Ister：用于高效多变量时间序列预测的线性Transformer
Ister: Linear Transformer for Efficient Multivariate Time Series Forecasting
AI总结：
Ister提出了一种线性复杂度的注意力机制和倒置季节趋势分解策略，提升多变量时间序列预测的准确性和效率，实验证明其在多个基准上达到最优性能。
摘要：
Ister提出了一种线性复杂度的注意力机制和倒置季节趋势分解策略，提升多变量时间序列预测的准确性和效率，实验证明其在多个基准上达到最优性能。
英文摘要：
Transformer-based models have achieved remarkable success in multivariate time series forecasting (MTSF) by capturing long-range dependencies. However, their widespread adoption is hindered by the quadratic computational complexity of self-attention, which limits scalability on high-dimensional sequences. To address this challenge, we propose the Inverted Seasonal-Trend Decomposition Transformer (Ister), a novel architecture that enhances both predictive accuracy and computational efficiency. Central to Ister is Dot-attention, a linear-complexity attention mechanism that replaces conventional multi-head self-attention with element-wise dot-product operations to model inter-series dependencies. Furthermore, we introduce an inverted seasonal-trend decomposition strategy that isolates periodic components, enabling the model to focus learning on periodic patterns, thereby improving the performance of channel alignment. Extensive experiments across several real-world benchmarks demonstrate that Ister consistently achieves state-of-the-art performance. Code is available at https://github.com/macovaseas/Ister.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
