该文介绍 Google 团队 2023 时间序列分析方向的最新工作: 标题:Long-term Forecasting with TiDE: Time-series Dense Encoder 链接: https://arxiv.org/abs/2304.08424一、模型介绍1.1 前言最近的工作表明,在…
TiDE整体架构 TiDE模型整体架构如上图。首先,它也是和PatchTST一样,假设通道独立的。也就是说将多变量预测转变为多个单变量预测,模型参数共享。通道独立的详细介绍可见: 其次,和PatchTST以及一些基于MLP的预测模型相比,它不仅利用了过去的序列值(LookBack),而且利用了一些协变量信息,比如静态协变量(Attributes)和在任...
摘要:这篇论文提出了时间序列密集编码器(TiDE),一种基于MLP的编码器-解码器模型,用于长期时间序列预测,它具有线性模型的简单性和速度,同时也能够处理协变量和非线性依赖关系。图1:模型总体结构1 前情提要1.1 残差块 Residual Block结构如下(下面的代码全部都有省略,lin_a, lin_b, lin_res都是个全连接层):class...
Google团队在2023年的时间序列分析领域推出了新模型——Long-term Forecasting with TiDE: Time-series Dense Encoder。该模型以多层感知器(MLP)为基础,旨在解决长期时间序列预测中的复杂问题,如非线性依赖和外部变量处理。TiDE在保持线性模型的简单性和速度的同时,性能上能与基于Transformer的方法相媲美,...
Google_TiDE_implementation An unoffical pytorch implementation of (Google)Long-term Time Series Forecasting with TiDE: Time-series Dense Encoder Link to paper: Long-term Forecasting with TiDE: Time-series Dense Encoder Official implemention:(https://github.com/google-research/google-research/tree/...
To mend these gaps, we propose the STL-2DTCDN to deal with long-term multivariate time series forecasting tasks. STL-2DTCDN use the STL32 to decompose original series into three different subseries. The primary contributions of this paper can be summarized as follows: 1. We present the ...
TiDE - Long-term Forecasting with TiDE: Time-series Dense Encoder [arXiv 2023] [Code]. FiLM - FiLM: Frequency improved Legendre Memory Model for Long-term Time Series Forecasting [NeurIPS 2022][Code]. MICN - MICN: Multi-scale Local and Global Context Modeling for Long-term Series Forecasting...
wind time seriesocean forecastingobject driftIn this paper, we propose a new method to forecast the drift of objects in near coastal ocean on a period of several weeks. The proposed approach consists in estimating the probability of events linked to the drift using Monte Carlo simulations. It ...
论文标题:TimeMachine: A Time Series is Worth 4 Mambas for Long-term Forecasting (这篇的标题应该是在模仿PatchTST的标题:A time series is worth 64 words: Long-term forecasting with transformers) 作者: Md Atik Ahamed, Qiang Cheng 机构:肯塔基大学(UKY) 论文链接:arxiv.org/abs/2403.0989 Cool Paper...
Norwegian Spring spawning herring (Cluea harengus) been associated with large fluctuations. The fluctuations of the biomass has been poor understood and caused problems in biomass management. Better long-term forecasting thus is crucial for an economical and sustainable utilization of the herring biomass...