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Published at May 13

Peri-midFormer: Periodic Pyramid Transformer for Time Series Analysis

NeurIPS

Spotlight

Released Date: May 13, 2024

Authors: Qiang Wu¹, Gechang Yao¹, Zhixi Feng¹, Shuyuan Yang¹

Aff.: ¹Key Laboratory of Intelligent Perception and Image Understanding of Ministry of Education, School of Artificial Intelligence, Xidian University, China

Arxiv: https://openreview.net/pdf/646d3d87befeabbacfa1938c19988c2bb0d7cca7.pdf

Models	Peri-mid	Time-LLM	GPT4TS	TimesNet	PatchTST	N-HiTS	N-BEATS	ETS $\ast$	LightTS	DLinear	FED $\ast$	Station	Auto $\ast$	Pyra $\ast$	In $\ast$	Re $\ast$
Models	Former	[25]	[20]	[13]	[19]	[40]	[31]	[29]	[41]	[14]	[17]	[11]	[12]	[10]	[16]	[28]
SMAPE	11.833	11.983	11.991	11.829	12.059	11.927	11.851	14.718	13.525	13.639	12.840	12.780	12.909	16.987	14.086	18.200
MASE	1.584	1.595	1.600	1.585	1.623	1.613	1.599	2.408	2.111	2.095	1.701	1.756	1.771	3.265	2.718	4.223
OWA	0.850	0.859	0.861	0.851	0.869	0.861	0.855	1.172	1.051	1.051	0.918	0.930	0.939	1.480	1.230	1.775