DifFormer : Multi-Resolutional Differencing Transformer With Dynamic Ranging for Time Series Analysis

Time series analysis is essential to many far-reaching applications of data science and statistics including economic and financial forecasting, surveillance, and automated business processing. Though being greatly successful of Transformer in computer vision and natural language processing, the pot...

Description complète

Détails bibliographiques
Publié dans:IEEE transactions on pattern analysis and machine intelligence. - 1979. - 45(2023), 11 vom: 02. Nov., Seite 13586-13598
Auteur principal: Li, Bing (Auteur)
Autres auteurs: Cui, Wei, Zhang, Le, Zhu, Ce, Wang, Wei, Tsang, Ivor W, Zhou, Joey Tianyi
Format: Article en ligne
Langue:English
Publié: 2023
Accès à la collection:IEEE transactions on pattern analysis and machine intelligence
Sujets:Journal Article
LEADER 01000caa a22002652c 4500
001 NLM359296807
003 DE-627
005 20250305003919.0
007 cr uuu---uuuuu
008 231226s2023 xx |||||o 00| ||eng c
024 7 |a 10.1109/TPAMI.2023.3293516  |2 doi 
028 5 2 |a pubmed25n1197.xml 
035 |a (DE-627)NLM359296807 
035 |a (NLM)37428671 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Li, Bing  |e verfasserin  |4 aut 
245 1 0 |a DifFormer  |b Multi-Resolutional Differencing Transformer With Dynamic Ranging for Time Series Analysis 
264 1 |c 2023 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Revised 04.10.2023 
500 |a published: Print-Electronic 
500 |a Citation Status PubMed-not-MEDLINE 
520 |a Time series analysis is essential to many far-reaching applications of data science and statistics including economic and financial forecasting, surveillance, and automated business processing. Though being greatly successful of Transformer in computer vision and natural language processing, the potential of employing it as the general backbone in analyzing the ubiquitous times series data has not been fully released yet. Prior Transformer variants on time series highly rely on task-dependent designs and pre-assumed "pattern biases", revealing its insufficiency in representing nuanced seasonal, cyclic, and outlier patterns which are highly prevalent in time series. As a consequence, they can not generalize well to different time series analysis tasks. To tackle the challenges, we propose DifFormer, an effective and efficient Transformer architecture that can serve as a workhorse for a variety of time-series analysis tasks. DifFormer incorporates a novel multi-resolutional differencing mechanism, which is able to progressively and adaptively make nuanced yet meaningful changes prominent, meanwhile, the periodic or cyclic patterns can be dynamically captured with flexible lagging and dynamic ranging operations. Extensive experiments demonstrate DifFormer significantly outperforms state-of-the-art models on three essential time-series analysis tasks, including classification, regression, and forecasting. In addition to its superior performances, DifFormer also excels in efficiency - a linear time/memory complexity with empirically lower time consumption 
650 4 |a Journal Article 
700 1 |a Cui, Wei  |e verfasserin  |4 aut 
700 1 |a Zhang, Le  |e verfasserin  |4 aut 
700 1 |a Zhu, Ce  |e verfasserin  |4 aut 
700 1 |a Wang, Wei  |e verfasserin  |4 aut 
700 1 |a Tsang, Ivor W  |e verfasserin  |4 aut 
700 1 |a Zhou, Joey Tianyi  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t IEEE transactions on pattern analysis and machine intelligence  |d 1979  |g 45(2023), 11 vom: 02. Nov., Seite 13586-13598  |w (DE-627)NLM098212257  |x 1939-3539  |7 nnas 
773 1 8 |g volume:45  |g year:2023  |g number:11  |g day:02  |g month:11  |g pages:13586-13598 
856 4 0 |u http://dx.doi.org/10.1109/TPAMI.2023.3293516  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d 45  |j 2023  |e 11  |b 02  |c 11  |h 13586-13598