Forecasting long-term timeseries is of specifically great importance for trading. The
Transformer architecture, which was introduced in 2017, has demonstrated impressive performance in the areas of Natural Language Processing (
NLP) and Computer Vision (
CV). The use of
Self-Attention mechanisms allows the effective capturing of dependencies over long time intervals, extracting key information from the context. Naturally, quite quickly a large number of different algorithms based on this mechanism
Go to Profile
Mark as Read
