23.7MLMar 4, 2024
CATS: Enhancing Multivariate Time Series Forecasting by Constructing Auxiliary Time Series as Exogenous VariablesJiecheng Lu, Xu Han, Yan Sun et al.
For Multivariate Time Series Forecasting (MTSF), recent deep learning applications show that univariate models frequently outperform multivariate ones. To address the difficiency in multivariate models, we introduce a method to Construct Auxiliary Time Series (CATS) that functions like a 2D temporal-contextual attention mechanism, which generates Auxiliary Time Series (ATS) from Original Time Series (OTS) to effectively represent and incorporate inter-series relationships for forecasting. Key principles of ATS - continuity, sparsity, and variability - are identified and implemented through different modules. Even with a basic 2-layer MLP as core predictor, CATS achieves state-of-the-art, significantly reducing complexity and parameters compared to previous multivariate models, marking it an efficient and transferable MTSF solution.
1.2ITJul 23, 2020
Deep Learning Based Equalizer for MIMO-OFDM Systems with Insufficient Cyclic PrefixYan Sun, Chao Wang, Huan Cai et al.
In this paper, we study the equalization design for multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) systems with insufficient cyclic prefix (CP). In particular, the signal detection performance is severely impaired by inter-carrier interference (ICI) and inter-symbol interference (ISI) when the multipath delay spread exceeding the length of CP. To tackle this problem, a deep learning-based equalizer is proposed for approximating the maximum likelihood detection. Inspired by the dependency between the adjacent subcarriers, a computationally efficient joint detection scheme is developed. Employing the proposed equalizer, an iterative receiver is also constructed and the detection performance is evaluated through simulations over measured multipath channels. Our results reveal that the proposed receiver can achieve significant performance improvement compared to two traditional baseline schemes.