Yijie Wang , Xiao Wu , Jiaying Zhang , Weiping Wang , Linjiang Zheng , Jiaxing Shang
{"title":"Series clustering and dynamic periodic patching-based transformer for multivariate time series forecasting","authors":"Yijie Wang , Xiao Wu , Jiaying Zhang , Weiping Wang , Linjiang Zheng , Jiaxing Shang","doi":"10.1016/j.asoc.2025.112980","DOIUrl":null,"url":null,"abstract":"<div><div>Multivariate time series forecasting (MTSF) is widely employed in research-intensive domains, such as weather forecasting. Recently, Transformer-based models have outstanding ability to achieve SOTA performance, benefiting from its self-attention mechanism. However, existing models fall short in capturing multivariate inter-dependencies and local semantic representations. To tackle the above limitations, we propose a series clustering and dynamic periodic patching-based Transformer model named CMDPPformer, with two distinctive characteristics: (1) A channel-mixing module based on series clustering is proposed which can strengthen the association between variables with high sequence similarity, and weaken the effect of uncorrelated variables. Concretely, we use whole-time series clustering to group multivariate time series into clusters. After that, variables in the same cluster share the same Transformer backbone while variables in different clusters do not affect each other. (2) A dynamic periodic patching module is introduced which can better capture semantic information and improve Transformer’s local semantic representation. Concretely, multivariate time series after clustering are dynamically segmented into periodic patches as Transformer’s input token. Experimental results show that CMDPPformer can achieve an overall 13.76% and 10.16% relative improvements than SOTA Transformer-based models on seven benchmarks, covering four real-world applications: energy, weather, illness and economic.</div></div>","PeriodicalId":50737,"journal":{"name":"Applied Soft Computing","volume":"174 ","pages":"Article 112980"},"PeriodicalIF":7.2000,"publicationDate":"2025-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Soft Computing","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1568494625002911","RegionNum":1,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
Series clustering and dynamic periodic patching-based transformer for multivariate time series forecasting
Multivariate time series forecasting (MTSF) is widely employed in research-intensive domains, such as weather forecasting. Recently, Transformer-based models have outstanding ability to achieve SOTA performance, benefiting from its self-attention mechanism. However, existing models fall short in capturing multivariate inter-dependencies and local semantic representations. To tackle the above limitations, we propose a series clustering and dynamic periodic patching-based Transformer model named CMDPPformer, with two distinctive characteristics: (1) A channel-mixing module based on series clustering is proposed which can strengthen the association between variables with high sequence similarity, and weaken the effect of uncorrelated variables. Concretely, we use whole-time series clustering to group multivariate time series into clusters. After that, variables in the same cluster share the same Transformer backbone while variables in different clusters do not affect each other. (2) A dynamic periodic patching module is introduced which can better capture semantic information and improve Transformer’s local semantic representation. Concretely, multivariate time series after clustering are dynamically segmented into periodic patches as Transformer’s input token. Experimental results show that CMDPPformer can achieve an overall 13.76% and 10.16% relative improvements than SOTA Transformer-based models on seven benchmarks, covering four real-world applications: energy, weather, illness and economic.
期刊介绍:
Applied Soft Computing is an international journal promoting an integrated view of soft computing to solve real life problems.The focus is to publish the highest quality research in application and convergence of the areas of Fuzzy Logic, Neural Networks, Evolutionary Computing, Rough Sets and other similar techniques to address real world complexities.
Applied Soft Computing is a rolling publication: articles are published as soon as the editor-in-chief has accepted them. Therefore, the web site will continuously be updated with new articles and the publication time will be short.