Apollo-Forecast: Overcoming Aliasing and Inference Speed Challenges in Language Models for Time Series Forecasting
It addresses performance and speed issues in time series forecasting models, which is incremental as it builds on existing language model approaches.
The paper tackles aliasing distortion and slow inference in language models for time series forecasting by introducing Apollo-Forecast with an Anti-Aliasing Quantization Module and Race Decoding, resulting in a 35.41% improvement in WQL and 1.9X-2.7X faster inference.
Encoding time series into tokens and using language models for processing has been shown to substantially augment the models' ability to generalize to unseen tasks. However, existing language models for time series forecasting encounter several obstacles, including aliasing distortion and prolonged inference times, primarily due to the limitations of quantization processes and the computational demands of large models. This paper introduces Apollo-Forecast, a novel framework that tackles these challenges with two key innovations: the Anti-Aliasing Quantization Module (AAQM) and the Race Decoding (RD) technique. AAQM adeptly encodes sequences into tokens while mitigating high-frequency noise in the original signals, thus enhancing both signal fidelity and overall quantization efficiency. RD employs a draft model to enable parallel processing and results integration, which markedly accelerates the inference speed for long-term predictions, particularly in large-scale models. Extensive experiments on various real-world datasets show that Apollo-Forecast outperforms state-of-the-art methods by 35.41\% and 18.99\% in WQL and MASE metrics, respectively, in zero-shot scenarios. Furthermore, our method achieves a 1.9X-2.7X acceleration in inference speed over baseline methods.