Enhancing time series forecasting: A hierarchical transformer with probabilistic decomposition representation

Junlong Tong, Liping Xie, Wankou Yang, Kanjian Zhang, Junsheng Zhao

Abstract: Highlights•A hierarchical and decomposable forecasting framework called Probabilistic Decomposition Transformer is proposed.•Hierarchical forecasting reduces the cumulative error of autoregressive forecasting.•Probabilistic decomposition emphasizes the essential properties of time series.