出处:ICLR 2023
代码:https://github.com/thuml/TimesNet
贡献
1. Motivated by multi-periodicity and complex interactions within and between periods, we find out a modular way for temporal variation modeling. By transforming the 1D time series into 2D space, we can present the intraperiod- and interperiod-variations simultaneously.
2. We propose the TimesNet with TimesBlock to discover multiple periods and capture temporal 2D-variations from transformed 2D tensors by a parameter-efficient inception block.
3. As a task-general foundation model, TimesNet achieves the consistent state-of-the-art in five mainstream time series analysis tasks. Detailed and insightful visualizations are included.
Method
1. TRANSFORM 1D-VARIATIONS INTO 2D-VARIATIONS: