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利用非抽取小波包特征与 Transformer 模型进行时间序列预测AI 解读

This article combines wavelet analysis techniques with machine learning methods for univariate time series forecasting, focusing on three main contributions. Firstly, we consider the use of Daubechies wavelets with different numbers of vanishing moments as input features to both non-temporal and temporal forecasting methods, by selecting these numbers during the cross-validation phase. Secondly, we compare the use of both the non-decimated wavelet transform and the…

用含外生变量的广义网络自回归预测采购经理指数：COVID-19防控与死亡率的经济响应AI 解读

Knowledge of the current state of economies, how they respond to COVID-19 mitigations and indicators, and what the future might hold for them is important. We use recently-developed generalised network autoregressive (GNAR) models, using trade-determined networks, to model and forecast the Purchasing Managers' Indices for a number of countries. We use networks that link countries where the links themselves, or their weights, are determined by the degree of export trade…