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Efficient and Effective Time-Series Forecasting with Spiking Neural Networks

ICML 2024 · Time series › Long-term forecasting · approach: Spatiotemporal forecasting models · 5 citations (OpenAlex)

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Proposes a framework that adapts CNN, RNN/GRU, and Transformer (iTransformer) backbones into spiking neural networks with delta and convolutional spike encoders for multivariate time-series forecasting, reporting comparable accuracy to ANNs with much lower estimated energy.

Problem

Applying spiking neural networks to time-series forecasting is hard due to temporal alignment between continuous signals and discrete spikes, the complexity of encoding floating-point values into spike trains, and lack of guidance on SNN model selection.

Approach

Align SNN time steps with time-series steps by subdividing each series step into Ts spiking sub-steps, use learnable convolutional or delta spike encoders instead of repetition, and convert TCN, RNN/GRU and iTransformer into hardware-friendly spiking counterparts (Spike-TCN, Spike-RNN/GRU, iSpikformer) trained with surrogate gradients.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace the ANN GRU with Spike-GRUGRU · Four benchmarks, Avg.R^2Helped
Replace the ANN GRU with Spike-GRUGRU · Four benchmarks, Avg.RSEHelped
Replace the ANN iTransformer with iSpikformeriTransformer · Four benchmarks, Avg.RSEHelped
Replace the ANN iTransformer with iSpikformeriTransformer · Four benchmarks, Avg.R^2: 0.001No clear effect
Use a convolutional spike encoder instead of a delta spike encoder (ablation)Spike-TCN, Spike-RNN, and iSpikformer · Metr-la and ElectricityR^2: +0.09 on averageHelped
Use a repetition encoder instead of the convolutional spike encoder (ablation)Spike-TCN, Spike-RNN, and iSpikformer · Metr-la and ElectricityR^2Hurt
Increase SNN time steps to 16 (ablation)SNN models · Metr-la and Solar, L=24R^2Hurt
Increase decay rate beta (ablation)SNN models · Metr-la and Solar, L=24R^2Hurt
Replace TCN with Spike-TCNTCN · Four benchmarks, Avg.R^2Hurt
Replace TCN with Spike-TCNTCN · Four benchmarks, Avg.RSEHurt

Surprising findings

Limitations

Experimental setup

Datasets: Metr-la Pems-bay Solar-energy Electricity synthetic periodic signals

Benchmarks: Metr-la Pems-bay Solar-energy Electricity

Metrics: R^2 RSE energy consumption (mJ) critical difference

Baselines: ARIMA GP TCN GRU Autoformer iTransformer

Builds on: iTransformer Spikformer TCN SEW ResNet snnTorch

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