Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective

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Author(s)
Hu, J
Hu, Y
Chen, W
Jin, M
Pan, S
Wen, Q
Liang, Y
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2024
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Vancouver, Canada

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Abstract

In long-term time series forecasting (LTSF) tasks, an increasing number of works have acknowledged that discrete time series originate from continuous dynamic systems and have attempted to model their underlying dynamics. Recognizing the chaotic nature of real-world data, our model, Attraos, incorporates chaos theory into LTSF, perceiving real-world time series as low-dimensional observations from unknown high-dimensional chaotic dynamical systems. Under the concept of attractor invariance, Attraos utilizes non-parametric Phase Space Reconstruction embedding along with a novel multi-resolution dynamic memory unit to memorize historical dynamical structures, and evolves by a frequency-enhanced local evolution strategy. Detailed theoretical analysis and abundant empirical evidence consistently show that Attraos outperforms various LTSF methods on mainstream LTSF datasets and chaotic datasets with only one-twelfth of the parameters compared to PatchTST.

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Advances in Neural Information Processing Systems

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37

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This work is covered by copyright. You must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a specified licence, refer to the licence for details of permitted re-use. If you believe that this work infringes copyright please make a copyright takedown request using the form at https://www.griffith.edu.au/copyright-matters.

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Artificial intelligence

Machine learning

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Jiaxi, H; Yuehong, H; Wei, C; Jin, M; Shirui, P; Qingsong, W; Yuxuan, L, Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective, Advances in Neural Information Processing Systems, 2024, 37