arXiv:2411.04669cs.LGcs.AI2024-11被引 4

EffiCANet高效捕捉时间序列长程依赖与变量关系,兼顾精度与速度。

EffiCANet: Efficient Time Series Forecasting with Convolutional Attention

  • 用分解卷积和注意力机制协同建模时间与变量间的复杂关系。
  • 在9个数据集上平均降低10.02%的MAE,计算成本减少26.2%。
  • 适合工业监控、智慧城市等需实时处理的多变量时序场景。

传感器网络在工业监测与智慧城市建设中产生海量多变量时间序列数据,亟需高效精准的预测模型。现有深度学习方法难以同时捕捉长程依赖与复杂变量间关系,尤其在实时处理约束下表现受限——部分模型仅适用于短期预测,或以高计算开销换取长期准确性。为此,我们提出EffiCANet:一种高效的卷积注意力网络,通过三个核心组件实现性能突破:(1) 时间大核分解卷积(TLDC)模块,有效建模长期时间依赖并降低计算开销;(2) 变量分组卷积(IVGC)模块,捕捉变量间动态演化关系;(3) 全局时空注意力(GTVA)机制,聚焦关键时空特征。在九个基准数据集上的实验表明,EffiCANet相比前沿模型最高降低10.02%的MAE,同时相较传统大核卷积方法减少26.2%的计算成本,得益于其高效的分解策略。

原文摘要 · Abstract (English)

The exponential growth of multivariate time series data from sensor networks in domains like industrial monitoring and smart cities requires efficient and accurate forecasting models. Current deep learning methods often fail to adequately capture long-range dependencies and complex inter-variable relationships, especially under real-time processing constraints. These limitations arise as many models are optimized for either short-term forecasting with limited receptive fields or long-term accuracy at the cost of efficiency. Additionally, dynamic and intricate interactions between variables in real-world data further complicate modeling efforts. To address these limitations, we propose EffiCANet, an Efficient Convolutional Attention Network designed to enhance forecasting accuracy while maintaining computational efficiency. EffiCANet integrates three key components: (1) a Temporal Large-kernel Decomposed Convolution (TLDC) module that captures long-term temporal dependencies while reducing computational overhead; (2) an Inter-Variable Group Convolution (IVGC) module that captures complex and evolving relationships among variables; and (3) a Global Temporal-Variable Attention (GTVA) mechanism that prioritizes critical temporal and inter-variable features. Extensive evaluations across nine benchmark datasets show that EffiCANet achieves the maximum reduction of 10.02% in MAE over state-of-the-art models, while cutting computational costs by 26.2% relative to conventional large-kernel convolution methods, thanks to its efficient decomposition strategy.

时间序列卷积注意力高效模型

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