计算机科学
水准点(测量)
计算
数据挖掘
特征(语言学)
人工智能
系列(地层学)
机器学习
计算机工程
算法
大地测量学
语言学
生物
哲学
古生物学
地理
作者
Zhichen Lai,Dalin Zhang,Huan Li,Claus Munk Jensen,Hua Liu,Zhao Yan
出处
期刊:Cornell University - arXiv
日期:2023-02-23
标识
DOI:10.48550/arxiv.2302.11974
摘要
Correlated time series (CTS) forecasting plays an essential role in many practical applications, such as traffic management and server load control. Many deep learning models have been proposed to improve the accuracy of CTS forecasting. However, while models have become increasingly complex and computationally intensive, they struggle to improve accuracy. Pursuing a different direction, this study aims instead to enable much more efficient, lightweight models that preserve accuracy while being able to be deployed on resource-constrained devices. To achieve this goal, we characterize popular CTS forecasting models and yield two observations that indicate directions for lightweight CTS forecasting. On this basis, we propose the LightCTS framework that adopts plain stacking of temporal and spatial operators instead of alternate stacking that is much more computationally expensive. Moreover, LightCTS features light temporal and spatial operator modules, called L-TCN and GL-Former, that offer improved computational efficiency without compromising their feature extraction capabilities. LightCTS also encompasses a last-shot compression scheme to reduce redundant temporal features and speed up subsequent computations. Experiments with single-step and multi-step forecasting benchmark datasets show that LightCTS is capable of nearly state-of-the-art accuracy at much reduced computational and storage overheads.
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