Leveraging machine learning techniques to automatically determine the optimal starting point of a time series can significantly enhance the accuracy of time series forecasts.
The Time Evidence Fusion Network (TEFN) is a novel neural network architecture that leverages evidence theory and information fusion to achieve robust, efficient, and interpretable long-term time series forecasting.
The core message of this article is that the proposed Minusformer architecture can effectively mitigate the overfitting problem in time series forecasting by progressively learning the residuals of the supervision signal through a subtraction-based information aggregation mechanism.
Source data similarity enhances forecasting accuracy and reduces bias, while source diversity enhances forecasting accuracy and uncertainty estimation but increases bias.
Tiny Time Mixers (TTMs), a significantly small pre-trained model (≤1M parameters) based on the lightweight TSMixer architecture, can effectively transfer learning to diverse, unseen target datasets for improved zero/few-shot multivariate time series forecasting.
The DEFM framework leverages deep neural networks to effectively extract both the spatially and temporally associated information from high-dimensional observed time series, enabling accurate multistep-ahead prediction of the future values of a target variable.
ATFNet is an innovative framework that combines a time domain module and a frequency domain module to concurrently capture local and global dependencies in time series data, with a novel Dominant Harmonic Series Energy Weighting mechanism to dynamically adjust the weights between the two modules based on the periodicity of the input time series.
TEMPO, a novel framework that can effectively learn time series representations by utilizing two essential inductive biases: (i) decomposition of the complex interaction between trend, seasonal and residual components; and (ii) introducing the design of prompts to facilitate distribution adaptation in different types of time series.
The authors propose TFB, an automated benchmark for comprehensive and fair evaluation of time series forecasting methods across diverse datasets and techniques.
시간 시리즈 예측을 위한 시맨틱 공간 정보 프롬프트 학습의 중요성