PETformer: Long-term Time Series Forecasting via Placeholder-enhanced TransformerShengsheng Lin, Weiwei Lin, Wentai Wu et al.
Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests that a notable gap remains in fully leveraging the potential of Transformer in LTSF tasks. Consequently, this study investigates key issues when applying Transformer to LTSF, encompassing aspects of temporal continuity, information density, and multi-channel relationships. We introduce the Placeholder-enhanced Technique (PET) to enhance the computational efficiency and predictive accuracy of Transformer in LTSF tasks. Furthermore, we delve into the impact of larger patch strategies and channel interaction strategies on Transformer's performance, specifically Long Sub-sequence Division (LSD) and Multi-channel Separation and Interaction (MSI). These strategies collectively constitute a novel model termed PETformer. Extensive experiments have demonstrated that PETformer achieves state-of-the-art performance on eight commonly used public datasets for LTSF, surpassing all existing models. The insights and enhancement methodologies presented in this paper serve as valuable reference points and sources of inspiration for future research endeavors.
Temporal Query Network for Efficient Multivariate Time Series ForecastingShengsheng Lin, Haojun Chen, Haijie Wu et al.
Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively capture multivariate correlations, thereby improving model performance in MTSF tasks. Technically, the TQ technique employs periodically shifted learnable vectors as queries in the attention mechanism to capture global inter-variable patterns, while the keys and values are derived from the raw input data to encode local, sample-level correlations. Building upon the TQ technique, we develop a simple yet efficient model named Temporal Query Network (TQNet), which employs only a single-layer attention mechanism and a lightweight multi-layer perceptron (MLP). Extensive experiments demonstrate that TQNet learns more robust multivariate correlations, achieving state-of-the-art forecasting accuracy across 12 challenging real-world datasets. Furthermore, TQNet achieves high efficiency comparable to linear-based methods even on high-dimensional datasets, balancing performance and computational cost. The code is available at: https://github.com/ACAT-SCUT/TQNet.
9.4LGFeb 3, 2025
Continuous Autoregressive Modeling with Stochastic Monotonic Alignment for Speech SynthesisWeiwei Lin, Chenghan He
We propose a novel autoregressive modeling approach for speech synthesis, combining a variational autoencoder (VAE) with a multi-modal latent space and an autoregressive model that uses Gaussian Mixture Models (GMM) as the conditional probability distribution. Unlike previous methods that rely on residual vector quantization, our model leverages continuous speech representations from the VAE's latent space, greatly simplifying the training and inference pipelines. We also introduce a stochastic monotonic alignment mechanism to enforce strict monotonic alignments. Our approach significantly outperforms the state-of-the-art autoregressive model VALL-E in both subjective and objective evaluations, achieving these results with only 10.3\% of VALL-E's parameters. This demonstrates the potential of continuous speech language models as a more efficient alternative to existing quantization-based speech language models. Sample audio can be found at https://tinyurl.com/gmm-lm-tts.