提升时间序列中低能量成分的可学习性,显著改善预测精度
Amplifier: Bringing Attention to Neglected Low-Energy Components in Time Series Forecasting
- 通过能量放大与恢复模块增强低能量成分的信号
- 在8个基准数据集上优于当前最优模型,兼顾效果与效率
- 适合处理含微弱但关键模式的时间序列数据
我们提出一种能量放大技术,以解决现有模型在时间序列预测中易忽略低能量成分的问题。该技术包含能量放大块和能量恢复块:前者增强低能量成分的能量以提升模型学习效率,后者将其还原至原始水平。考虑到能量放大后频谱常出现两个显著峰值,我们结合季节-趋势预测器,分别建模这两个峰值的时序关系,构成所提模型Amplifier的核心结构。此外,设计半通道交互时序关系增强块,从通道共性和特异性角度强化时序建模能力。在八个时间序列预测基准上的大量实验表明,Amplifier在有效性与效率上均显著优于当前先进方法。
原文摘要 · Abstract (English)
We propose an energy amplification technique to address the issue that existing models easily overlook low-energy components in time series forecasting. This technique comprises an energy amplification block and an energy restoration block. The energy amplification block enhances the energy of low-energy components to improve the model's learning efficiency for these components, while the energy restoration block returns the energy to its original level. Moreover, considering that the energy-amplified data typically displays two distinct energy peaks in the frequency spectrum, we integrate the energy amplification technique with a seasonal-trend forecaster to model the temporal relationships of these two peaks independently, serving as the backbone for our proposed model, Amplifier. Additionally, we propose a semi-channel interaction temporal relationship enhancement block for Amplifier, which enhances the model's ability to capture temporal relationships from the perspective of the commonality and specificity of each channel in the data. Extensive experiments on eight time series forecasting benchmarks consistently demonstrate our model's superiority in both effectiveness and efficiency compared to state-of-the-art methods.
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