Probabilistic Decomposition Transformer for Time Series Forecasting

1 code implementation • 31 Oct 2022 • Junlong Tong, Liping Xie, Wankou Yang, Kanjian Zhang

The Transformer is employed to learn temporal patterns and implement primary probabilistic forecasts, while the conditional generative model is used to achieve non-autoregressive hierarchical probabilistic forecasts by introducing latent space feature representations.

Time Series Time Series Forecasting