Unlocking the Potential of Deep Learning in Peak-Hour Series Forecasting

• URL: http://arxiv.org/abs/2307.01597v2
• Date: Sat, 30 Sep 2023 05:53:03 GMT
• Title: Unlocking the Potential of Deep Learning in Peak-Hour Series Forecasting
• Authors: Zhenwei Zhang, Xin Wang, Jingyuan Xie, Heling Zhang, Yuantao Gu
• Abstract summary: This paper presents Seq2Peak, a novel framework designed specifically for Peak-Hour Series Forecasting (PHSF) tasks. It offers two key components: the CyclicNorm pipeline to mitigate the non-stationarity issue and a simple yet effective trainable- parameter-free peak-hour decoder. Experiments on publicly available time series datasets demonstrate the effectiveness of the proposed framework.
• Score: 19.396667925659507
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Unlocking the potential of deep learning in Peak-Hour Series Forecasting (PHSF) remains a critical yet underexplored task in various domains. While state-of-the-art deep learning models excel in regular Time Series Forecasting (TSF), they struggle to achieve comparable results in PHSF. This can be attributed to the challenges posed by the high degree of non-stationarity in peak-hour series, which makes direct forecasting more difficult than standard TSF. Additionally, manually extracting the maximum value from regular forecasting results leads to suboptimal performance due to models minimizing the mean deficit. To address these issues, this paper presents Seq2Peak, a novel framework designed specifically for PHSF tasks, bridging the performance gap observed in TSF models. Seq2Peak offers two key components: the CyclicNorm pipeline to mitigate the non-stationarity issue and a simple yet effective trainable-parameter-free peak-hour decoder with a hybrid loss function that utilizes both the original series and peak-hour series as supervised signals. Extensive experimentation on publicly available time series datasets demonstrates the effectiveness of the proposed framework, yielding a remarkable average relative improvement of 37.7% across four real-world datasets for both transformer- and non-transformer-based TSF models.

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