Boundary-Aware Periodicity-based Sparsification Strategy for Ultra-Long Time Series Forecasting
In various domains such as transportation, resource management, and weather forecasting, there is an urgent need for methods that can provide predictions over a sufficiently long time horizon to encompass the period required for decision-making and implementation. Compared to traditional time series forecasting, ultra-long time series forecasting requires enhancing the model's ability to infer long time series, while maintaining inference costs within an acceptable range. To address this challenge, we propose the Boundary-Aware Periodicity-based sparsification strategy for Ultra-Long time series forecasting (BAP-UL).This method effectively captures periodic features in time series and reorganizes inputs and outputs into shorter sub-sequences for improved prediction accuracy. In the paper, we investigate several commonly used benchmark datasets and demonstrate that the proposed method can yield comparable performance across them.
Authors
- Chenyang Xu (ORCID: https://orcid.org/0000-0002-6837-2906)
- Shuo Shi
- Hao Zhou (ORCID: https://orcid.org/0000-0002-7425-7621)
- Chao Peng (ORCID: https://orcid.org/0000-0003-4805-9012)
- Yiying Bao
- Kecheng Cai
Institutions
- Shanghai Key Laboratory of Trustworthy Computing (CN)
- East China Normal University (CN)
Publication Details
- Published
- 2024-10-26
- DOI
- https://doi.org/10.1145/3664647.3681701
- Primary Topic
- Time Series Analysis and Forecasting
- Type
- article
- Field-Weighted Citation Impact
- 0.00