Research map / Time series / Long-term forecasting
NHITS: Neural Hierarchical Interpolation for Time Series Forecasting
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add hierarchical interpolation and multi-rate sampling (ablation) | N-HiTS · Five datasets, H=720 | MSE: 0.548 -> 0.484 | Helped |
| add multi-rate sampling (ablation) | N-HiTS · Five datasets, H=720 | MSE: 0.518 -> 0.484 | Helped |
| add hierarchical interpolation (ablation) | N-HiTS · Five datasets, H=720 | MSE: 0.498 -> 0.484 | Helped |
| replace max pooling with average pooling (ablation) | N-HiTS · Long-horizon forecasting | forecast accuracy | Hurt |
| replace linear interpolation with nearest-neighbor interpolation (ablation) | N-HiTS · Long-horizon forecasting | forecast accuracy | Hurt |
| replace linear interpolation with cubic interpolation (ablation) | N-HiTS · Long-horizon forecasting | forecast accuracy | Hurt |
| synthesize and remove low-frequency components before modeling fine-grained components (ablation) | N-HiTS hierarchical interpolation · Long-horizon forecasting | forecast accuracy | Helped |
| use N-HiTS instead of the strongest baseline | Long-horizon forecasting · ECL, H=720 | MSE: 0.231 -> 0.243 | Hurt |
| use N-HiTS instead of the strongest baseline | Long-horizon forecasting · ETTm2, H=720 | MSE: 0.411 -> 0.401 | Helped |
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