arXiv:2410.02081cs.LG2024-10被引 10

0.1K参数模型实现多变量时间序列精准预测,适合低资源设备部署。

MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters

  • 融合时域与频域特征,用线性结构捕捉复杂依赖关系。
  • 参数量仅0.1K,在四个基准数据集上表现媲美甚至超越先进模型。
  • 特别适合边缘设备等计算资源受限场景使用。

近年来,长期时间序列预测(LTSF)受到广泛关注,需分析大量历史数据以识别模式和趋势进行长期未来值预测。由于复杂的时序依赖和高计算需求,该任务面临挑战。尽管基于Transformer的模型精度高,但计算开销大,难以在硬件受限设备上部署。而线性模型通过时域分解或频域紧凑表示降低计算负担。本文提出MixLinear,一种专为资源受限设备设计的超轻量级多变量时间序列预测模型。它通过建模时域内段与段间变化,并从低维隐空间提取频域变化,有效捕捉时序与频率特征。将下采样n长度输入/输出单层线性模型的参数规模从O(n²)降至O(n),实现高效计算且不牺牲精度。在四个基准数据集上的广泛评估表明,MixLinear以极少量参数(0.1K)达到与现有最优模型相当或更优的预测性能,非常适用于计算能力受限设备的部署。

原文摘要 · Abstract (English)

Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There exist significant challenges in LTSF due to its complex temporal dependencies and high computational demands. Although Transformer-based models offer high forecasting accuracy, they are often too compute-intensive to be deployed on devices with hardware constraints. On the other hand, the linear models aim to reduce the computational overhead by employing either decomposition methods in the time domain or compact representations in the frequency domain. In this paper, we propose MixLinear, an ultra-lightweight multivariate time series forecasting model specifically designed for resource-constrained devices. MixLinear effectively captures both temporal and frequency domain features by modeling intra-segment and inter-segment variations in the time domain and extracting frequency variations from a low-dimensional latent space in the frequency domain. By reducing the parameter scale of a downsampled $n$-length input/output one-layer linear model from $O(n^2)$ to $O(n)$, MixLinear achieves efficient computation without sacrificing accuracy. Extensive evaluations with four benchmark datasets show that MixLinear attains forecasting performance comparable to, or surpassing, state-of-the-art models with significantly fewer parameters ($0.1K$), which makes it well-suited for deployment on devices with limited computational capacity.

时间序列轻量模型边缘计算

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