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Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting

NeurIPS 2024 · Time series › Long-term forecasting · approach: Attention for time series forecasting · 13 citations (OpenAlex)

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Proposes Ada-MSHyper, an adaptive multi-scale hypergraph transformer that learns data-driven hypergraphs per scale, adds node and hyperedge constraint losses, and models intra- and inter-scale group-wise interactions for long-range time series forecasting.

Problem

Transformers for time series forecasting struggle with sparse semantic information per time point (pair-wise attention is insufficient) and with entangled temporal variations within and across scales.

Approach

Learns adaptive (data-driven) multi-scale hypergraph incidence matrices to model group-wise interactions, adds node constraint (semantic similarity clustering of nodes to hyperedges) and hyperedge constraint (cosine/Euclidean-based loss on hyperedge representations) to separate temporal variations, and uses intra-scale hypergraph attention plus inter-scale hyperedge attention.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use adaptive hypergraph learning instead of adaptive graph learning (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.542 -> 0.372Helped
Use multi-scale incidence matrices instead of one incidence matrix (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.422 -> 0.372Helped
Use adaptive hypergraphs instead of predefined multi-scale hypergraphs (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.386 -> 0.372Helped
Add node constraint (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.390 -> 0.372Helped
Add hyperedge constraint (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.384 -> 0.372Helped
Add node and hyperedge constraints (ablation)Ada-MSHyper · ETTh1, prediction length 96MSE: 0.393 -> 0.372Helped

Limitations

Experimental setup

Datasets: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic PEMS03 PEMS04 PEMS07 PEMS08

Benchmarks: ETTh1 ETTh2 ETTm1 ETTm2 Weather Electricity Traffic PEMS03 PEMS04 PEMS07 PEMS08

Metrics: MSE MAE

Baselines: iTransformer MSHyper TimeMixer PatchTST Crossformer TimesNet DLinear FiLM FEDformer Autoformer SCINet WITRAN

Builds on: MSHyper HGNN PatchTST iTransformer

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