TSLANet: Rethinking Transformers for Time Series Representation Learning
About
Time series data, characterized by its intrinsic long and short-range dependencies, poses a unique challenge across analytical applications. While Transformer-based models excel at capturing long-range dependencies, they face limitations in noise sensitivity, computational efficiency, and overfitting with smaller datasets. In response, we introduce a novel Time Series Lightweight Adaptive Network (TSLANet), as a universal convolutional model for diverse time series tasks. Specifically, we propose an Adaptive Spectral Block, harnessing Fourier analysis to enhance feature representation and to capture both long-term and short-term interactions while mitigating noise via adaptive thresholding. Additionally, we introduce an Interactive Convolution Block and leverage self-supervised learning to refine the capacity of TSLANet for decoding complex temporal patterns and improve its robustness on different datasets. Our comprehensive experiments demonstrate that TSLANet outperforms state-of-the-art models in various tasks spanning classification, forecasting, and anomaly detection, showcasing its resilience and adaptability across a spectrum of noise levels and data sizes. The code is available at https://github.com/emadeldeen24/TSLANet.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| Long-term time-series forecasting | Weather | MSE0.276 | 448 | |
| Long-term forecasting | ETTh1 | MSE0.422 | 365 | |
| Long-term time-series forecasting | Traffic | MSE0.397 | 362 | |
| Long-term time-series forecasting | ETTh2 | MSE0.328 | 353 | |
| Time Series Forecasting | ETTh1 (test) | MSE0.387 | 348 | |
| Long-term time-series forecasting | ETTm1 | MSE0.348 | 334 | |
| Long-term time-series forecasting | ETTm2 | MSE0.263 | 330 | |
| Time Series Forecasting | ETTm1 (test) | MSE0.307 | 278 | |
| Time Series Forecasting | Traffic (test) | MSE0.362 | 251 | |
| Time Series Forecasting | ETTh2 (test) | MSE0.299 | 232 |