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Temporal Fusion Transformers for interpretable multi-horizon time series forecasting

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Cited by:

  1. Frederick Nsambu Kijjambu & Benjamin Musiita & Asaph Kaburura Katarangi & Geoffrey Kahangane & Sheilla Akampwera, 2023. "Determinants of Uganda’s Debt Sustainability: The Public Debt Dynamics Model in Perspective," Journal of Economics and Behavioral Studies, AMH International, vol. 15(4), pages 106-124.
  2. Md. Iftekharul Alam Efat & Petr Hajek & Mohammad Zoynul Abedin & Rahat Uddin Azad & Md. Al Jaber & Shuvra Aditya & Mohammad Kabir Hassan, 2024. "Deep-learning model using hybrid adaptive trend estimated series for modelling and forecasting sales," Annals of Operations Research, Springer, vol. 339(1), pages 297-328, August.
  3. Tom Liu & Stephen Roberts & Stefan Zohren, 2023. "Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies," Papers 2307.05522, arXiv.org.
  4. Bentsen, Lars Ødegaard & Warakagoda, Narada Dilp & Stenbro, Roy & Engelstad, Paal, 2023. "Spatio-temporal wind speed forecasting using graph networks and novel Transformer architectures," Applied Energy, Elsevier, vol. 333(C).
  5. Nascimento, Erick Giovani Sperandio & de Melo, Talison A.C. & Moreira, Davidson M., 2023. "A transformer-based deep neural network with wavelet transform for forecasting wind speed and wind energy," Energy, Elsevier, vol. 278(C).
  6. Pegah Eslamieh & Mehdi Shajari & Ahmad Nickabadi, 2023. "User2Vec: A Novel Representation for the Information of the Social Networks for Stock Market Prediction Using Convolutional and Recurrent Neural Networks," Mathematics, MDPI, vol. 11(13), pages 1-26, July.
  7. Damian Kisiel & Denise Gorse, 2022. "Portfolio Transformer for Attention-Based Asset Allocation," Papers 2206.03246, arXiv.org.
  8. Guo, Qing & Mai, Zishan, 2024. "How do seasonal, significant events, and policies affect China's REE export prices? Based on deep learning perspective," Resources Policy, Elsevier, vol. 96(C).
  9. Frank, Johannes, 2023. "Forecasting realized volatility in turbulent times using temporal fusion transformers," FAU Discussion Papers in Economics 03/2023, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  10. Zheng, Minglei & Man, Junfeng & Wang, Dian & Chen, Yanan & Li, Qianqian & Liu, Yong, 2023. "Semi-supervised multivariate time series anomaly detection for wind turbines using generator SCADA data," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
  11. Alexios Lekidis & Elpiniki I. Papageorgiou, 2023. "Edge-Based Short-Term Energy Demand Prediction," Energies, MDPI, vol. 16(14), pages 1-20, July.
  12. Wu, Binrong & Yu, Sihao & Peng, Lu & Wang, Lin, 2024. "Interpretable wind speed forecasting with meteorological feature exploring and two-stage decomposition," Energy, Elsevier, vol. 294(C).
  13. Cao, Tingwei & Xu, Yinliang & Liu, Guowei & Tao, Shengyu & Tang, Wenjun & Sun, Hongbin, 2024. "Feature-enhanced deep learning method for electric vehicle charging demand probabilistic forecasting of charging station," Applied Energy, Elsevier, vol. 371(C).
  14. Wu, Binrong & Wang, Lin & Zeng, Yu-Rong, 2022. "Interpretable wind speed prediction with multivariate time series and temporal fusion transformers," Energy, Elsevier, vol. 252(C).
  15. He, Miao & Jiang, Weiwei & Gu, Weixi, 2024. "TriChronoNet: Advancing electricity price prediction with Multi-module fusion," Applied Energy, Elsevier, vol. 371(C).
  16. Matteo Prata & Giuseppe Masi & Leonardo Berti & Viviana Arrigoni & Andrea Coletta & Irene Cannistraci & Svitlana Vyetrenko & Paola Velardi & Novella Bartolini, 2023. "LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study," Papers 2308.01915, arXiv.org, revised Sep 2023.
  17. Shiyu Liu & Ou Liu & Junyang Chen, 2023. "A Review on Business Analytics: Definitions, Techniques, Applications and Challenges," Mathematics, MDPI, vol. 11(4), pages 1-20, February.
  18. Yuanhong Mao & Zhong Ma & Xi Liu & Pengchao He & Bo Chai, 2023. "A Long-Term Prediction Method of Computer Parameter Degradation Based on Curriculum Learning and Transfer Learning," Mathematics, MDPI, vol. 11(14), pages 1-15, July.
  19. He, Wenbin & Liu, Ting & Ming, Wuyi & Li, Zongze & Du, Jinguang & Li, Xiaoke & Guo, Xudong & Sun, Peiyan, 2024. "Progress in prediction of remaining useful life of hydrogen fuel cells based on deep learning," Renewable and Sustainable Energy Reviews, Elsevier, vol. 192(C).
  20. Tom Liu & Stefan Zohren, 2023. "Multi-Factor Inception: What to Do with All of These Features?," Papers 2307.13832, arXiv.org.
  21. Yu, Hanxin & Chen, Shanlin & Chu, Yinghao & Li, Mengying & Ding, Yueming & Cui, Rongxi & Zhao, Xin, 2024. "Self-attention mechanism to enhance the generalizability of data-driven time-series prediction: A case study of intra-hour power forecasting of urban distributed photovoltaic systems," Applied Energy, Elsevier, vol. 374(C).
  22. Gomez, William & Wang, Fu-Kwun & Chou, Jia-Hong, 2024. "Li-ion battery capacity prediction using improved temporal fusion transformer model," Energy, Elsevier, vol. 296(C).
  23. Theodoros Zafeiriou & Dimitris Kalles, 2024. "Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost," Papers 2405.10679, arXiv.org.
  24. Juan Laborda & Sonia Ruano & Ignacio Zamanillo, 2023. "Multi-Country and Multi-Horizon GDP Forecasting Using Temporal Fusion Transformers," Mathematics, MDPI, vol. 11(12), pages 1-26, June.
  25. Pinheiro, Marco G. & Madeira, Sara C. & Francisco, Alexandre P., 2023. "Short-term electricity load forecasting—A systematic approach from system level to secondary substations," Applied Energy, Elsevier, vol. 332(C).
  26. Liu, Dinggao & Chen, Kaijie & Cai, Yi & Tang, Zhenpeng, 2024. "Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach," Finance Research Letters, Elsevier, vol. 61(C).
  27. Gou, Liangjie & Yang, Zhaozhong & Min, Chao & Yi, Duo & Li, Xiaogang & Kong, Bing, 2024. "A novel domain adaptation method with physical constraints for shale gas production forecasting," Applied Energy, Elsevier, vol. 371(C).
  28. Arash Peik & Mohammad Ali Zare Chahooki & Amin Milani Fard & Mehdi Agha Sarram, 2024. "Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting," Papers 2412.14529, arXiv.org.
  29. Singh, S. & Budarapu, P.R., 2024. "Deep machine learning approaches for battery health monitoring," Energy, Elsevier, vol. 300(C).
  30. Xu, Shilin & Liu, Yang & Jin, Chun, 2023. "Forecasting daily tourism demand with multiple factors," Annals of Tourism Research, Elsevier, vol. 103(C).
  31. Li, Xin & Xu, Yechi & Law, Rob & Wang, Shouyang, 2024. "Enhancing tourism demand forecasting with a transformer-based framework," Annals of Tourism Research, Elsevier, vol. 107(C).
  32. Niu, Zhewen & Han, Xiaoqing & Zhang, Dongxia & Wu, Yuxiang & Lan, Songyan, 2024. "Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture," Energy, Elsevier, vol. 306(C).
  33. Thabang Mathonsi & Terence L. van Zyl, 2021. "A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling," Forecasting, MDPI, vol. 4(1), pages 1-25, December.
  34. Wang, Yun & Xu, Houhua & Zou, Runmin & Zhang, Fan & Hu, Qinghua, 2024. "Dynamic non-constraint ensemble model for probabilistic wind power and wind speed forecasting," Renewable and Sustainable Energy Reviews, Elsevier, vol. 204(C).
  35. Dong, Hanjiang & Zhu, Jizhong & Li, Shenglin & Wu, Wanli & Zhu, Haohao & Fan, Junwei, 2023. "Short-term residential household reactive power forecasting considering active power demand via deep Transformer sequence-to-sequence networks," Applied Energy, Elsevier, vol. 329(C).
  36. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Working Papers 22-01, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  37. Han Zheng & Junhua Chen & Zhaocha Huang & Kuan Yang & Jianhao Zhu, 2022. "Short-Term Online Forecasting for Passenger Origin–Destination (OD) Flows of Urban Rail Transit: A Graph–Temporal Fused Deep Learning Method," Mathematics, MDPI, vol. 10(19), pages 1-30, October.
  38. Wu, Binrong & Wang, Lin, 2024. "Two-stage decomposition and temporal fusion transformers for interpretable wind speed forecasting," Energy, Elsevier, vol. 288(C).
  39. de Azevedo Takara, Lucas & Teixeira, Ana Clara & Yazdanpanah, Hamed & Mariani, Viviana Cocco & dos Santos Coelho, Leandro, 2024. "Optimizing multi-step wind power forecasting: Integrating advanced deep neural networks with stacking-based probabilistic learning," Applied Energy, Elsevier, vol. 369(C).
  40. Beckmeyer, Heiner & Wiedemann, Timo, 2022. "Recovering Missing Firm Characteristics with Attention-Based Machine Learning," VfS Annual Conference 2022 (Basel): Big Data in Economics 264135, Verein für Socialpolitik / German Economic Association.
  41. Aleksandr Simonyan, 2024. "BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges," Papers 2411.06076, arXiv.org.
  42. Shichao Huang & Jing Zhang & Yu He & Xiaofan Fu & Luqin Fan & Gang Yao & Yongjun Wen, 2022. "Short-Term Load Forecasting Based on the CEEMDAN-Sample Entropy-BPNN-Transformer," Energies, MDPI, vol. 15(10), pages 1-14, May.
  43. Pesantez, Jorge E. & Li, Binbin & Lee, Christopher & Zhao, Zhizhen & Butala, Mark & Stillwell, Ashlynn S., 2023. "A Comparison Study of Predictive Models for Electricity Demand in a Diverse Urban Environment," Energy, Elsevier, vol. 283(C).
  44. Miguel López Santos & Xela García-Santiago & Fernando Echevarría Camarero & Gonzalo Blázquez Gil & Pablo Carrasco Ortega, 2022. "Application of Temporal Fusion Transformer for Day-Ahead PV Power Forecasting," Energies, MDPI, vol. 15(14), pages 1-22, July.
  45. Denis Levchenko & Efstratios Rappos & Shabnam Ataee & Biagio Nigro & Stephan Robert-Nicoud, 2024. "Chain-structured neural architecture search for financial time series forecasting," Papers 2403.14695, arXiv.org, revised Dec 2024.
  46. van Zyl, Corne & Ye, Xianming & Naidoo, Raj, 2024. "Harnessing eXplainable artificial intelligence for feature selection in time series energy forecasting: A comparative analysis of Grad-CAM and SHAP," Applied Energy, Elsevier, vol. 353(PA).
  47. Xing, Zhuoqun & Pan, Yiqun & Yang, Yiting & Yuan, Xiaolei & Liang, Yumin & Huang, Zhizhong, 2024. "Transfer learning integrating similarity analysis for short-term and long-term building energy consumption prediction," Applied Energy, Elsevier, vol. 365(C).
  48. Liu, Lei & Wang, Xinyu & Dong, Xue & Chen, Kang & Chen, Qiuju & Li, Bin, 2024. "Interpretable feature-temporal transformer for short-term wind power forecasting with multivariate time series," Applied Energy, Elsevier, vol. 374(C).
  49. Zheng, Peijun & Zhou, Heng & Liu, Jiang & Nakanishi, Yosuke, 2023. "Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture," Applied Energy, Elsevier, vol. 349(C).
  50. Felix Divo & Eric Endress & Kevin Endler & Kristian Kersting & Devendra Singh Dhami, 2024. "Forecasting Company Fundamentals," Papers 2411.05791, arXiv.org.
  51. Kate Murray & Andrea Rossi & Diego Carraro & Andrea Visentin, 2023. "On Forecasting Cryptocurrency Prices: A Comparison of Machine Learning, Deep Learning, and Ensembles," Forecasting, MDPI, vol. 5(1), pages 1-14, January.
  52. Frison, Lilli & Gölzhäuser, Simon & Bitterling, Moritz & Kramer, Wolfgang, 2024. "Evaluating different artificial neural network forecasting approaches for optimizing district heating network operation," Energy, Elsevier, vol. 307(C).
  53. Philippe Goulet Coulombe, 2022. "A Neural Phillips Curve and a Deep Output Gap," Papers 2202.04146, arXiv.org, revised Oct 2024.
  54. Du, Pei & Yang, Dongchuan & Li, Yanzhao & Wang, Jianzhou, 2024. "An innovative interpretable combined learning model for wind speed forecasting," Applied Energy, Elsevier, vol. 358(C).
  55. Semen Budennyy & Alexey Kazakov & Elizaveta Kovtun & Leonid Zhukov, 2022. "New drugs and stock market: how to predict pharma market reaction to clinical trial announcements," Papers 2208.07248, arXiv.org, revised Aug 2022.
  56. Gonca Gürses-Tran & Antonello Monti, 2022. "Advances in Time Series Forecasting Development for Power Systems’ Operation with MLOps," Forecasting, MDPI, vol. 4(2), pages 1-24, May.
  57. He Jiang & Sheng Pan & Yao Dong & Jianzhou Wang, 2024. "Probabilistic electricity price forecasting based on penalized temporal fusion transformer," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1465-1491, August.
  58. Hu, Zehuan & Gao, Yuan & Ji, Siyu & Mae, Masayuki & Imaizumi, Taiji, 2024. "Improved multistep ahead photovoltaic power prediction model based on LSTM and self-attention with weather forecast data," Applied Energy, Elsevier, vol. 359(C).
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