DRCNN: decomposing residual convolutional neural networks for time series forecasting

作者：Yuzhen Zhu, Shaojie Luo, Di Huang, Weiyan Zheng, Fang Su, Beiping Hou · 发表于：Scientific Reports · 年份：2023 · DOI：10.1038/s41598-023-42815-6 · 被引用次数：7 · 研究领域：Stock Market Forecasting Methods、Time Series Analysis and Forecasting、Energy Load and Power Forecasting

Recent studies have shown great performance of Transformer-based models in long-term time series forecasting due to their ability in capturing long-term dependencies. However, Transformers have their limitations when training on small datasets because of their lack in necessary inductive bias for time series forecasting, and do not show significant benefits in short-time step forecasting as well as that in long-time step as the continuity of sequence is not focused on. In this paper, efficient designs in Transformers are reviewed and a design of decomposing residual convolution neural networks or DRCNN is proposed. The DRCNN method allows to utilize the continuity between data by decomposing data into residual and trend terms which are processed by a designed convolution block or DR-Block. DR-Block has its strength in extracting features by following the structural design of Transformers. In addition, by imitating the multi-head in Transformers, a Multi-head Sequence method is proposed such that the network is enabled to receive longer inputs and more accurate forecasts are obtained. The state-of-the-art performance of the presented model are demonstrated on several datasets.