XLinear:增强频率的多层感知器与交叉滤波器用于稳健的长程预测
📄 中文摘要
时间序列预测在各个领域中被广泛应用。多层感知器(MLP)作为一种预测方法,已被证明在噪声干扰下比基于变换器的预测方法更具鲁棒性。然而,MLP在捕捉复杂特征方面存在困难,限制了其对长程依赖关系的捕捉能力。为了解决这一挑战,提出了XLinear,一种基于MLP的长程预测模型。该模型首先将时间序列分解为趋势和季节性成分。针对包含长程特征的趋势成分,设计了增强频率注意力(EFA),通过利用频域操作来捕捉长期依赖关系。此外,提出了交叉滤波器模块,以处理季节性成分的相关性,从而提高预测的准确性和鲁棒性。
📄 English Summary
XLinear: Frequency-Enhanced MLP with CrossFilter for Robust Long-Range Forecasting
Time series forecasting is widely utilized across various domains. Multi-layer perceptron (MLP)-based forecasters have shown greater robustness to noise compared to Transformer-based approaches. However, MLPs struggle with capturing complex features, which limits their ability to model long-range dependencies. To address this issue, XLinear is proposed as an MLP-based forecaster for long-range forecasting. The model first decomposes the time series into trend and seasonal components. For the trend component, which contains long-range characteristics, Enhanced Frequency Attention (EFA) is designed to capture long-term dependencies by leveraging frequency-domain operations. Additionally, a CrossFilter Block is introduced to handle the correlations in the seasonal component, thereby enhancing the accuracy and robustness of the forecasts.
Powered by Cloudflare Workers + Payload CMS + Claude 3.5
数据源: OpenAI, Google AI, DeepMind, AWS ML Blog, HuggingFace 等