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CARD: Channel Aligned Robust Blend Transformer for Time Series Forecasting

ICLR 2024 · Time series › Long-term forecasting · approach: Transformers for long-term forecasting · 4 citations (OpenAlex)

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Proposes CARD, an encoder-only Transformer that adds channel-aligned attention (over tokens and over hidden dimensions, with dynamic projection across channels), a token blend module for multi-scale tokens, and a signal-decay robust (Laplace-based) loss for long-term time series forecasting.

Problem

Channel-independent Transformers for multivariate time series forecasting ignore cross-channel correlations, while channel-dependent designs overfit noise and are costly; multi-scale information and overfitting to noise are also not handled well.

Approach

Attention is applied alternately over tokens and over channels (with dynamic projection to reduce channel cost) and over hidden dimensions within each patch; a token blend module merges adjacent tokens within the same head to create multi-resolution tokens; the loss weights far-horizon errors by l^{-1/2} using an L1 form derived from a Markov/Laplace argument.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use signal decay-based loss instead of MSE (ablation)CARD · ETTm1MSE: 0.390 -> 0.383Helped
Use signal decay-based loss instead of MSE (ablation)CARD · ETTh1MSE: 0.449 -> 0.443Helped
Use signal decay-based loss instead of MSE (ablation)MICN-regre · ETTm1MSE: 0.392 -> 0.383Helped
Use signal decay-based loss instead of MSE (ablation)TimesNet · ETTm1MSE: 0.400 -> 0.392Helped
Use signal decay-based loss instead of MSE (ablation)FEDformer · ETTm1MSE: 0.448 -> 0.413Helped
Use signal decay-based loss instead of MSE (ablation)Autoformer · ETTm1MSE: 0.588 -> 0.523Helped
Increase input length from 96 to 720 (ablation)CARD · ETTm1MSE: 8.9% reductionHelped
Increase input length from 96 to 720 (ablation)CARD · ETTh1MSE: 8.6% reductionHelped
Set token blend size to 1, reducing token blend to standard token mixing (ablation)CARD · Forecasting benchmarksMSEHurt
Increase token blend size beyond the dataset-useful scales (ablation)CARD · Some forecasting datasetsMSEHurt
Add signal decay-based loss instead of plain MSE (ablation)Recent Transformer, CNN, and MLP baselines · Long-term forecasting datasetsMSE: 3% to 12% reductionHelped

Surprising findings

Limitations

Experimental setup

Datasets: ETTm1 ETTm2 ETTh1 ETTh2 Weather Electricity Traffic

Benchmarks: ETTm1 ETTm2 ETTh1 ETTh2 Weather Electricity Traffic SMD MSL SMAP SWaT PSM

Metrics: MSE MAE F1

Baselines: PatchTST MICN TimesNet Crossformer Dlinear LightTS FilM ETSformer FEDformer

Builds on: PatchTST Crossformer RevIN FlashAttention

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