Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting

[jinglescode]

Paper

Link: https://arxiv.org/pdf/2012.07436.pdf
Year: 2021

Summary

• reduce space complexity: query sparsity measurement
• reduce time complexity: ProbSparse
• predict sequence in one batch: generative style decoder (decoder generates long sequences with 1 forward pass)

Methods

Results

• same time and space complexity and reformer, but only 1 for inference
• significantly better results than RNN/LSTM
• outperform Reformer
• achieves better results than DeepAR, ARIMA and Prophet on MSE