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Time Series Forecasting

태스크의 하위 분류와 논문·코드·평가·기법·데이터셋을 탐색하세요.

하위 태스크
6
평가표
86
보존된 평가 기록
538

Time Series Forecasting is the task of fitting a model to historical, time-stamped data in order to predict future values. Traditional approaches include moving average, exponential smoothing, and ARIMA, though models as various as RNNs, Transformers, or XGBoost can also be applied. The most popular benchmark is the ETTh1 dataset. Models are typically evaluated using the Mean Square Error (MSE) or Root Mean Square Error (RMSE).

<span style="color:grey; opacity: 0.6">( Image credit: ThaiBinh Nguyen )</span>

기법

관련 논문에서 소개한 기법입니다. 이 태스크에서의 평가 여부는 평가 결과에서 확인하세요.

Seq2Seq

Seq2Seq, or Sequence To Sequence, is a model used in sequence prediction tasks, such as language modelling and machine translation. The idea is to use one LSTM, the encoder, to read the input sequence one timestep at a time, to obtain a large fixed dimensional vector representation (a context vector), and then to use another LSTM, the decoder, to extract the output sequence from that vector. The second LSTM is essentially a recurrent neural network language model except that it is conditioned on the input sequence. (Note that this page refers to the original seq2seq not general sequence-to-sequence models)

Sequence to Sequence Learning with Neural Networks

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