ETSformer: Exponential Smoothing Transformers for Time-Series Forecasting

Authors: Gerald Woo, Chenghao Liu, Donald Rose TL;DR: We developed a new time-series forecasting model called ETSformer that leverages the power of two frameworks. By combining the classical intuition of seasonal-trend decomposition and exponential smoothing with modern transformers – as well as introducing novel exponential smoothing and frequency attention mechanisms

23 Aug 2022 • #ETSformer