Multi-Layer Perceptron Architecture For Times Series Forecasting

    公开(公告)号:US20240249192A1

    公开(公告)日:2024-07-25

    申请号:US18417556

    申请日:2024-01-19

    Applicant: Google LLC

    CPC classification number: G06N20/00

    Abstract: The present disclosure provides an architecture for time series forecasting. The architecture is based on multi-layer perceptrons (MLPs), which involve stacking linear models with non-linearities between them. In this architecture, the time-domain MLPs and feature-domain MLPs are used to perform both time-domain and feature-domain operations in a sequential manner, alternating between them. In some examples, auxiliary data is used as input, in addition to historical data. The auxiliary data can include known future data points, as well as static information that does not vary with time. The alternation of time-domain and feature-domain operations using linear models allows the architecture to learn temporal patterns while leveraging cross-variate information to generate more accurate time series forecasts.

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