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SDMixer:用于时间序列预测的稀疏双混合器

SDMixer: Sparse Dual-Mixer for Time Series Forecasting

School of Software Engineering, Beijing Jiaotong University, Beijing, China(软件工程学院,北京交通大学,北京,中国)

Xiang Ao

AI总结:

SDMixer通过双流稀疏机制提升时间序列预测的准确性与泛化能力

摘要:

多变量时间序列预测广泛应用于交通、能源和金融等领域。然而,数据通常存在多尺度特征、弱相关性和噪声干扰等问题,限制了现有模型的预测性能。本文提出了一种双流稀疏Mixer预测框架,分别从频率域和时间域中序列中提取全局趋势和局部动态特征。它采用稀疏机制来过滤无效信息,从而增强跨变量依赖关系建模的准确性。实验结果表明,该方法在多个真实场景数据集上实现了领先性能,验证了其有效性和通用性。代码可在https://github.com/SDMixer/SDMixer获取。

英文摘要:

Multivariate time series forecasting is widely applied in fields such as transportation, energy, and finance. However, the data commonly suffers from issues of multi-scale characteristics, weak correlations, and noise interference, which limit the predictive performance of existing models. This paper proposes a dual-stream sparse Mixer prediction framework that extracts global trends and local dynamic features from sequences in both the frequency and time domains, respectively. It employs a sparsity mechanism to filter out invalid information, thereby enhancing the accuracy of cross-variable dependency modeling. Experimental results demonstrate that this method achieves leading performance on multiple real-world scenario datasets, validating its effectiveness and generality. The code is available at https://github.com/SDMixer/SDMixer

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。

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