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【論文紹介】TABULAR TRANSFORMERS FOR MODELING MULTIVARIATE TIME SERIES

suzuki
September 02, 2022

【論文紹介】TABULAR TRANSFORMERS FOR MODELING MULTIVARIATE TIME SERIES

suzuki

September 02, 2022
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  1. ɹɹ͖ͣ͢
    5"#6-"353"/4'03.&34'03
    .0%&-*/(.6-5*7"3*"5&5*.&4&3*&4
    *OLJU1BEIJ :BJS4DIJ
    ff
    *HPS.FMOZL .BUUJB3JHPUUJ :PVTTFG.SPVFI
    1JFSSF%PHOJO+FSSFU3PTT 3BWJ/BJS &SJL"MUNBO

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  2. ࿦จͷ໨తɾഎܠ
    ɾݸਓ৘ใ΍ػີ৘ใͷอޢͷͨΊͷσʔλ෼ੳͷ੍ݶ
    ɾ࣌ܥྻදσʔλʹؔ͢Δ.-%-ݚڀྫͷগͳ͞ ੩తදσʔλͱͷൺֱ
    ɹ౳
    ֤࢈ۀ ҩྍ΍ۚ༥ͳͲ
    ʹ๲େͳදσʔλ͕ଘࡏ㱺༗ޮ׆༻΁ͷ՝୊͋Γ
    ࣌ܥྻදσʔλʹద༻Ͱ͖Δ৽͍͠%FFQ-FBSOJOH %-
    ख๏ͷఏҊ
    ໨త
    എܠ
    ྫ͑͹ʜ

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  3. ࿦จͷ֓ཁ
    ɾݱ࣮ʹ͍ۙ࣌ܥྻදσʔλͷੜ੒ϞσϧͰ͋Δ5BC(15ͷ঺հ
    ɾ࣌ܥྻදσʔλͷֶशϞσϧͰ͋Δ5BC#&35ͷ঺հ
    ɾ5BC#&35ͷֶश๏ͷ঺հ ྫɿΫϨδοτΧʔυɺେؾԚછσʔλ

    ɾֶशࡁ5BC#&35ͷ׆༻๏ͱ݁Ռͷ঺հ ෆਖ਼ݕ஌ɺԚછ༧ଌ

    ˞ຊεϥΠυͰ͸5BC#&35 ෆਖ਼ݕ஌
    ͷΈΛ঺հ

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  4. લఏ஌ࣝ

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  5. ࣗવݴޠॲཧͱ͸
    ɾܗଶૉղੳɿจষΛ୯ޠʹ෼ׂͯ͠඼ࢺ΍׆༻ܗΛ൑ఆ
    ɾݴޠϞσϧɿจষͷࣗવ͞Λ֬཰ʹΑͬͯදݱ
    ɾݻ༗දݱநग़ɿจষ͔Βਓ໊ͳͲͷݻ༗໊ࢺɺ೔෇ɺ਺஋දݱΛநग़
    ɾจষͷྨࣅ౓ൺֱɿจষײͷ಺༰ͷྨࣅ౓ΛఆྔతʹධՁ
    ɾจষ෼ྨɿจষΛ༩͑ΒΕͨΧςΰϦʔʹ෼ྨ ྫɿωΨϙδ൑ఆ

    ɾจষੜ੒ɿ༩͑ΒΕͨจষ΍৚݅ʹଓ͘จষΛੜ੒
    ɾจষߍਖ਼ɿจதͷදهϛεΛमਖ਼
    ೔ৗੜ׆Ͱ࢖༻͢Δݴޠʹؔ͢Δ໰୊ λεΫ
    ΛίϯϐϡʔλͰղ͘͜ͱ
    λεΫྫ

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  6. 5SBOTGPSNFSͱ͸
    ࣗવݴޠॲཧͰ࢖༻͞ΕΔ%-Ϟσϧ ʹൃද<>

    5SBOTGPSNFSͷߏ଄<>
    <>"UUFOUJPOJT"MM:PV/FFE

    ಛ௕
    ɾ&ODPEFSͱ%FDPEFS͔Βߏங
    ɾ"UUFOUJPO૚ɿฒྻೖྗʹΑΔܭࢉߴ଎Խ ֶश࣌ؒ୹ॖ

    ܭࢉ͕ૣ͘จ຺৘ใͷอ࣋ʹΑΓਫ਼౓΋ߴ͍
    ߏ଄
    㱺จ຺ґଘͨ͠ϕΫτϧม׵
    ʴ
    ୯ޠؒରԠؔ܎ͷ൓ө
    ɾ1PUFOUJBM&ODPEJOH૚ɿ୯ޠ΁ͷҐஔ৘ใຒࠐ

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  7. 5SBOTGPSNFSͷ஀ੜഎܠ
    ɾ47.ɺղੳ໦ //Ҏલ
    ɿՄม௕σʔλೖྗෆՄɺฒͼॱະߟྀ
    ɾ8PSE7FD //
    ɿ4LJQ(SBNʹΑΔ௿ίετֶश
    ɾ4FR4FR 3//
    ɿՄม௕σʔλೖྗՄɺೖྗཤྺʹجͮ͘จ຺ͷऔѻ͍
    ݴޠཧղͱഎܠ஌ࣝͷܽ೗㱺Ԡ༻"*ߏஙʹ೉͋Γ㱺5SBOTGPSNFSͷ஀ੜ
    4FR4FR<>
    4LJQ(SBN<>
    <>#&35ʹΑΔࣗવݴޠॲཧೖ໳
    5SBOTGPSNFSҎલͷख๏

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  8. #&35ͱ͸
    5SBOTGPSNFSΛ࠷ॳʹ࠾༻ͨ͠૒ํ޲ܕͷࣄલֶशϞσϧ 㱠༧ଌϞσϧ

    <>#&35ʹΑΔࣗવݴޠॲཧೖ໳
    ࣄલֶश<>
    ಛ௕
    ɾग़ྗ૚ͷ௥ՃͷΈͰλεΫ ճؼ෼ྨ
    ʹରԠՄೳ
    ɾେྔͷڭࢣͳ͠σʔλ͔ΒݴޠಛੑΛ૒ํ޲ֶश ࣄલֶश
    㱺จ຺೺Ѳ
    ɾগྔͷڭࢣ͋Γσʔλ͔Βύϥϝʔλඍௐ੔ 'JOF5VOJOH
    㱺࠷దԽɺਫ਼౓޲্

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  9. #&35ೖྗܗࣜ
    ɾ୯Ұͷจষ΍จষϖΞΛτʔΫϯྻʹม׵
    ɾಛघτʔΫϯ <$-4> <4&1>ͳͲ
    ͷ௥Ճ
    τʔΫϯԽ
    ϕΫτϧԽ
    ɾτʔΫϯɺจষλΠϓɺจষதͷҐஔʹԠͨ͡ϕΫτϧԽˠ࿨ࢉ
    <>#&35ʹΑΔࣗવݴޠॲཧೖ໳
    <>#&351SFUSBJOJOHPG%FFQ#JEJSFDUJPOBM5SBOTGPSNFST

    τʔΫϯྻ<>
    ೖྗϕΫτϧ<>
    #&35΁ೖྗ͢ΔͨΊʹจষΛஈ֊Ͱม׵

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  10. #&35ࣄલֶश
    ̋.BTLFE-BOHVBHF.PEFM .-.

    ɾೖྗτʔΫϯͷΛಛघτʔΫϯ<."4,>ʹஔ׵
    ɾஔ׵จষΛ#&35ʹೖྗͯ͠<."4,>ͷத਎Λ༧ଌ
    େྔͷڭࢣͳ͠ ϥϕϧͳ͠
    σʔλ͔Β൚༻తͳݴޠύλʔϯΛֶश
    ໨త
    ख๏
    ̋/FYU4FOUFODF1SFEJDUJPO
    ɾೋจ͕༩͑ΒΕΔλεΫͰͦΕͧΕͷؔ࿈ੑΛֶश
    ɾಛघτʔΫϯ<$-4>ʹରԠ͢Δ#&35ͷग़ྗΛ෼ྨثʹೖྗˠ࿈ଓੑΛ൑ఆ
    <>#&35ʹΑΔࣗવݴޠॲཧೖ໳
    ϚεΫԽ<>

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  11. #&35'JOF5VOJOH
    ɾࣄલֶशࡁ#&35ϞσϧΛλεΫ಺༰ʹԠͨ͡෼ྨثʹ઀ଓ
    ɾϥϕϧ෇͖σʔλͰ#&35ͱ෼ྨثͷ྆ํͷύϥϝʔλΛֶश
    ɾ#&35ॳظ஋͸ࣄલֶशͰಘͨύϥϝʔλ㱺গσʔλ͔ΒߴੑೳϞσϧΛऔಘ
    ໨త
    ख๏
    গྔͷڭࢣ͋Γ ϥϕϧ෇͖
    σʔλ͔ΒλεΫʹಛԽֶͨ͠शΛ࣮ࢪ
    'JOF5VOJOH<>
    <>#&35ʹΑΔࣗવݴޠॲཧೖ໳

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  12. ࿦จͷ಺༰ 5BC#&35

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  13. )JFSBSDIJDBM5BCVMBS#&35 5BC#&35

    ɾଟมྔදσʔλͷֶशʹ#&35ΛԠ༻ͨ͠Ϟσϧ<>
    ɾஈ֊Ͱ&ODPEF㱺ϑΟʔϧυؒͱߦؒͷ྆ํͷରԠؔ܎Λ൓ө )JFSBSDIJDBM

    5BC#&35<>
    <>5"#6-"353"/4'03.&34'03.0%&-*/(.6-5*7"3*"5&5*.&4&3*&4

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  14. 5BC#&35σʔλલॲཧ
    ɾֶशʹඞཁͳΧϥϜ ϑΟʔϧυ
    Λநग़
    ɾ࿈ଓม਺ͷϑΟʔϧυΛΧςΰϦԽFY
    ˠ
    ੜσʔλ લॲཧσʔλ

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  15. 5BC#&35ࣄલֶश
    ɾສτϥϯβΫγϣϯ ສϢʔβ
    ͷσʔλΛ࢖༻
    ɾ8JOEPX 4USJEF εϥΠσΟϯά΢Οϯυ΢

    ɾϥϕϧͷϑΟʔϧυb*T'SBVE `Λআڈ λεΫ΁ͷӨڹΛ๷ࢭ

    ɾ.-.Ͱ<."4,>༧ଌ $SPTT&OUSPQZ-PTTͰਫ਼౓ධՁ

    .-.
    ."4,
    ."4,
    ."4,
    ."4,
    ."4,
    ."4,
    ."4,
    ."4,

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  16. 5BC#&35ෆਖ਼ݕ஌λεΫ
    ɾλεΫͷͨΊʹτϥϯβΫγϣϯͣͭϚʔδ
    ɾෆਖ਼σʔλ਺গ ໿ສສ
    ͷͨΊΞοϓαϯϓϦϯά
    ɾສςετσʔλͰ'είΞ ద߹཰ͱ࠶ݱ཰ͷௐ࿨ฏۉ
    ΛධՁ
    ɾ.-1-45.୯ମͱ5BC#&35͋Γͷ'είΞൺֱ㱺5BC#&35͋Γͷํ͕ߴ͍
    'είΞൺֱ<>
    <>5"#6-"353"/4'03.&34'03.0%&-*/(.6-5*7"3*"5&5*.&4&3*&4

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