Many real-world applications require the prediction of long sequence time-series, such as electricity consumption planning. Long sequence time-series forecasting (LSTF) demands a high prediction capacity of the model, which is the ability to capture precise long-range dependency coupling between output and input efficiently. Recent studies have shown the potential of Transformer to increase the prediction capacity. However, there are several severe issues with Transformer that prevent it from being directly applicable to LSTF, including quadratic time complexity, high memory usage, and inherent limitation of the encoder-decoder architecture. To address these issues, we design an efficient transformer-based model for LSTF, named Informer, with three distinctive characteristics: (i) a $ProbSparse$ self-attention mechanism, which achieves $O(L \log L)$ in time complexity and memory usage, and has comparable performance on sequences' dependency alignment. (ii) the self-attention distilling highlights dominating attention by halving cascading layer input, and efficiently handles extreme long input sequences. (iii) the generative style decoder, while conceptually simple, predicts the long time-series sequences at one forward operation rather than a step-by-step way, which drastically improves the inference speed of long-sequence predictions. Extensive experiments on four large-scale datasets demonstrate that Informer significantly outperforms existing methods and provides a new solution to the LSTF problem.
Nanyang Technological University（南洋理工大学）；Institute for Infocomm Research (I2R), Agency for Science, Technology and Research (ASTAR)（新加坡科技研究局资讯通信研究院（I2R））
Electric Vehicle (EV) charging demand and charging station availability forecasting is one of the challenges in the intelligent transportation system. With the accurate EV station situation prediction, suitable charging behaviors could be scheduled in advance to relieve range anxiety. Many existing deep learning methods are proposed to address this issue, however, due to the complex road network structure and comprehensive external factors, such as point of interests (POIs) and weather effects, many commonly used algorithms could just extract the historical usage information without considerin…
Time series forecasting is essential for a wide range of real-world applications. Recent studies have shown the superiority of Transformer in dealing with such problems, especially long sequence time series input(LSTI) and long sequence time series forecasting(LSTF) problems. To improve the efficiency and enhance the locality of Transformer, these studies combine Transformer with CNN in varying degrees. However, their combinations are loosely-coupled and do not make full use of CNN. To address this issue, we propose the concept of tightly-coupled convolutional Transformer(TCCT) and three TCCT …
QKCV Attention: Enhancing Time Series Forecasting with Static Categorical Embeddings for Both Lightweight and Pre-trained Foundation Models
Independent Researcher（独立研究者）；Key Laboratory of Brain-Machine Intelligence for Information Behavior (Ministry of Education and Shanghai)（信息行为脑机智能关键实验室）；School of Business and Management（商学院）
Nanyang Technological University（南洋理工大学）；Agency for Science, Technology and Research（新加坡科技研究局）；Institute for Infocomm Research（资讯通信研究院）
Accurate long series forecasting of traffic information is critical for the development of intelligent traffic systems. We may benefit from the rapid growth of neural network analysis technology to better understand the underlying functioning patterns of traffic networks as a result of this progress. Due to the fact that traffic data and facility utilization circumstances are sequentially dependent on past and present situations, several related neural network techniques based on temporal dependency extraction models have been developed to solve the problem. The complicated topological road st…
Recurrent Neural Networks were, until recently, one of the best ways to capture the timely dependencies in sequences. However, with the introduction of the Transformer, it has been proven that an architecture with only attention-mechanisms without any RNN can improve on the results in various sequence processing tasks (e.g. NLP). Multiple studies since then have shown that similar approaches can be applied for images, point clouds, video, audio or time series forecasting. Furthermore, solutions such as the Perceiver or the Informer have been introduced to expand on the applicability of the Tra…
Learnable Koopman-Enhanced Transformer-Based Time Series Forecasting with Spectral Control
Max Planck Institute of Geoanthropology（马克斯·普朗克地理人类学研究所）；Department of Electrical Engineering and Information Technology, University of Naples（那不勒斯大学电气工程与信息学院）
We propose an efficient design of Transformer-based models for multivariate time series forecasting and self-supervised representation learning. It is based on two key components: (i) segmentation of time series into subseries-level patches which are served as input tokens to Transformer; (ii) channel-independence where each channel contains a single univariate time series that shares the same embedding and Transformer weights across all the series. Patching design naturally has three-fold benefit: local semantic information is retained in the embedding; computation and memory usage of the att…
Traffic flow forecasting is challenging due to the intricate spatio-temporal correlations in traffic flow data. Existing Transformer-based methods usually treat traffic flow forecasting as multivariate time series (MTS) forecasting. However, too many sensors can cause a vector with a dimension greater than 800, which is difficult to process without information loss. In addition, these methods design complex mechanisms to capture spatial dependencies in MTS, resulting in slow forecasting speed. To solve the abovementioned problems, we propose a Fast Pure Transformer Network (FPTN) in this paper…
Norwegian University of Science and Technology（挪威科技大学）
Time series forecasting is an important problem, with many real world applications. Ensembles of deep neural networks have recently achieved impressive forecasting accuracy, but such large ensembles are impractical in many real world settings. Transformer models been successfully applied to a diverse set of challenging problems. We propose a novel adaptation of the original Transformer architecture focusing on the task of time series forecasting, called Persistence Initialization. The model is initialized as a naive persistence model by using a multiplicative gating mechanism combined with a r…
Time-series forecasting plays an important role in many real-world scenarios, such as equipment life cycle forecasting, weather forecasting, and traffic flow forecasting. It can be observed from recent research that a variety of transformer-based models have shown remarkable results in time-series forecasting. However, there are still some issues that limit the ability of transformer-based models on time-series forecasting tasks: (i) learning directly on raw data is susceptible to noise due to its complex and unstable feature representation; (ii) the self-attention mechanisms pay insufficient …
Transformers have demonstrated impressive strength in long-term series forecasting. Existing prediction research mostly focused on mapping past short sub-series (lookback window) to future series (forecast window). The longer training dataset time series will be discarded, once training is completed. Models can merely rely on lookback window information for inference, which impedes models from analyzing time series from a global perspective. And these windows used by Transformers are quite narrow because they must model each time-step therein. Under this point-wise processing style, broadening…
The MITRE Corporation（MITRE公司）；Federal Aviation Administration（美国联邦航空管理局）
Transformers have become the de-facto standard in the natural language processing (NLP) field. They have also gained momentum in computer vision and other domains. Transformers can enable artificial intelligence (AI) models to dynamically focus on certain parts of their input and thus reason more effectively. Inspired by the success of transformers, we adopted this technique to predict strategic flight departure demand in multiple horizons. This work was conducted in support of a MITRE-developed mobile application, Pacer, which displays predicted departure demand to general aviation (GA) fligh…
MR-ImagenTime: Multi-Resolution Time Series Generation through Dual Image Representations
State Grid Hunan Electric Power Company Limited Research Institute & Hunan Province Engineering Technology Research Center of Electric Power Multimodal Perception and Edge Intelligence（国网湖南省电力有限公司电力科学研究院 & 湖南省电力多模态感知与边缘智能工程技术研究中心）
HDT: Hierarchical Discrete Transformer for Multivariate Time Series Forecasting
College of Computing and Data Science, Nanyang Technological University (NTU)（南洋理工大学计算与数据科学学院）；Webank-NTU Joint Research Institute on Fintech, NTU（微众银行-南洋理工大学金融科技联合研究院）；Tencent AI Lab（腾讯人工智能实验室）
SCFormer: Structured Channel-wise Transformer with Cumulative Historical State for Multivariate Time Series Forecasting
Xinjiang Technical Institute of Physics and Chemistry, Chinese Academy of Sciences（新疆物理化学技术研究所，中国科学院）；University of Chinese Academy of Sciences（中国科学院大学）；Xinjiang Laboratory of Minority Speech and Language Information Processing（新疆少数民族语言信息处理实验室）
Advancing Long-Term Multi-Energy Load Forecasting with Patchformer: A Patch and Transformer-Based Approach
School of Mathematics, Statistics and Actuarial Science（数学、统计与精算科学学院）；University of Essex（埃塞克斯大学）；Alliance Manchester Business School（曼彻斯特联盟商学院）；University of Manchester（曼彻斯特大学）
Integration of Mamba and Transformer -- MAT for Long-Short Range Time Series Forecasting with Application to Weather Dynamics
University at Albany, State University of New York（纽约州立大学奥尔巴尼分校）；Digital Financial Information Technology Co.LTD（数字金融信息技术有限公司）；Northern Arizona University（北亚利桑那大学）
Ister: Linear Transformer for Efficient Multivariate Time Series Forecasting
Hong Kong University of Science and Technology (Guangzhou)（香港理工大学（广州））；ShenZhen University（深圳大学）；Shenzhen Energy Group Co., Ltd.（深圳能源集团有限公司）；South China University of Technology（华南理工大学）
Salesforce Research Asia（Salesforce亚洲研究院）；Singapore Management University（新加坡管理大学）
Transformers have been actively studied for time-series forecasting in recent years. While often showing promising results in various scenarios, traditional Transformers are not designed to fully exploit the characteristics of time-series data and thus suffer some fundamental limitations, e.g., they generally lack of decomposition capability and interpretability, and are neither effective nor efficient for long-term forecasting. In this paper, we propose ETSFormer, a novel time-series Transformer architecture, which exploits the principle of exponential smoothing in improving Transformers for …
Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting because of its powerful parallel training ability. However, the existing Transformer methods do not pay enough attention to the small time segments that play a decisive role in prediction, making it insensitive to small changes that affect the trend of time series, and it is difficult to effectively learn continuous time-dependent features. To solve this probl…
The performance of time series forecasting has recently been greatly improved by the introduction of transformers. In this paper, we propose a general multi-scale framework that can be applied to the state-of-the-art transformer-based time series forecasting models (FEDformer, Autoformer, etc.). By iteratively refining a forecasted time series at multiple scales with shared weights, introducing architecture adaptations, and a specially-designed normalization scheme, we are able to achieve significant performance improvements, from 5.5% to 38.5% across datasets and transformer architectures, wi…
Selective Learning for Deep Time Series Forecasting
State Key Laboratory of AI Safety, Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所人工智能安全国家重点实验室）；University of Chinese Academy of Sciences（中国科学院大学）；Department of Automation, Tsinghua University（清华大学自动化系）
University of Lincoln（林肯大学）；University of Aberdeen（阿伯丁大学）
Yield forecasting is a critical first step necessary for yield optimisation, with important consequences for the broader food supply chain, procurement, price-negotiation, logistics, and supply. However yield forecasting is notoriously difficult, and oft-inaccurate. Premonition Net is a multi-timeline, time sequence ingesting approach towards processing the past, the present, and premonitions of the future. We show how this structure combined with transformers attains critical yield forecasting proficiency towards improving food security, lowering prices, and reducing waste. We find data avail…
