Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866912098331656192 |
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| author | Shang, Zongjiang Chen, Ling wu, Binqing Cui, Dongliang |
| author_facet | Shang, Zongjiang Chen, Ling wu, Binqing Cui, Dongliang |
| contents | Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and leveraging attention to model pair-wise interactions may cause the information utilization bottleneck. (2) Multiple inherent temporal variations (e.g., rising, falling, and fluctuating) entangled in temporal patterns. To this end, we propose Adaptive Multi-Scale Hypergraph Transformer (Ada-MSHyper) for time series forecasting. Specifically, an adaptive hypergraph learning module is designed to provide foundations for modeling group-wise interactions, then a multi-scale interaction module is introduced to promote more comprehensive pattern interactions at different scales. In addition, a node and hyperedge constraint mechanism is introduced to cluster nodes with similar semantic information and differentiate the temporal variations within each scales. Extensive experiments on 11 real-world datasets demonstrate that Ada-MSHyper achieves state-of-the-art performance, reducing prediction errors by an average of 4.56%, 10.38%, and 4.97% in MSE for long-range, short-range, and ultra-long-range time series forecasting, respectively. Code is available at https://github.com/shangzongjiang/Ada-MSHyper. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_23992 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting Shang, Zongjiang Chen, Ling wu, Binqing Cui, Dongliang Machine Learning Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and leveraging attention to model pair-wise interactions may cause the information utilization bottleneck. (2) Multiple inherent temporal variations (e.g., rising, falling, and fluctuating) entangled in temporal patterns. To this end, we propose Adaptive Multi-Scale Hypergraph Transformer (Ada-MSHyper) for time series forecasting. Specifically, an adaptive hypergraph learning module is designed to provide foundations for modeling group-wise interactions, then a multi-scale interaction module is introduced to promote more comprehensive pattern interactions at different scales. In addition, a node and hyperedge constraint mechanism is introduced to cluster nodes with similar semantic information and differentiate the temporal variations within each scales. Extensive experiments on 11 real-world datasets demonstrate that Ada-MSHyper achieves state-of-the-art performance, reducing prediction errors by an average of 4.56%, 10.38%, and 4.97% in MSE for long-range, short-range, and ultra-long-range time series forecasting, respectively. Code is available at https://github.com/shangzongjiang/Ada-MSHyper. |
| title | Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2410.23992 |