Research Article

DWNet: Dual-Window Deep Neural Network for Time Series Prediction

Figure 1

Framework of our method. : the window size of long series. : the window size of short series. : the number of exogenous series. : i-th long exogenous series. : hidden state in the encoder at time . : hidden state in the decoder at time . Spatial Attn: spatial attention module. Temporal Attn: temporal attention module. : the predicting value at time .