2023/12/28 by Zhihao Yu, Liantao Ma, Yu, Zhihao +5
Computer Science · #Advanced Text Analysis Techniques #FOS: Computer and information sciences #Machine Learning (cs.LG) #Music and Audio Processing #Time Series Analysis and Forecasting
paper · pdf · doi:10.48550/arxiv.2312.16790
openalex publication_date 2023/12/28 · openalex created_date 2023/12/30 · openalex updated_date 2026/07/28
Deep learning algorithms, especially Transformer-based models, have achieved significant performance by capturing long-range dependencies and historical information. However, the power of convolution has not been fully investigated. Moreover, most existing works ignore the dynamic interaction among variables and evolutionary noise in series. Addressing these issues, we propose a Hierarchical Memorizing Network (HMNet). In particular, a hierarchical convolution structure is introduced to extract the information from the series at various scales. Besides, we propose a dynamic variable interaction module to learn the varying correlation and an adaptive denoising module to search and exploit similar patterns to alleviate noises. These modules can cooperate with the hierarchical structure from the perspective of fine to coarse grain. Experiments on five benchmarks demonstrate that HMNet significantly outperforms the state-of-the-art models by 10.6% on MSE and 5.7% on MAE. Our code is released at https://github.com/yzhHoward/HMNet.