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NHITS: Neural Hierarchical Interpolation for Time Series Forecasting

AAAI 2023 · Time series › Long-term forecasting · approach: Attention for time series forecasting · 516 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
add hierarchical interpolation and multi-rate sampling (ablation)N-HiTS · Five datasets, H=720MSE: 0.548 -> 0.484Helped
add multi-rate sampling (ablation)N-HiTS · Five datasets, H=720MSE: 0.518 -> 0.484Helped
add hierarchical interpolation (ablation)N-HiTS · Five datasets, H=720MSE: 0.498 -> 0.484Helped
replace max pooling with average pooling (ablation)N-HiTS · Long-horizon forecastingforecast accuracyHurt
replace linear interpolation with nearest-neighbor interpolation (ablation)N-HiTS · Long-horizon forecastingforecast accuracyHurt
replace linear interpolation with cubic interpolation (ablation)N-HiTS · Long-horizon forecastingforecast accuracyHurt
synthesize and remove low-frequency components before modeling fine-grained components (ablation)N-HiTS hierarchical interpolation · Long-horizon forecastingforecast accuracyHelped
use N-HiTS instead of the strongest baselineLong-horizon forecasting · ECL, H=720MSE: 0.231 -> 0.243Hurt
use N-HiTS instead of the strongest baselineLong-horizon forecasting · ETTm2, H=720MSE: 0.411 -> 0.401Helped

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