AverageLinear: Enhance Long-Term Time series forcasting with simple averaging

Long-term time series analysis aims to forecast long-term trends by examining changes over past and future periods. The intricacy of time series data poses significant challenges for modeling. Models based on the Transformer architecture, through the application of attention mechanisms to channels and sequences, have demonstrated notable performance advantages. In contrast, methods based on convolutional neural networks or linear models often struggle to effectively handle scenarios with large number of channels. However, our research reveals that the attention mechanism is not the core component responsible for performance enhancement. We have designed an exceedingly simple linear structure AverageLinear. By employing straightforward channel embedding and averaging operations, this model can effectively capture correlations between channels while maintaining a lightweight architecture. Experimentss on real-world datasets shows that AverageLinear matches or even surpasses state-of-the-art Transformer-based structures in performance. This indicates that using purely linear structures can also endow models with robust predictive power.

A Mallows-like Criterion for Anomaly Detection with Random Forest Implementation

The effectiveness of anomaly signal detection can be significantly undermined by the inherent uncertainty of relying on one specified model. Under the framework of model average methods, this paper proposes a novel criterion to select the weights on aggregation of multiple models, wherein the focal loss function accounts for the classification of extremely imbalanced data. This strategy is further integrated into Random Forest algorithm by replacing the conventional voting method. We have evaluated the proposed method on benchmark datasets across various domains, including network intrusion. The findings indicate that our proposed method not only surpasses the model averaging with typical loss functions but also outstrips common anomaly detection algorithms in terms of accuracy and robustness.