TSLANet: Rethinking Transformers for Time Series Representation Learning
Emadeldeen Eldele, Mohamed Ragab, Zhenghua Chen, Min Wu, Xiaoli Li
Abstract
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 **T**ime **S**eries **L**ightweight **A**daptive **Net**work (**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.
BibTeX
@inproceedings{
eldele2024tslanet,
title={{TSLAN}et: Rethinking Transformers for Time Series Representation Learning},
author={Emadeldeen Eldele and Mohamed Ragab and Zhenghua Chen and Min Wu and Xiaoli Li},
booktitle={Forty-first International Conference on Machine Learning},
year={2024},
url={https://openreview.net/forum?id=CGR3vpX63X}
}