Summary of Mmfnet: Multi-scale Frequency Masking Neural Network For Multivariate Time Series Forecasting, by Aitian Ma et al.
MMFNet: Multi-Scale Frequency Masking Neural Network for Multivariate Time Series Forecasting
by Aitian Ma, Dongsheng Luo, Mo Sha
First submitted to arxiv on: 2 Oct 2024
Categories
- Main: Machine Learning (cs.LG)
- Secondary: None
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| Summary difficulty | Written by | Summary |
|---|---|---|
| High | Paper authors | High Difficulty Summary Read the original abstract here |
| Medium | GrooveSquid.com (original content) | Medium Difficulty Summary The paper introduces MMFNet, a novel model for Long-term Time Series Forecasting (LTSF) that leverages a multi-scale masked frequency decomposition approach. LTSF is critical in various applications such as electricity consumption planning and disease propagation analysis, requiring the capture of long-range dependencies between inputs and outputs. The proposed MMFNet model converts time series into frequency segments at varying scales while employing a learnable mask to filter out irrelevant components adaptively. This approach addresses limitations of existing methods that assume stationarity and filter out high-frequency components containing crucial short-term fluctuations. Experimental results on benchmark datasets demonstrate the effectiveness of MMFNet, achieving up to 6.0% reductions in Mean Squared Error (MSE) compared to state-of-the-art models for multivariate forecasting tasks. |
| Low | GrooveSquid.com (original content) | Low Difficulty Summary The paper solves a big problem called long-term time series forecasting. This is important for things like predicting electricity usage and tracking diseases. The challenge is that we need to find patterns in the data that happen over a long period of time, but this can be hard because there are many different patterns happening at once. The new model, MMFNet, helps by breaking down the data into different pieces and then filtering out what’s not important. This makes it better than older models that don’t do this as well. |
Keywords
» Artificial intelligence » Mask » Mse » Time series » Tracking
