Hanbyeol Park

Gawon Lee, Hanbyeol Park, Minseop Kim et al.

Time series forecasting (TSF) faces challenges in modeling complex intra-channel temporal dependencies and inter-channel correlations. Although recent research has highlighted the efficiency of linear architectures in capturing global trends, these models often struggle with non-linear signals. To address this gap, we conducted a systematic receptive field analysis of convolutional neural network (CNN) TSF models. We introduce the "individual receptive field" to uncover granular structural dependencies, revealing that convolutional layers act as feature extractors that mirror channel-wise attention while exhibiting superior robustness to non-linear fluctuations. Based on these insights, we propose ACFormer, an architecture designed to reconcile the efficiency of linear projections with the non-linear feature-extraction power of convolutions. ACFormer captures fine-grained information through a shared compression module, preserves temporal locality via gated attention, and reconstructs variable-specific temporal patterns using an independent patch expansion layer. Extensive experiments on multiple benchmark datasets demonstrate that ACFormer consistently achieves state-of-the-art performance, effectively mitigating the inherent drawbacks of linear models in capturing high-frequency components.

Gawon Lee, Hanbyeol Park, Minseop Kim et al.

Real-world time-series data often exhibit non-stationarity, including changing trends, irregular seasonality, and residuals. In terms of changing trends, recently proposed multi-layer perceptron (MLP)-based models have shown excellent performance owing to their computational efficiency and ability to capture long-term dependency. However, the linear nature of MLP architectures poses limitations when applied to channels with diverse distributions, resulting in local variations such as seasonal patterns and residual components being ignored. However, convolutional neural networks (CNNs) can effectively incorporate these variations. To resolve the limitations of MLP, we propose combining them with CNNs. The overall trend is modeled using an MLP to consider long-term dependencies. The CNN uses diverse kernels to model fine-grained local patterns in conjunction with MLP trend predictions. To focus on modeling local variation, we propose IConv, a novel convolutional architecture that processes the temporal dependency channel independently and considers the inter-channel relationship through distinct layers. Independent channel processing enables the modeling of diverse local temporal dependencies and the adoption of a large kernel size. Distinct inter-channel considerations reduce computational cost. The proposed model is evaluated through extensive experiments on time-series datasets. The results reveal the superiority of the proposed method for multivariate time-series forecasting.