- Tytuł:
- Cuban consumer price index forecasting through transformer with attention
- Autorzy:
-
Rosado, Reynaldo
Toledano-López, Orlando G.
González, Hector R.
Abreu, Aldis J.
Hernandez, Yanio - Powiązania:
- https://bibliotekanauki.pl/articles/27314241.pdf
- Data publikacji:
- 2023
- Wydawca:
- Sieć Badawcza Łukasiewicz - Przemysłowy Instytut Automatyki i Pomiarów
- Tematy:
-
consumer price index
time series forecasting
transformer with attention
ARIMA
LSTM - Opis:
- Recently, time series forecasting modelling in the Con‐ sumer Price Index (CPI) has attracted the attention of the scientific community. Several research projects have tackled the problem of CPI prediction for their countries using statistical learning, machine learning and deep neural networks. The most popular approach to CPI in several countries is the Autoregressive Integrated Mov‐ ing Average (ARIMA) due to the nature of the data. This paper addresses the Cuban CPI forecasting problem using Transformer with attention model over univariate dataset. The fine tuning of the lag parameter shows that Cuban CPI has better performance with small lag and that the best result was in = 1. Finally, the comparative results between ARIMA and our proposal show that the Transformer with attention has a very high performance despite having a small data set.
- Źródło:
-
Journal of Automation Mobile Robotics and Intelligent Systems; 2023, 17, 2; 12--17
1897-8649
2080-2145 - Pojawia się w:
- Journal of Automation Mobile Robotics and Intelligent Systems
- Dostawca treści:
- Biblioteka Nauki
Artykuł