Deep transformer models for time series forecasting: The influenza prevalence case. In arXiv. https://arxiv.org/abs/2001.08317

Lim, B., Arık, S., Loeff, N., & Pfister, T. (2019). Temporal fusion transformers for interpretable multi-horizon time series forecasting. In arXiv. https://arxiv.org/abs/1912.09363

Pak Shing Ho
Pak Shing Ho
Economist

My research interests include macroeconomics, monetary and financial economics, and natural language processing (NLP).

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