MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters

• URL: http://arxiv.org/abs/2410.02081v1
• Date: Wed, 2 Oct 2024 23:04:57 GMT
• Title: MixLinear: Extreme Low Resource Multivariate Time Series Forecasting with 0.1K Parameters
• Authors: Aitian Ma, Dongsheng Luo, Mo Sha,
• Abstract summary: Long-term Time Series Forecasting (LTSF) involves predicting long-term values by analyzing a large amount of historical time-series data to identify patterns and trends. Transformer-based models offer high forecasting accuracy, but they are often too compute-intensive to be deployed on devices with hardware constraints. We propose MixLinear, an ultra-lightweight time series forecasting model specifically designed for resource-constrained devices.
• Score: 6.733646592789575
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Recently, there has been a growing interest in Long-term Time Series Forecasting (LTSF), which involves predicting long-term future values by analyzing a large amount of historical time-series data to identify patterns and trends. There exist significant challenges in LTSF due to its complex temporal dependencies and high computational demands. Although Transformer-based models offer high forecasting accuracy, they are often too compute-intensive to be deployed on devices with hardware constraints. On the other hand, the linear models aim to reduce the computational overhead by employing either decomposition methods in the time domain or compact representations in the frequency domain. In this paper, we propose MixLinear, an ultra-lightweight multivariate time series forecasting model specifically designed for resource-constrained devices. MixLinear effectively captures both temporal and frequency domain features by modeling intra-segment and inter-segment variations in the time domain and extracting frequency variations from a low-dimensional latent space in the frequency domain. By reducing the parameter scale of a downsampled $n$-length input/output one-layer linear model from $O(n^2)$ to $O(n)$, MixLinear achieves efficient computation without sacrificing accuracy. Extensive evaluations with four benchmark datasets show that MixLinear attains forecasting performance comparable to, or surpassing, state-of-the-art models with significantly fewer parameters ($0.1K$), which makes it well-suited for deployment on devices with limited computational capacity.

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