Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching

Fuente: arXiv
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Autores principales: Wang, Meng, Yang, Jintao, Yang, Bin, Li, Hui, Gong, Tongxin, Yang, Bo, Cui, Jiangtao
Formato: Preprint
Publicado: 2025
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author Wang, Meng
Yang, Jintao
Yang, Bin
Li, Hui
Gong, Tongxin
Yang, Bo
Cui, Jiangtao
author_facet Wang, Meng
Yang, Jintao
Yang, Bin
Li, Hui
Gong, Tongxin
Yang, Bo
Cui, Jiangtao
contents Patch-wise Transformer based time series forecasting achieves superior accuracy. However, this superiority relies heavily on intricate model design with massive parameters, rendering both training and inference expensive, thus preventing their deployments on edge devices with limited resources and low latency requirements. In addition, existing methods often work in an autoregressive manner, which take into account only historical values, but ignore valuable, easy-to-obtain context information, such as weather forecasts, date and time of day. To contend with the two limitations, we propose LiPFormer, a novel Lightweight Patch-wise Transformer with weak data enriching. First, to simplify the Transformer backbone, LiPFormer employs a novel lightweight cross-patch attention and a linear transformation-based attention to eliminate Layer Normalization and Feed Forward Network, two heavy components in existing Transformers. Second, we propose a lightweight, weak data enriching module to provide additional, valuable weak supervision to the training. It enhances forecasting accuracy without significantly increasing model complexity as it does not involve expensive, human-labeling but using easily accessible context information. This facilitates the weak data enriching to plug-and-play on existing models. Extensive experiments on nine benchmark time series datasets demonstrate that LiPFormer outperforms state-of-the-art methods in accuracy, while significantly reducing parameter scale, training duration, and GPU memory usage. Deployment on an edge device reveals that LiPFormer takes only 1/3 inference time compared to classic Transformers. In addition, we demonstrate that the weak data enriching can integrate seamlessly into various Transformer based models to enhance their accuracy, suggesting its generality.
format Preprint
id arxiv_https___arxiv_org_abs_2501_10448
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching
Wang, Meng
Yang, Jintao
Yang, Bin
Li, Hui
Gong, Tongxin
Yang, Bo
Cui, Jiangtao
Machine Learning
Artificial Intelligence
Patch-wise Transformer based time series forecasting achieves superior accuracy. However, this superiority relies heavily on intricate model design with massive parameters, rendering both training and inference expensive, thus preventing their deployments on edge devices with limited resources and low latency requirements. In addition, existing methods often work in an autoregressive manner, which take into account only historical values, but ignore valuable, easy-to-obtain context information, such as weather forecasts, date and time of day. To contend with the two limitations, we propose LiPFormer, a novel Lightweight Patch-wise Transformer with weak data enriching. First, to simplify the Transformer backbone, LiPFormer employs a novel lightweight cross-patch attention and a linear transformation-based attention to eliminate Layer Normalization and Feed Forward Network, two heavy components in existing Transformers. Second, we propose a lightweight, weak data enriching module to provide additional, valuable weak supervision to the training. It enhances forecasting accuracy without significantly increasing model complexity as it does not involve expensive, human-labeling but using easily accessible context information. This facilitates the weak data enriching to plug-and-play on existing models. Extensive experiments on nine benchmark time series datasets demonstrate that LiPFormer outperforms state-of-the-art methods in accuracy, while significantly reducing parameter scale, training duration, and GPU memory usage. Deployment on an edge device reveals that LiPFormer takes only 1/3 inference time compared to classic Transformers. In addition, we demonstrate that the weak data enriching can integrate seamlessly into various Transformer based models to enhance their accuracy, suggesting its generality.
title Towards Lightweight Time Series Forecasting: a Patch-wise Transformer with Weak Data Enriching
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2501.10448