Tsinghua University: Inverting Transformers Significantly Improves Time Series Forecasting

Inverting Transformer architecture for time series forecasting improves performance

"Comparison between the vanilla Transformer (top) and the proposed iTransformer (bottom). Unlike Transformer, which embeds each time step to the temporal token, iTransformer embeds the whole series independently to the variate token, such that multivariate correlations can be depicted by the attention mechanism and series representations are encoded by …