Information-aware attention dynamic synergetic network for multivariate time series long-term forecasting

SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction

Biological sequence data mining is hot spot in bioinformatics. A biological sequence can be regarded as a set of characters. Time series is similar to biological sequences in terms of both representation and mechanism. Therefore, in the article, biological sequences are represented with time series to obtain biological time sequence (BTS). Hybrid ensemble learning framework (SaPt-CNN-LSTM-AR-EA) for BTS is proposed. Single-sequence and multi-sequence models are respectively constructed with self-adaption pre-training one-dimensional convolutional recurrent neural network and autoregressive fractional integrated moving average fused evolutionary algorithm. In DNA sequence experiments with six viruses, SaPt-CNN-LSTM-AR-EA realized the good overall prediction performance and the prediction accuracy and correlation respectively reached 1.7073 and 0.9186. SaPt-CNN-LSTM-AR-EA was compared with other five benchmark models so as to verify its effectiveness and stability. SaPt-CNN-LSTM-AR-EA increased the average accuracy by about 30%. The framework proposed in this article is significant in biology, biomedicine, and computer science, and can be widely applied in sequence splicing, computational biology, bioinformation, and other fields.

GBT: Two-stage transformer framework for non-stationary time series forecasting

This paper shows that time series forecasting Transformer (TSFT) suffers from severe over-fitting problem caused by improper initialization method of unknown decoder inputs, especially when handling non-stationary time series. Based on this observation, we propose GBT, a novel two-stage Transformer framework with Good Beginning. It decouples the prediction process of TSFT into two stages, including Auto-Regression stage and Self-Regression stage to tackle the problem of different statistical properties between input and prediction sequences. Prediction results of Auto-Regression stage serve as a 'Good Beginning', i.e., a better initialization for inputs of Self-Regression stage. We also propose the Error Score Modification module to further enhance the forecasting capability of the Self-Regression stage in GBT. Extensive experiments on seven benchmark datasets demonstrate that GBT outperforms SOTA TSFTs (FEDformer, Pyraformer, ETSformer, etc.) and many other forecasting models (SCINet, N-HiTS, etc.) with only canonical attention and convolution while owning less time and space complexity. It is also general enough to couple with these models to strengthen their forecasting capability. The source code is available at: https://github.com/OrigamiSL/GBT.