Boundary-Aware Periodicity-based Sparsification Strategy for Ultra-Long Time Series Forecasting

摘要

In various domains such as transportation, resource management, and weather forecasting, there is an urgent need for methods that can provide predictions over a sufficiently long time horizon to encompass the period required for decision-making and implementation. Compared to traditional time series forecasting, ultra-long time series forecasting requires enhancing the model's ability to infer long time series, while maintaining inference costs within an acceptable range. To address this challenge, we propose the Boundary-Aware Periodicity-based sparsification strategy for Ultra-Long time series forecasting (BAP-UL).This method effectively captures periodic features in time series and reorganizes inputs and outputs into shorter sub-sequences for improved prediction accuracy. In the paper, we investigate several commonly used benchmark datasets and demonstrate that the proposed method can yield comparable performance across them.