IMPROVING MULTI-VARIATE TIME SERIES FORECASTING WITH DYNAMIC MULTI-HEAD ATTENTION ADJACENCY MATRIX
| Author/creator | Bruce, Ashley Denise author |
| Other author | Ding, Dr. Qin degree supervisor. |
| Other author | East Carolina University |
| Format | Theses and dissertations |
| Publication | [Greenville, N.C.] : [East Carolina University], 2025. |
| Description | 32 pages |
| Supplemental Content | Access via ScholarShip |
| Summary | Time series data is prevalent in many fields, such as finance, weather forecasting, and economics. Predicting future values of a time series can offer valuable insights for decision-making, such as identifying trends, detecting anomalies, and improving resource allocation. Existing research, including neural network-based models and transformer-based models, has demonstrated high performance in learning temporal information. However, capturing spatial information within time series data remains a significant challenge. In this project, we explored whether the attention mechanism can be effectively integrated into non-transformer-based models to enhance their ability to learn spatial information. To achieve this goal, we propose a novel framework that uses a dynamically learned adjacency matrix based on related work called the Multi-variate Time-series Graph Neural Network(MTGNN). Instead of using a correlation-based learned adjacency matrix, the adjacency matrix and graph modules are replaced with a dynamically learned adjacency matrix with multi-attention. This framework shows that a dynamically learned attention adjacency matrix can perform as well as other frameworks when learning spatial information. |
| Dissertation note | East Carolina University 2025. |
| Bibliography note | Includes bibliographical references. |
| Technical details | System requirements: Adobe Reader. |
| Technical details | Mode of access: World Wide Web. |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |