CVTN: Cross Variable and Temporal Integration for Time Series Forecasting

• URL: http://arxiv.org/abs/2404.18730v1
• Date: Mon, 29 Apr 2024 14:16:16 GMT
• Title: CVTN: Cross Variable and Temporal Integration for Time Series Forecasting
• Authors: Han Zhou, Yuntian Chen,
• Abstract summary: This paper deconstructs time series forecasting into the learning of historical sequences and prediction sequences. It divides time series forecasting into two phases: cross-variable learning for effectively mining fea tures from historical sequences, and cross-time learning to capture the temporal dependencies of prediction sequences.
• Score: 5.58591579080467
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In multivariate time series forecasting, the Transformer architecture encounters two significant challenges: effectively mining features from historical sequences and avoiding overfitting during the learning of temporal dependencies. To tackle these challenges, this paper deconstructs time series forecasting into the learning of historical sequences and prediction sequences, introducing the Cross-Variable and Time Network (CVTN). This unique method divides multivariate time series forecasting into two phases: cross-variable learning for effectively mining fea tures from historical sequences, and cross-time learning to capture the temporal dependencies of prediction sequences. Separating these two phases helps avoid the impact of overfitting in cross-time learning on cross-variable learning. Exten sive experiments on various real-world datasets have confirmed its state-of-the-art (SOTA) performance. CVTN emphasizes three key dimensions in time series fore casting: the short-term and long-term nature of time series (locality and longevity), feature mining from both historical and prediction sequences, and the integration of cross-variable and cross-time learning. This approach not only advances the current state of time series forecasting but also provides a more comprehensive framework for future research in this field.

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