Long-term series forecasting with Query Selector -- efficient model of sparse attention
This addresses the challenge of efficient long-term forecasting for time-series analysis, likely incremental as it builds on existing Transformer modifications.
The authors tackled the problem of long-term time-series forecasting by proposing Query Selector, an efficient deterministic algorithm for sparse attention in Transformers, achieving state-of-the-art results on ETT, Helpdesk, and BPI'12 datasets.
Various modifications of TRANSFORMER were recently used to solve time-series forecasting problem. We propose Query Selector - an efficient, deterministic algorithm for sparse attention matrix. Experiments show it achieves state-of-the art results on ETT, Helpdesk and BPI'12 datasets.