MODEL PROFILE

autoformer-tourism-monthly

huggingface · autoformer-tourism-monthly

The Autoformer model was proposed in Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting by Haixu Wu, Jiehui Xu, Jianmin Wang and Mingsheng Long. *Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior Transformer-based models adopt various self-attention mechanisms to discover the long-range dependencies. However, intricate temporal patterns of the long-term future prohibit the model from finding reliable dependencies. Also, Transformers have to adopt the sparse versions of point-wise self-attentions for long series efficiency, resulting in the information utilization bottleneck. Going beyond Transformers, we design Autoformer as a novel decomposition architecture with an Auto-Correlation mechanism. We break with the pre-processing convention of series decomposition and renovate it as a basic inner block of deep models. This design empowers Autoformer with progressive decomposition capacities for complex time series. Further, inspired by the stochastic process theory, we design the Auto-Correlation mechanism based on the series periodicity, which conducts the dependencies discovery and representation aggregation at the sub-series level. Auto-Correlation outperforms self-attention in both efficiency and accuracy. In long-term forecasting, Autoformer yields state-of-the-art accuracy, with a 38% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease.*

license:apache-2.0
Context windowNot disclosed
Input → Output待核验 → 待核验
Model weightsNot verified
Profile updated2026/11/2 19:16:49
OVERVIEW

Model overview

The Autoformer model was proposed in Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting by Haixu Wu, Jiehui Xu, Jianmin Wang and Mingsheng Long. *Extending the forecasting time is a critical demand for real applications, such as extreme weather early warning and long-term energy consumption planning. This paper studies the long-term forecasting problem of time series. Prior Transformer-based models adopt various self-attention mechanisms to discover the long-range dependencies. However, intricate temporal patterns of the long-term future prohibit the model from finding reliable dependencies. Also, Transformers have to adopt the sparse versions of point-wise self-attentions for long series efficiency, resulting in the information utilization bottleneck. Going beyond Transformers, we design Autoformer as a novel decomposition architecture with an Auto-Correlation mechanism. We break with the pre-processing convention of series decomposition and renovate it as a basic inner block of deep models. This design empowers Autoformer with progressive decomposition capacities for complex time series. Further, inspired by the stochastic process theory, we design the Auto-Correlation mechanism based on the series periodicity, which conducts the dependencies discovery and representation aggregation at the sub-series level. Auto-Correlation outperforms self-attention in both efficiency and accuracy. In long-term forecasting, Autoformer yields state-of-the-art accuracy, with a 38% relative improvement on six benchmarks, covering five practical applications: energy, traffic, economics, weather and disease.*

Key features

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Limitations & considerations

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PRICING & COST

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INDEPENDENT BENCHMARKS

Public benchmarks & run configuration

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Frequently asked questions

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Sources & traceability

许可证:apache-2.0。模型介绍与第三方评测均以原来源的具体版本和方法为准。