Revitalizing Multivariate Time Series Forecasting: Learnable Decomposition with Inter-Series Dependencies and Intra-Series Variations Modeling

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and existing methods, relying on basic moving average kernels, may struggle with the non-linear structure and complex trends in real-world data. Given that, we introduce a learnable decomposition strategy to capture dynamic trend information more reasonably. Additionally, we propose a dual attention module tailored to capture inter-series dependencies and intra-series variations simultaneously for better time series forecasting, which is implemented by channel-wise self-attention and autoregressive self-attention. To evaluate the effectiveness of our method, we conducted experiments across eight open-source datasets and compared it with the state-of-the-art methods. Through the comparison results, our Leddam (LEarnable Decomposition and Dual Attention Module) not only demonstrates significant advancements in predictive performance, but also the proposed decomposition strategy can be plugged into other methods with a large performance-boosting, from 11.87% to 48.56% MSE error degradation.

Leveraging Herpangina Data to Enhance Hospital-level Prediction of Hand-Foot-and-Mouth Disease Admissions Using UPTST

Outbreaks of hand-foot-and-mouth disease(HFMD) have been associated with significant morbidity and, in severe cases, mortality. Accurate forecasting of daily admissions of pediatric HFMD patients is therefore crucial for aiding the hospital in preparing for potential outbreaks and mitigating nosocomial transmissions. To address this pressing need, we propose a novel transformer-based model with a U-net shape, utilizing the patching strategy and the joint prediction strategy that capitalizes on insights from herpangina, a disease closely correlated with HFMD. This model also integrates representation learning by introducing reconstruction loss as an auxiliary loss. The results show that our U-net Patching Time Series Transformer (UPTST) model outperforms existing approaches in both long- and short-arm prediction accuracy of HFMD at hospital-level. Furthermore, the exploratory extension experiments show that the model's capabilities extend beyond prediction of infectious disease, suggesting broader applicability in various domains.