​​TSMixer: An All-MLP Architecture for Time Series Forecasting

Time-series datasets in real-world scenarios are inherently multivariate and riddled with intricate dynamics. While recurrent or attention-based deep learning models have been the go-to solution to address these complexities, recent discoveries have shown that even basic univariate linear models can surpass them in performance on standard academic benchmarks. As an extension of this revelation, the paper introduces the Time-Series Mixer TSMixer. This innovative design, crafted by layering multi-layer perceptrons, hinges on mixing operations across both time and feature axes, ensuring an efficient extraction of data nuances.

Upon application, TSMixer has shown promising results. Not only does it hold its ground against specialized state-of-the-art models on well-known benchmarks, but it also trumps leading alternatives in the challenging M5 benchmark, a dataset that mirrors the intricacies of retail realities. The paper's outcomes emphasize the pivotal role of cross-variate and auxiliary data in refining time series forecasting.

Paper link: https://arxiv.org/abs/2303.06053
Code link: https://github.com/google-research/google-research/tree/master/tsmixer

A detailed unofficial overview of the paper:
https://andlukyane.com/blog/paper-review-tsmixer

#paperreview #deeplearning #timeseries #mlp

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​​TSMixer: An All-MLP Architecture for Time Series Forecasting

Time-series datasets in real-world scenarios are inherently multivariate and riddled with intricate dynamics. While recurrent or attention-based deep learning models have been the go-to solution to address these complexities, recent discoveries have shown that even basic univariate linear models can surpass them in performance on standard academic benchmarks. As an extension of this revelation, the paper introduces the Time-Series Mixer TSMixer. This innovative design, crafted by layering multi-layer perceptrons, hinges on mixing operations across both time and feature axes, ensuring an efficient extraction of data nuances.

Upon application, TSMixer has shown promising results. Not only does it hold its ground against specialized state-of-the-art models on well-known benchmarks, but it also trumps leading alternatives in the challenging M5 benchmark, a dataset that mirrors the intricacies of retail realities. The paper's outcomes emphasize the pivotal role of cross-variate and auxiliary data in refining time series forecasting.

Paper link: https://arxiv.org/abs/2303.06053
Code link: https://github.com/google-research/google-research/tree/master/tsmixer

A detailed unofficial overview of the paper:
https://andlukyane.com/blog/paper-review-tsmixer

#paperreview #deeplearning #timeseries #mlp

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35.6K viewsSep 14, 2023 at 04:44