PRformer: Pyramidal Recurrent Transformer for Multivariate Time Series Forecasting

The self-attention mechanism in Transformer architecture, invariant to sequence order, necessitates positional embeddings to encode temporal order in time series prediction. We argue that this reliance on positional embeddings restricts the Transformer's ability to effectively represent temporal sequences, particularly when employing longer lookback windows. To address this, we introduce an innovative approach that combines Pyramid RNN embeddings(PRE) for univariate time series with the Transformer's capability to model multivariate dependencies. PRE, utilizing pyramidal one-dimensional convolutional layers, constructs multiscale convolutional features that preserve temporal order. Additionally, RNNs, layered atop these features, learn multiscale time series representations sensitive to sequence order. This integration into Transformer models with attention mechanisms results in significant performance enhancements. We present the PRformer, a model integrating PRE with a standard Transformer encoder, demonstrating state-of-the-art performance on various real-world datasets. This performance highlights the effectiveness of our approach in leveraging longer lookback windows and underscores the critical role of robust temporal representations in maximizing Transformer's potential for prediction tasks. Code is available at this repository: \url{https://github.com/usualheart/PRformer}.

Network Embedding via Deep Prediction Model

Network-structured data becomes ubiquitous in daily life and is growing at a rapid pace. It presents great challenges to feature engineering due to the high non-linearity and sparsity of the data. The local and global structure of the real-world networks can be reflected by dynamical transfer behaviors among nodes. This paper proposes a network embedding framework to capture the transfer behaviors on structured networks via deep prediction models. We first design a degree-weight biased random walk model to capture the transfer behaviors on the network. Then a deep network embedding method is introduced to preserve the transfer possibilities among the nodes. A network structure embedding layer is added into conventional deep prediction models, including Long Short-Term Memory Network and Recurrent Neural Network, to utilize the sequence prediction ability. To keep the local network neighborhood, we further perform a Laplacian supervised space optimization on the embedding feature representations. Experimental studies are conducted on various datasets including social networks, citation networks, biomedical network, collaboration network and language network. The results show that the learned representations can be effectively used as features in a variety of tasks, such as clustering, visualization, classification, reconstruction and link prediction, and achieve promising performance compared with state-of-the-arts.