DSTP-RNN: A dual-stage two-phase attention-based recurrent neural network for long-term and multivariate time series prediction

•We propose DSTP-RNN and DSTP-RNN-Ⅱ for long-term time series prediction.•We enhance the attention to spatio-temporal relationships of time series.•We study the deep spatial attention mechanism and give the interpretation.•Our methods outperform nine baseline methods on four datasets. Long-term pred...

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Veröffentlicht in:	Expert systems with applications 2020-04, Vol.143, p.113082, Article 113082
Hauptverfasser:	Liu, Yeqi, Gong, Chuanyang, Yang, Ling, Chen, Yingyi
Format:	Artikel
Sprache:	eng
Schlagworte:	Attention mechanism Deep attention network Dependence Dual-stage two-phase model Machine learning Multivariate analysis Neural networks Recurrent neural networks Spatio-temporal relationship Time series Time series prediction Weight
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