LAUSR

Time series forecasting uses data from the past periods of time to predict future information, which is of great significance in many applications. Existing time series forecasting methods still have problems such as low accuracy when dealing with some non-stationary multivariate time series data forecasting. Aiming at the shortcomings of existing methods, in this paper we propose a new time series forecasting model LSTM-attention-LSTM. The model uses two LSTM models as the encoder and decoder, and introduces an attention mechanism between the encoder and decoder. The model has two distinctive features: first, by using the attention mechanism to calculate the interrelationship between sequence data, it overcomes the disadvantage of the coder-and-decoder model in that the decoder cannot obtain sufficiently long input sequences; second, it is suitable for sequence forecasting with long time steps. In this paper we validate the proposed model based on several real data sets, and the results show that the LSTM-attention-LSTM model is more accurate than some currently dominant models in prediction. The experiment also assessed the effect of the attention mechanism at different time steps by varying the time step.