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Autori principali: Zhang, Zhicheng, Wang, Yong, Tan, Shaoqi, Xia, Bowei, Luo, Yujie
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2405.12462
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author Zhang, Zhicheng
Wang, Yong
Tan, Shaoqi
Xia, Bowei
Luo, Yujie
author_facet Zhang, Zhicheng
Wang, Yong
Tan, Shaoqi
Xia, Bowei
Luo, Yujie
contents Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing various dependencies among data points. Despite these advancements, it has been a subject of concern to improve the efficiency of the self-attention mechanism. Unfortunately, current specific optimization methods are facing the challenges in applicability and scalability for the future design of long sequence time series forecasting models. Hence, in this article, we propose a novel architectural framework that enhances Transformer-based models through the integration of Surrogate Attention Blocks (SAB) and Surrogate Feed-Forward Neural Network Blocks (SFB). The framework reduces both time and space complexity by the replacement of the self-attention and feed-forward layers with SAB and SFB while maintaining their expressive power and architectural advantages. The equivalence of this substitution is fully demonstrated. The extensive experiments on 10 Transformer-based models across five distinct time series tasks demonstrate an average performance improvement of 12.4%, alongside 61.3% reduction in parameter counts.
format Preprint
id arxiv_https___arxiv_org_abs_2405_12462
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Enhancing Transformer-based models for Long Sequence Time Series Forecasting via Structured Matrix
Zhang, Zhicheng
Wang, Yong
Tan, Shaoqi
Xia, Bowei
Luo, Yujie
Machine Learning
Artificial Intelligence
Recently, Transformer-based models for long sequence time series forecasting have demonstrated promising results. The self-attention mechanism as the core component of these Transformer-based models exhibits great potential in capturing various dependencies among data points. Despite these advancements, it has been a subject of concern to improve the efficiency of the self-attention mechanism. Unfortunately, current specific optimization methods are facing the challenges in applicability and scalability for the future design of long sequence time series forecasting models. Hence, in this article, we propose a novel architectural framework that enhances Transformer-based models through the integration of Surrogate Attention Blocks (SAB) and Surrogate Feed-Forward Neural Network Blocks (SFB). The framework reduces both time and space complexity by the replacement of the self-attention and feed-forward layers with SAB and SFB while maintaining their expressive power and architectural advantages. The equivalence of this substitution is fully demonstrated. The extensive experiments on 10 Transformer-based models across five distinct time series tasks demonstrate an average performance improvement of 12.4%, alongside 61.3% reduction in parameter counts.
title Enhancing Transformer-based models for Long Sequence Time Series Forecasting via Structured Matrix
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2405.12462