Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach

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Details

Original languageEnglish
Title of host publicationNeurIPS Workshop on Time Series in the Age of Large Models
Publication statusE-pub ahead of print - 10 Jun 2024

Publication series

NameArXiv

Abstract

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full potential of these existing modules within a properly designed architecture. In this work, we propose a novel hierarchical neural architecture search approach for time series forecasting tasks. With the design of a hierarchical search space, we incorporate many architecture types designed for forecasting tasks and allow for the efficient combination of different forecasting architecture modules. Results on long-term-time-series-forecasting tasks show that our approach can search for lightweight high-performing forecasting architectures across different forecasting tasks.

Keywords

    AutoML, Time Series Foreacsting, Neural Architecture Search

Cite this

Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach. / Deng, Difan; Lindauer, Marius.
NeurIPS Workshop on Time Series in the Age of Large Models. 2024. (ArXiv).

Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

Deng, D., & Lindauer, M. (2024). Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach. In NeurIPS Workshop on Time Series in the Age of Large Models (ArXiv). Advance online publication. https://arxiv.org/abs/2406.05088
Deng D, Lindauer M. Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach. In NeurIPS Workshop on Time Series in the Age of Large Models. 2024. (ArXiv). Epub 2024 Jun 10.
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abstract = " The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full potential of these existing modules within a properly designed architecture. In this work, we propose a novel hierarchical neural architecture search approach for time series forecasting tasks. With the design of a hierarchical search space, we incorporate many architecture types designed for forecasting tasks and allow for the efficient combination of different forecasting architecture modules. Results on long-term-time-series-forecasting tasks show that our approach can search for lightweight high-performing forecasting architectures across different forecasting tasks. ",
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