An Attention Free Long Short-Term Memory for Time Series Forecasting

Hugo Inzirillo and Ludovic De Villelongue

Papers from arXiv.org

Abstract: Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction for which linear models seem to be unable to capture the time dependence. We proposed an architecture built using attention free LSTM layers that overcome linear models for conditional variance prediction. Our findings confirm the validity of our model, which also allowed to improve the prediction capacity of a LSTM, while improving the efficiency of the learning task.

Date: 2022-09
New Economics Papers: this item is included in nep-big, nep-cmp, nep-ecm and nep-for
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