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FAMC-Net: Frequency Domain Parity Correction Attention and Multi-Scale Dilated Convolution for Time Series Forecasting

Published: 21 October 2023 Publication History

Abstract

In recent years, time series forecasting models based on the Transformer framework have shown great potential, but they suffer from the inherent drawback of high computational complexity and only focus on global modeling. Inspired by trend-seasonality decomposition, we propose a method that combines global modeling with local feature extraction within the seasonal cycle. It aims at capturing the global view while fully exploring the potential features within each seasonal cycle and better expressing the long-term and periodic characteristics of time series. We introduce a frequency domain parity correction block to compute global attention and utilize multi-scale dilated convolution to extract local correlations within each cycle. Additionally, we adopt a dual-branch structure to separately model the seasonality and trend based on their intrinsic features, improving prediction performance and enhancing model interpretability. This model is implemented on a completely single-layer decoder architecture, breaking through the traditional encoder-decoder architecture paradigm and reducing computational complexity to a certain extent. We conducted sufficient experimental validation on eight benchmark datasets, and the results demonstrate its superior performance compared to existing methods in both univariate and multivariate forecasting.

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    cover image ACM Conferences
    CIKM '23: Proceedings of the 32nd ACM International Conference on Information and Knowledge Management
    October 2023
    5508 pages
    ISBN:9798400701245
    DOI:10.1145/3583780
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    Published: 21 October 2023

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    Author Tags

    1. frequency domain
    2. local and global context
    3. parity correction
    4. time series forecasting

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