论文标题

时间网:通用时间序列分析的时间2D变量建模

TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis

论文作者

Wu, Haixu, Hu, Tengge, Liu, Yong, Zhou, Hang, Wang, Jianmin, Long, Mingsheng

论文摘要

时间序列分析在广泛的应用中非常重要,例如天气预报,异常检测和行动识别。本文着重于时间变化建模,这是广泛的分析任务的常见关键问题。以前的方法试图直接从1d时间序列中完成此操作,这是由于复杂的时间模式而极具挑战性的。基于时间序列中多周期性的观察,我们将复杂的时间变化漏到了多个腹膜内和间隔变化中。为了应对表示能力中的1D时间序列的局限性,我们通过将1D时间序列转换为基于多个时期的一组2D张量来将时间变化的分析扩展到2D空间。这种转换可以将腹膜内和间的室内变量嵌入到2D张量的列和行中,从而使2D变量可以通过2D核轻松建模。从技术上讲,我们提出了用时机屏蔽作为任务总骨架的时间网络,以进行时间序列分析。 TimesBlock可以自适应地发现多周期性,并通过参数效率的启动块从转换的2D张量中提取复杂的时间变化。我们提出的时间网在五个主流时间序列分析任务中实现了一致的最新最新,包括短期和长期预测,归类,分类和异常检测。代码可在此存储库中找到:https://github.com/thuml/timesnet。

Time series analysis is of immense importance in extensive applications, such as weather forecasting, anomaly detection, and action recognition. This paper focuses on temporal variation modeling, which is the common key problem of extensive analysis tasks. Previous methods attempt to accomplish this directly from the 1D time series, which is extremely challenging due to the intricate temporal patterns. Based on the observation of multi-periodicity in time series, we ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations. To tackle the limitations of 1D time series in representation capability, we extend the analysis of temporal variations into the 2D space by transforming the 1D time series into a set of 2D tensors based on multiple periods. This transformation can embed the intraperiod- and interperiod-variations into the columns and rows of the 2D tensors respectively, making the 2D-variations to be easily modeled by 2D kernels. Technically, we propose the TimesNet with TimesBlock as a task-general backbone for time series analysis. TimesBlock can discover the multi-periodicity adaptively and extract the complex temporal variations from transformed 2D tensors by a parameter-efficient inception block. Our proposed TimesNet achieves consistent state-of-the-art in five mainstream time series analysis tasks, including short- and long-term forecasting, imputation, classification, and anomaly detection. Code is available at this repository: https://github.com/thuml/TimesNet.

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