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| Main Authors: | , , , , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.02258 |
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| _version_ | 1866914855862140928 |
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| author | Kristoffersen, Simen Nordby, Peter Skaar Malacarne, Sara Ruocco, Massimiliano Ortiz, Pablo |
| author_facet | Kristoffersen, Simen Nordby, Peter Skaar Malacarne, Sara Ruocco, Massimiliano Ortiz, Pablo |
| contents | We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance. Evaluated on a real-world industrial telecommunication dataset, SiamTST demonstrates significant improvements in forecasting accuracy over existing methods. Notably, a simple linear network also shows competitive performance, achieving the second-best results, just behind SiamTST. The code is available at https://github.com/simenkristoff/SiamTST. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_02258 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | SiamTST: A Novel Representation Learning Framework for Enhanced Multivariate Time Series Forecasting applied to Telco Networks Kristoffersen, Simen Nordby, Peter Skaar Malacarne, Sara Ruocco, Massimiliano Ortiz, Pablo Machine Learning Artificial Intelligence We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance. Evaluated on a real-world industrial telecommunication dataset, SiamTST demonstrates significant improvements in forecasting accuracy over existing methods. Notably, a simple linear network also shows competitive performance, achieving the second-best results, just behind SiamTST. The code is available at https://github.com/simenkristoff/SiamTST. |
| title | SiamTST: A Novel Representation Learning Framework for Enhanced Multivariate Time Series Forecasting applied to Telco Networks |
| topic | Machine Learning Artificial Intelligence |
| url | https://arxiv.org/abs/2407.02258 |