Zhe Li

Zhe Li, Zhongwen Rao, Lujia Pan et al.

Multivariate time series forecasting has been widely used in various practical scenarios. Recently, Transformer-based models have shown significant potential in forecasting tasks due to the capture of long-range dependencies. However, recent studies in the vision and NLP fields show that the role of attention modules is not clear, which can be replaced by other token aggregation operations. This paper investigates the contributions and deficiencies of attention mechanisms on the performance of time series forecasting. Specifically, we find that (1) attention is not necessary for capturing temporal dependencies, (2) the entanglement and redundancy in the capture of temporal and channel interaction affect the forecasting performance, and (3) it is important to model the mapping between the input and the prediction sequence. To this end, we propose MTS-Mixers, which use two factorized modules to capture temporal and channel dependencies. Experimental results on several real-world datasets show that MTS-Mixers outperform existing Transformer-based models with higher efficiency.

Zhe Li, Zhongwen Rao, Lujia Pan et al.

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series forecasting tasks. However, there are still several issues in existing methods. First, the training paradigm of contrastive learning and downstream prediction tasks are inconsistent, leading to inaccurate prediction results. Second, existing Transformer-based models which resort to similar patterns in historical time series data for predicting future values generally induce severe distribution shift problems, and do not fully leverage the sequence information compared to self-supervised methods. To address these issues, we propose a novel framework named Ti-MAE, in which the input time series are assumed to follow an integrate distribution. In detail, Ti-MAE randomly masks out embedded time series data and learns an autoencoder to reconstruct them at the point-level. Ti-MAE adopts mask modeling (rather than contrastive learning) as the auxiliary task and bridges the connection between existing representation learning and generative Transformer-based methods, reducing the difference between upstream and downstream forecasting tasks while maintaining the utilization of original time series data. Experiments on several public real-world datasets demonstrate that our framework of masked autoencoding could learn strong representations directly from the raw data, yielding better performance in time series forecasting and classification tasks.

Shuo Wang, Zhe Li, Caiwen Ding et al.

Recently, significant accuracy improvement has been achieved for acoustic recognition systems by increasing the model size of Long Short-Term Memory (LSTM) networks. Unfortunately, the ever-increasing size of LSTM model leads to inefficient designs on FPGAs due to the limited on-chip resources. The previous work proposes to use a pruning based compression technique to reduce the model size and thus speedups the inference on FPGAs. However, the random nature of the pruning technique transforms the dense matrices of the model to highly unstructured sparse ones, which leads to unbalanced computation and irregular memory accesses and thus hurts the overall performance and energy efficiency. In contrast, we propose to use a structured compression technique which could not only reduce the LSTM model size but also eliminate the irregularities of computation and memory accesses. This approach employs block-circulant instead of sparse matrices to compress weight matrices and reduces the storage requirement from $\mathcal{O}(k^2)$ to $\mathcal{O}(k)$. Fast Fourier Transform algorithm is utilized to further accelerate the inference by reducing the computational complexity from $\mathcal{O}(k^2)$ to $\mathcal{O}(k\text{log}k)$. The datapath and activation functions are quantized as 16-bit to improve the resource utilization. More importantly, we propose a comprehensive framework called C-LSTM to automatically optimize and implement a wide range of LSTM variants on FPGAs. According to the experimental results, C-LSTM achieves up to 18.8X and 33.5X gains for performance and energy efficiency compared with the state-of-the-art LSTM implementation under the same experimental setup, and the accuracy degradation is very small.