LiNo: Advancing Recursive Residual Decomposition of Linear and Nonlinear Patterns for Robust Time Series Forecasting

Forecasting models are pivotal in a data-driven world with vast volumes of time series data that appear as a compound of vast Linear and Nonlinear patterns. Recent deep time series forecasting models struggle to utilize seasonal and trend decomposition to separate the entangled components. Such a strategy only explicitly extracts simple linear patterns like trends, leaving the other linear modes and vast unexplored nonlinear patterns to the residual. Their flawed linear and nonlinear feature extraction models and shallow-level decomposition limit their adaptation to the diverse patterns present in real-world scenarios. Given this, we innovate Recursive Residual Decomposition by introducing explicit extraction of both linear and nonlinear patterns. This deeper-level decomposition framework, which is named LiNo, captures linear patterns using a Li block which can be a moving average kernel, and models nonlinear patterns using a No block which can be a Transformer encoder. The extraction of these two patterns is performed alternatively and recursively. To achieve the full potential of LiNo, we develop the current simple linear pattern extractor to a general learnable autoregressive model, and design a novel No block that can handle all essential nonlinear patterns. Remarkably, the proposed LiNo achieves state-of-the-art on thirteen real-world benchmarks under univariate and multivariate forecasting scenarios. Experiments show that current forecasting models can deliver more robust and precise results through this advanced Recursive Residual Decomposition. We hope this work could offer insight into designing more effective forecasting models. Code is available at this Repository: https://github.com/Levi-Ackman/LiNo.

Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and existing methods, relying on basic moving average kernels, may struggle with the non-linear structure and complex trends in real-world data. Given that, we introduce a learnable decomposition strategy to capture dynamic trend information more reasonably. Additionally, we propose a dual attention module tailored to capture inter-series dependencies and intra-series variations simultaneously for better time series forecasting, which is implemented by channel-wise self-attention and autoregressive self-attention. To evaluate the effectiveness of our method, we conducted experiments across eight open-source datasets and compared it with the state-of-the-art methods. Through the comparison results, our Leddam (LEarnable Decomposition and Dual Attention Module) not only demonstrates significant advancements in predictive performance, but also the proposed decomposition strategy can be plugged into other methods with a large performance-boosting, from 11.87% to 48.56% MSE error degradation.

Leveraging Herpangina Data to Enhance Hospital-level Prediction of Hand-Foot-and-Mouth Disease Admissions Using UPTST

Outbreaks of hand-foot-and-mouth disease(HFMD) have been associated with significant morbidity and, in severe cases, mortality. Accurate forecasting of daily admissions of pediatric HFMD patients is therefore crucial for aiding the hospital in preparing for potential outbreaks and mitigating nosocomial transmissions. To address this pressing need, we propose a novel transformer-based model with a U-net shape, utilizing the patching strategy and the joint prediction strategy that capitalizes on insights from herpangina, a disease closely correlated with HFMD. This model also integrates representation learning by introducing reconstruction loss as an auxiliary loss. The results show that our U-net Patching Time Series Transformer (UPTST) model outperforms existing approaches in both long- and short-arm prediction accuracy of HFMD at hospital-level. Furthermore, the exploratory extension experiments show that the model's capabilities extend beyond prediction of infectious disease, suggesting broader applicability in various domains.