CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting
Fuente:
arXiv
Guardado en:
| Autores principales: | , , , , , , , |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866916527444328448 |
|---|---|
| author | Wang, Haoxin Mo, Yipeng Xiang, Kunlan Yin, Nan Dai, Honghe Li, Bixiong Fan, Songhai Mo, Site |
| author_facet | Wang, Haoxin Mo, Yipeng Xiang, Kunlan Yin, Nan Dai, Honghe Li, Bixiong Fan, Songhai Mo, Site |
| contents | In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables. However, such a concept often simplifies the complex interactions among channels, potentially leading to information loss. To address this challenge, we propose a strategy of channel independence followed by mixing. Based on this strategy, we introduce CSformer, a novel framework featuring a two-stage multiheaded self-attention mechanism. This mechanism is designed to extract and integrate both channel-specific and sequence-specific information. Distinctively, CSformer employs parameter sharing to enhance the cooperative effects between these two types of information. Moreover, our framework effectively incorporates sequence and channel adapters, significantly improving the model's ability to identify important information across various dimensions. Extensive experiments on several real-world datasets demonstrate that CSformer achieves state-of-the-art results in terms of overall performance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_06220 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting Wang, Haoxin Mo, Yipeng Xiang, Kunlan Yin, Nan Dai, Honghe Li, Bixiong Fan, Songhai Mo, Site Machine Learning Artificial Intelligence In the domain of multivariate time series analysis, the concept of channel independence has been increasingly adopted, demonstrating excellent performance due to its ability to eliminate noise and the influence of irrelevant variables. However, such a concept often simplifies the complex interactions among channels, potentially leading to information loss. To address this challenge, we propose a strategy of channel independence followed by mixing. Based on this strategy, we introduce CSformer, a novel framework featuring a two-stage multiheaded self-attention mechanism. This mechanism is designed to extract and integrate both channel-specific and sequence-specific information. Distinctively, CSformer employs parameter sharing to enhance the cooperative effects between these two types of information. Moreover, our framework effectively incorporates sequence and channel adapters, significantly improving the model's ability to identify important information across various dimensions. Extensive experiments on several real-world datasets demonstrate that CSformer achieves state-of-the-art results in terms of overall performance. |
| title | CSformer: Combining Channel Independence and Mixing for Robust Multivariate Time Series Forecasting |
| topic | Machine Learning Artificial Intelligence |
| url | https://arxiv.org/abs/2312.06220 |