Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting

• URL: http://arxiv.org/abs/2411.17257v1
• Date: Tue, 26 Nov 2024 09:33:09 GMT
• Title: Disentangled Interpretable Representation for Efficient Long-term Time Series Forecasting
• Authors: Yuang Zhao, Tianyu Li, Jiadong Chen, Shenrong Ye, Fuxin Jiang, Tieying Zhang, Xiaofeng Gao,
• Abstract summary: Industry 5.0 introduces new challenges for Long-term Time Series Forecasting (LTSF) Existing deep learning and linear models often suffer from excessive complexity and lack intuitive interpretability. We propose DiPE-Linear, a Disentangled interpretable. Linear network.
• Score: 8.315265596107686
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Industry 5.0 introduces new challenges for Long-term Time Series Forecasting (LTSF), characterized by high-dimensional, high-resolution data and high-stakes application scenarios. Against this backdrop, developing efficient and interpretable models for LTSF becomes a key challenge. Existing deep learning and linear models often suffer from excessive parameter complexity and lack intuitive interpretability. To address these issues, we propose DiPE-Linear, a Disentangled interpretable Parameter-Efficient Linear network. DiPE-Linear incorporates three temporal components: Static Frequential Attention (SFA), Static Temporal Attention (STA), and Independent Frequential Mapping (IFM). These components alternate between learning in the frequency and time domains to achieve disentangled interpretability. The decomposed model structure reduces parameter complexity from quadratic in fully connected networks (FCs) to linear and computational complexity from quadratic to log-linear. Additionally, a Low-Rank Weight Sharing policy enhances the model's ability to handle multivariate series. Despite operating within a subspace of FCs with limited expressive capacity, DiPE-Linear demonstrates comparable or superior performance to both FCs and nonlinear models across multiple open-source and real-world LTSF datasets, validating the effectiveness of its sophisticatedly designed structure. The combination of efficiency, accuracy, and interpretability makes DiPE-Linear a strong candidate for advancing LTSF in both research and real-world applications. The source code is available at https://github.com/wintertee/DiPE-Linear.

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