Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting

用于时序预测的Transformer

也是基于分块思路，跨时间、跨维度对齐

https://openreview.net/forum?id=vSVLM2j9eie

https://github.com/Thinklab-SJTU/Crossformer

上海交通大学

支持常用数据集：

bash scripts/ETTh1.sh
bash scripts/ETTm1.sh
bash scripts/WTH.sh
bash scripts/ECL.sh
bash scripts/ILI.sh
bash scripts/Traffic.sh

也支持自定义数据集

• DSW embedding
  

• TSA layer
  
  两阶段Attention：Cross-Time Stage 和 Cross-Dimension Stage

• HIERARCHICAL ENCODER-DECODER
  

实验

相关资料：

1. 【ICLR 2023】 CrossFormer增强多元时间序列建模能力, https://mp.weixin.qq.com/s/K1GeeSyoDjDWH3j3YtVrKg