Abstract
Sensor data, such as traffic flow monitoring data, constitutes a type of multimedia data. Forecasting sensor data holds significant potential for decision-making. And we can explore its patterns using time series forecasting methods. In the past few years, Transformer-based models have gained popularity in multivariate time series forecasting due to their ability to capture long-range temporal dependencies. Transformer models have quadratic time complexity in the self-attention mechanism, which hinders their efficiency in handling long-term sequences. The recently proposed PatchTST model has addressed this limitation by dividing sequences into a series of patches and using patch-wise tokens as input, which can dramatically reduce the computational complexity in Transformers. However, PatchTST adopts a channel-independent approach, which ignores the cross-channel interaction within multivariate time-series data. In this work, we propose Multi-Axis Mixer(MAMixer), in which we use three layers to capture the spatial, global and local temporal interactions within multivariate time-series data: a Spatial-Interaction Layer to capture the interactions among different channels, a Global-Temporal-Interaction Layer to capture the interactions among different patches of data, and a Local-Temporal-Interaction Layer to capture the interactions within a patch. We conduct extensive experiments on various real-world datasets for time-series forecasting. The experimental results demonstrate that the proposed method has superior performance gains over several state-of-the-art methods for time-series forecasting.
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Acknowledgements
This work was supported by Guangdong Basic and Applied Basic Research Foundation (2023A1515011400, 2021A1515012172), National Science Foundation of China (61772567, U1811262).
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Liu, Y., Lin, G., Lai, H., Pan, Y. (2024). MAMixer: Multivariate Time Series Forecasting via Multi-axis Mixing. In: Rudinac, S., et al. MultiMedia Modeling. MMM 2024. Lecture Notes in Computer Science, vol 14554. Springer, Cham. https://doi.org/10.1007/978-3-031-53305-1_32
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DOI: https://doi.org/10.1007/978-3-031-53305-1_32
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