X
|
Input sequence (time series of interest) |
|
Input at time step t
|
h
|
Sequence of hidden states from LSTM encoder |
|
Hidden state at time step t
|
W
|
Weight matrices |
b
|
Bias vectors |
|
Input gate vector at time step t
|
|
Forget gate vector at time step t
|
|
Output gate vector at time step t
|
|
Candidate gate vector at time step t
|
|
Candidate memory cell at time step t
|
c
|
Feature map of the input sequence from CNN |
|
Attention weights for encoder hidden state and CNN output
|
|
Context vector at time step t
|
|
Query matrix at time step t
|
|
Key matrix at time step t
|
|
Value matrix at time step t
|
|
Multi-head attention weights for key-value pairs |
|
Multi-head context vector at time step t
|
|
Intermediate output of the GRN |
|
Intermediate output of the GRN |
|
Quantile regression output at time step t
|