Peri-midFormer: Periodic Pyramid Transformer for Time Series Analysis

Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been quite challenging due to the discrete nature of data points in time series and the complexity of periodic variation. In terms of periodicity, taking weather and traffic data as an example, there are multi-periodic variations such as yearly, monthly, weekly, and daily, etc. In order to break through the limitations of the previous methods, we decouple the implied complex periodic variations into inclusion and overlap relationships among different level periodic components based on the observation of the multi-periodicity therein and its inclusion relationships.