Unlike time series prediction, my task is to perform regression mapping on a set of time series features, i.e. from features [batch_size, seq_len, dim]
to a regression value sequence [batch_size, seq_len, 1]
. I have tried using Transformer or LSTM to accomplish this task but the performance was not satisfactory.
Many existing works on time series Transformers focus on predicting later sequences based on known earlier sequences, which makes it difficult to apply them to my task. Therefore, I would like to inquire:
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Is there a specific name for this ‘time series feature mapping’ task?
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Are there better models/papers that address such tasks?
Thank you very much.
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