SiamTST: A Novel Representation Learning Framework for Enhanced Multivariate Time Series Forecasting applied to Telco Networks
Kristoffersen, Simen, Nordby, Peter Skaar, Malacarne, Sara, Ruocco, Massimiliano, Ortiz, Pablo
–arXiv.org Artificial Intelligence
We introduce SiamTST, a novel representation learning framework for multivariate time series. SiamTST integrates a Siamese network with attention, channel-independent patching, and normalization techniques to achieve superior performance. Evaluated on a real-world industrial telecommunication dataset, SiamTST demonstrates significant improvements in forecasting accuracy over existing methods. Notably, a simple linear network also shows competitive performance, achieving the second-best results, just behind SiamTST.
arXiv.org Artificial Intelligence
Jul-2-2024