Zhiyan Song

Xing Wang, Zhendong Wang, Kexin Yang et al.

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or sampling-based methods. However, most of the extracted patterns may include unpredictable noise and lack good interpretability. Moreover, the multivariate series forecasting methods usually ignore the individual characteristics of each variate, which may affecting the prediction accuracy. To capture the intrinsic patterns of time series, we propose a novel deep learning network architecture, named Multi-resolution Periodic Pattern Network (MPPN), for long-term series forecasting. We first construct context-aware multi-resolution semantic units of time series and employ multi-periodic pattern mining to capture the key patterns of time series. Then, we propose a channel adaptive module to capture the perceptions of multivariate towards different patterns. In addition, we present an entropy-based method for evaluating the predictability of time series and providing an upper bound on the prediction accuracy before forecasting. Our experimental evaluation on nine real-world benchmarks demonstrated that MPPN significantly outperforms the state-of-the-art Transformer-based, decomposition-based and sampling-based methods for long-term series forecasting.

Ce Chi, Xing Wang, Kexin Yang et al.

Transformer has become one of the most popular architectures for multivariate time series (MTS) forecasting. Recent Transformer-based MTS models generally prefer channel-independent structures with the observation that channel independence can alleviate noise and distribution drift issues, leading to more robustness. Nevertheless, it is essential to note that channel dependency remains an inherent characteristic of MTS, carrying valuable information. Designing a model that incorporates merits of both channel-independent and channel-mixing structures is a key to further improvement of MTS forecasting, which poses a challenging conundrum. To address the problem, an injection method for global information into channel-independent Transformer, InjectTST, is proposed in this paper. Instead of designing a channel-mixing model directly, we retain the channel-independent backbone and gradually inject global information into individual channels in a selective way. A channel identifier, a global mixing module and a self-contextual attention module are devised in InjectTST. The channel identifier can help Transformer distinguish channels for better representation. The global mixing module produces cross-channel global information. Through the self-contextual attention module, the independent channels can selectively concentrate on useful global information without robustness degradation, and channel mixing is achieved implicitly. Experiments indicate that InjectTST can achieve stable improvement compared with state-of-the-art models.

Jian-wei Liu, Bing-rong Xu, Zhi-yan Song

In this paper, the branches of recursive and recurrent neural networks are classified in detail according to the network structure, training objective function and learning algorithm implementation. They are roughly divided into three categories: The first category is General Recursive and Recurrent Neural Networks, including Basic Recursive and Recurrent Neural Networks, Long Short Term Memory Recursive and Recurrent Neural Networks, Convolutional Recursive and Recurrent Neural Networks, Differential Recursive and Recurrent Neural Networks, One-Layer Recursive and Recurrent Neural Networks, High-Order Recursive and Recurrent Neural Networks, Highway Networks, Multidimensional Recursive and Recurrent Neural Networks, Bidirectional Recursive and Recurrent Neural Networks; the second category is Structured Recursive and Recurrent Neural Networks, including Grid Recursive and Recurrent Neural Networks, Graph Recursive and Recurrent Neural Networks, Temporal Recursive and Recurrent Neural Networks, Lattice Recursive and Recurrent Neural Networks, Hierarchical Recursive and Recurrent Neural Networks, Tree Recursive and Recurrent Neural Networks; the third category is Other Recursive and Recurrent Neural Networks, including Array Long Short Term Memory, Nested and Stacked Recursive and Recurrent Neural Networks, Memory Recursive and Recurrent Neural Networks. Various networks cross each other and even rely on each other to form a complex network of relationships. In the context of the development and convergence of various networks, many complex sequence, speech and image problems are solved. After a detailed description of the principle and structure of the above model and model deformation, the research progress and application of each model are described, and finally the recursive and recurrent neural network models are prospected and summarized.

Zhi-yan Song, Jian-wei Liu, Lu-ning Zhang et al.

Abstract. Most of the real world data we encounter are asynchronous event sequence, so the last decades have been characterized by the implementation of various point process into the field of social networks,electronic medical records and financial transactions. At the beginning, Hawkes process and its variants which can simulate simultaneously the self-triggering and mutual triggering patterns between different events in complex sequences in a clear and quantitative way are more popular.Later on, with the advances of neural network, neural Hawkes process has been proposed one after another, and gradually become a research hotspot. The proposal of the transformer Hawkes process (THP) has gained a huge performance improvement, so a new upsurge of the neural Hawkes process based on transformer is set off. However, THP does not make full use of the information of occurrence time and type of event in the asynchronous event sequence. It simply adds the encoding of event type conversion and the location encoding of time conversion to the source encoding. At the same time, the learner built from a single transformer will result in an inescapable learning bias. In order to mitigate these problems, we propose a tri-transformer Hawkes process (Tri-THP) model, in which the event and time information are added to the dot-product attention as auxiliary information to form a new multihead attention. The effectiveness of the Tri-THP is proved by a series of well-designed experiments on both real world and synthetic data.