Transformer Deep Learning Model for Time Series Forecasting

Time series forecasting faces challenges due to the non-stationarity, nonlinearity, and chaotic nature of the data. Traditional deep learning models like Recurrent Neural Network (RNN), Long Short-Term Memory (LSTM), and Gated Recurrent Unit (GRU) process data sequentially but are inefficient for long sequences. To overcome the limitations of these models, we proposed a transformer-based deep learning architecture utilizing an attention mechanism for parallel processing, enhancing prediction accuracy and efficiency. This paper presents user-friendly code for the implementation of the proposed transformer-based deep learning architecture utilizing an attention mechanism for parallel processing. References: Nayak et al. (2024) and Nayak et al. (2024) .


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install.packages("transformerForecasting")

0.1.0 by G H Harish Nayak, 2 years ago


Browse source code at https://github.com/cran/transformerForecasting


Authors: G H Harish Nayak [aut, cre] , Md Wasi Alam [ths] , B Samuel Naik [ctb] , G Avinash [ctb] , Kabilan S [ctb] , Varshini B S [ctb] , Mrinmoy Ray [ths] , Rajeev Ranjan Kumar [ths]


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, keras, tensorflow, magrittr, reticulate

Suggests dplyr, knitr, lubridate, readr, rmarkdown, utils


See at CRAN