Skip to yearly menu bar Skip to main content


Poster

ElasTST: Towards Robust Varied-Horizon Forecasting with Elastic Time-Series Transformer

Jiawen Zhang · Shun Zheng · Xumeng Wen · Xiaofang Zhou · Jiang Bian · Jia Li

[ ]
Wed 11 Dec 4:30 p.m. PST — 7:30 p.m. PST

Abstract:

Numerous industrial sectors necessitate models capable of providing robust forecasts across various horizons. Despite the recent strides in crafting specific architectures for time-series forecasting and developing pre-trained universal models, a comprehensive examination of their capability in accommodating varied-horizon forecasting during inference is still lacking. This paper bridges this gap through the design and evaluation of the Elastic Time-Series Transformer (ElasTST). The ElasTST model incorporates a non-autoregressive design with placeholders and structured self-attention masks, warranting future outputs that are invariant to adjustments in inference horizons. A tunable version of rotary position embedding is also integrated into ElasTST to capture time-series-specific periods and enhance adaptability to different horizons. Additionally, ElasTST employs a multi-scale patch design, effectively integrating both fine-grained and coarse-grained information. Through comprehensive experiments and comparisons with state-of-the-art time-series architectures and contemporary foundation models, we demonstrate the efficacy of ElasTST's unique design elements. Our findings position ElasTST as a robust solution for the practical necessity of varied-horizon forecasting.

Live content is unavailable. Log in and register to view live content