SCAT: A Time Series Forecasting with Spectral Central Alternating Transformers
SCAT: A Time Series Forecasting with Spectral Central Alternating Transformers
Chengjie Zhou, Chao Che, Pengfei Wang, Qiang Zhang
Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence
Main Track. Pages 5626-5634.
https://doi.org/10.24963/ijcai.2024/622
Time series forecasting has essential applications across various domains. For instance, forecasting power time series can optimize energy usage and bolster grid stability and reliability. Existing models based on transformer architecture are limited to classical design, ignoring the impact of spatial information and noise on model architecture design. Therefore, we propose an atypical design of Transformer-based models for multivariate time series forecasting. This design consists of two critical components: (i) spectral clustering center of time series employed as the focal point for attention computation; (ii) alternating attention mechanism wherein each query transformer is compatible with spectral clustering centers, executing attention at the sequence level instead of the token level. The alternating design has a two-fold benefit: firstly, it eliminates the uncertainty noise present in the dependent variable sequence of the channel input, and secondly, it incorporates the Euclidean distance to mitigate the impact of extreme values on the attention matrix, thereby aligning predictions more closely to the sequence's natural progression. Experiments on ten real-world datasets, encompassing Wind, Electricity, Weather, and others, demonstrate that our Spectral Central Alternating Transformer (SCAT) outperforms state-of-the-art methods (SOTA) by an average of 42.8% in prediction performance in power time series forecasting.
Keywords:
Machine Learning: ML: Time series and data streams