NPMixer:用于时间序列预测的分层邻域块混合方法 / NPMixer: Hierarchical Neighboring Patch Mixing for Time Series Forecasting
1️⃣ 一句话总结
本文提出了一种名为NPMixer的时间序列预测新方法,通过让模型自动学习如何将数据分解为趋势和细节,并利用分层的小块混合机制逐步扩大视野,从而同时捕捉短期变化和长期依赖,在多个基准数据集上取得了优于现有技术的预测精度。
Multivariate time series forecasting remains a challenge due to the complexity of local temporal dynamics and global dependencies across multiple variables. In this paper, we propose \textbf{N}eighboring \textbf{P}atching \textbf{Mixer} (\textbf{NPMixer}), a hierarchical architecture featuring a Learnable Stationary Wavelet Transform that adaptively learns filter coefficients to decompose signals into trend and detail components in a data-dependent manner. Our framework introduces a Neighboring Mixer Block that captures local temporal dynamics through a series of hierarchical MLP layers operating on non-overlapping patches. Specifically, the mixer block utilizes MLPs to learn temporal patterns within and across these patches, expanding the receptive field to capture multi-scale dependencies. A Channel-Mixing Encoder is applied to high-frequency components to learn channel correlations while preserving the stability of the underlying global trend. Extensive experiments on seven benchmark datasets demonstrate that NPMixer consistently outperforms state-of-the-art models, achieving better performance in 20 out of 28 ($71.4\%$) evaluated experimental setups for MSE.
NPMixer:用于时间序列预测的分层邻域块混合方法 / NPMixer: Hierarchical Neighboring Patch Mixing for Time Series Forecasting
本文提出了一种名为NPMixer的时间序列预测新方法,通过让模型自动学习如何将数据分解为趋势和细节,并利用分层的小块混合机制逐步扩大视野,从而同时捕捉短期变化和长期依赖,在多个基准数据集上取得了优于现有技术的预测精度。
源自 arXiv: 2605.07476