Research map / Time series / Long-term forecasting
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| add progressive decomposition architecture (ablation) | Transformer · ETTm2 predict-336 | MSE: 1.413 -> 0.375 | Helped |
| add progressive decomposition architecture (ablation) | Informer · ETTm2 predict-720 | MSE: 3.379 -> 0.822 | Helped |
| pre-decompose series and forecast parts separately (Sep) (ablation) | Transformer · ETTm2 predict-720 | MSE: 2.672 -> 3.200 | Hurt |
| pre-decompose series and forecast parts separately (Sep) (ablation) | Informer · ETTm2 predict-336 | MSE: 1.363 -> 1.469 | Hurt |
| Auto-Correlation instead of full self-attention (ablation) | Autoformer · ETTm2 input-96 predict-720 | MSE: 0.537 -> 0.422 | Helped |
| Auto-Correlation instead of ProbSparse attention (ablation) | Autoformer · ETTm2 input-96 predict-720 | MSE: 0.822 -> 0.422 | Helped |
| Auto-Correlation instead of full attention (ablation) | Autoformer · ETTm2 input-336 predict-1440 | memory | Helped |
| add past information to decoder input (I+O vs O) (ablation) | Autoformer · ETTm2 input-96 predict-336 | MSE: 0.360 -> 0.333 | Helped |
| Autoformer vs Informer | long-term forecasting · Exchange predict-336 | MSE: 1.672 -> 0.509 | Helped |
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