Transformer-based and MLP-based methods have emerged as leading approaches in time series forecasting (TSF). While Transformer-based methods excel in capturing long-range dependencies, they suffer from high computational complexities and tend to overfit. Conversely, MLP-based methods offer computational efficiency and adeptness in modeling temporal dynamics, but they struggle with capturing complex temporal patterns effectively. To address these challenges, we propose a novel MLP-based Adaptive Multi-Scale Decomposition (AMD) framework for TSF. Our framework decomposes time series into distinct temporal patterns at multiple scales, leveraging the Multi-Scale Decomposable Mixing (MDM) block to dissect and aggregate these patterns in a residual manner. Complemented by the Dual Dependency Interaction (DDI) block and the Adaptive Multi-predictor Synthesis (AMS) block, our approach effectively models both temporal and channel dependencies and utilizes autocorrelation to refine multi-scale data integration. Comprehensive experiments demonstrate that our AMD framework not only overcomes the limitations of existing methods but also consistently achieves state-of-the-art performance in both long-term and short-term forecasting tasks across various datasets, showcasing superior efficiency. Code is available at https://github.com/TROUBADOUR000/AMD
KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting
Shanghai Advanced Research Institute, Chinese Academy of Sciences(上海先进研究院,中国科学院);University of Chinese Academy of Sciences(中国科学院大学);Beijing Jiaotong University(北京交通大学)
Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling
University of Electronic Science and Technology of China(电子科技大学);The Hong Kong Polytechnic University(香港理工大学);Shanghai Artificial Intelligence Laboratory(上海人工智能实验室);University of Cambridge(剑桥大学)
Parsimony or Capability? Decomposition Delivers Both in Long-term Time Series Forecasting
Hong Kong Generative AI Research and Development Center(香港生成式人工智能研发中心);University of Technology Sydney(悉尼科技大学);University of New South Wales(新南威尔士大学);School of Artificial Intelligence, Jilin University(吉林大学人工智能学院);A*STAR(新加坡科技研究局);AI Thrust, The Hong Kong University of Science and Technology (Guangzhou)(香港科技大学(广州)AI 学科);CSE, The Hong Kong University of Science and Technology(香港科技大学计算机科学与工程学系)
ASTGI: Adaptive Spatio-Temporal Graph Interactions for Irregular Multivariate Time Series Forecasting
School of Data Science and Engineering, East China Normal University, Shanghai, China(东华大学数据科学与工程学院,上海,中国);Engineering Research Center of Blockchain Data Management, Ministry of Education, China(教育部区块链数据管理工程研究中心,中国)
AdaMixT: Adaptive Weighted Mixture of Multi-Scale Expert Transformers for Time Series Forecasting
School of Computer Science, Peking University(北京大学计算机科学系);Center for Machine Learning Research, Peking University(北京大学机器学习研究中心);Tsinghua University(清华大学)
Implementing a new fully stepwise decomposition-based sampling technique for the hybrid water level forecasting model in real-world application
School of Cyber Science and Technology, University of Science and Technology of China(中国科学技术大学网络空间安全学院);School of Internet, Anhui University(安徽大学互联网学院);Chinese Academy of Sciences, Institute of Plasma Physics(中国科学院等离子体物理研究所);School of Software Technology, Zhejiang University(浙江大学软件学院)
QGAPHEnsemble : Combining Hybrid QLSTM Network Ensemble via Adaptive Weighting for Short Term Weather Forecasting
Georgia Institute of Technology(佐治亚理工学院);Indian Institute of Engineering Science and Technology, Shibpur(印度工程科学技术学院(希布普尔));IIT Roorkee(鲁基印度理工学院);National Institute of Technology, Rourkela(罗尔克拉国家理工学院);National Institute of Technology Karnataka(卡纳塔克邦国家理工学院);Jadavpur University(贾达沃普尔大学)
Disentangling Structured Components: Towards Adaptive, Interpretable and Scalable Time Series Forecasting
Australian Artificial Intelligence Institute, University of Technology Sydney(悉尼科技大学澳大利亚人工智能研究所);Southern University of Science and Technology(南方科技大学);University of California, Los Angeles(加州大学洛杉矶分校);University of Tokyo(东京大学);University of New South Wales(新南威尔士大学);Tencent WXG(腾讯微信事业群);Agency for Science, Technology and Research (A*STAR)(新加坡科技研究局)
A New Unified Deep Learning Approach with Decomposition-Reconstruction-Ensemble Framework for Time Series Forecasting
Academy of Mathematics and Systems Science, Chinese Academy of Sciences(中国科学院数学与系统科学研究院);School of Mathematical Sciences, University of Chinese Academy of Sciences(中国科学院大学数学科学学院);School of Management, Xi'an Jiaotong University(西安交通大学管理学院)
Experimental Investigation of Variational Mode Decomposition and Deep Learning for Short-Term Multi-horizon Residential Electric Load Forecasting
University of North Dakota(北达科他大学);Czech Technical University in Prague(捷克布拉格技术大学);International University of Rabat(拉巴特国际大学);University of Leeds(利兹大学);Mohammed V University in Rabat(拉巴特穆罕默德五世大学)
A Unified Frequency Domain Decomposition Framework for Interpretable and Robust Time Series Forecasting
University of Science and Technology of China(科学技术大学);Shanghai Black Wing Asset Management Co., Ltd.(上海黑翼资产管理有限公司);Di-Matrix(Shanghai) Information Technology Co., Ltd.(迪矩阵(上海)信息技术有限公司);The Chinese University of Hong Kong(香港中文大学)
End-to-End Neural Decomposition with Koopman Operators for Time-Series Forecasting
National Taiwan University(台湾大学);National Institute of Information and Communications Technology(信息通信研究机构);Research Center for Information Technology Innovation(资讯科技创新研究中心)