LGNov 1, 2023Code
WinNet: Make Only One Convolutional Layer Effective for Time Series ForecastingWenjie Ou, Zhishuo Zhao, Dongyue Guo et al.
Deep learning models have recently achieved significant performance improvements in time series forecasting. We present a highly accurate and simply structured CNN-based model with only one convolutional layer, called WinNet, including (i) Sub-window Division block to transform the series into 2D tensor, (ii) Dual-Forecasting mechanism to capture the short- and long-term variations, (iii) Two-dimensional Hybrid Decomposition (TDD) block to decompose the 2D tensor into the trend and seasonal terms to eliminate the non-stationarity, and (iv) Decomposition Correlation Block (DCB) to leverage the correlation between the trend and seasonal terms by the convolution layer. Results on eight benchmark datasets demonstrate that WinNet can achieve SOTA performance and lower computational complexity over CNN-, MLP- and Transformer-based methods. The code will be available at: https://github.com/ouwen18/WinNet.
51.0LGApr 16
Logo-LLM: Local and Global Modeling with Large Language Models for Time Series ForecastingWenjie Ou, Zhishuo Zhao, Cheng Chen et al.
Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term local variations in time series. Recent methods that adapt large language models (LLMs) into time series forecasting inherit this limitation by treating LLMs as black-box encoders, relying solely on the final-layer output and underutilizing hierarchical representations. To address this limitation, we propose Logo-LLM, a novel LLM-based framework that explicitly extracts and models multi-scale temporal features from different layers of a pre-trained LLM. Through empirical analysis, we show that shallow layers of LLMs capture local dynamics in time series, while deeper layers encode global trends. Moreover, Logo-LLM introduces lightweight Local-Mixer and Global-Mixer modules to align and integrate features with the temporal input across layers. Extensive experiments demonstrate that Logo-LLM achieves superior performance across diverse benchmarks, with strong generalization in few-shot and zero-shot settings while maintaining low computational overhead.