DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting以及pytorch代码实现

Huang S, Wang D, Wu X, et al. DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting[C]//Proceedings of the 28th ACM International Conference on Information and Knowledge Management. 2019: 2129-2132.
原文链接：
https://doi.org/10.1145/3357384.3358132
代码链接（Pytorch）：
https://github.com/bighuang624/DSANet

Motivation

1. Traditional methods fail to capture complicated nonlinear dependencies between time steps and between multiple time series.
2. Recurrent neural network and attention mechanism have been used to model periodic temporal patterns across multiple time steps. However, these models fit not well for time series with dynamic-period patterns or nonperiodic patterns.

Dual self-attention network (DSANet) :
Highly efficient mul