Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals

In this paper, we find that ubiquitous time series (TS) forecasting models are prone to severe overfitting. To cope with this problem, we embrace a de-redundancy approach to progressively reinstate the intrinsic values of TS for future intervals. Specifically, we renovate the vanilla Transformer by reorienting the information aggregation mechanism from addition to subtraction. Then, we incorporate an auxiliary output branch into each block of the original model to construct a highway leading to the ultimate prediction. The output of …

aggregation cs.lg forecasting future information intrinsic overfitting paper redundancy series the information time series time series forecasting transformer values