Dascalu, Sergiu M.
Dozerformer: Sequence Adaptive Sparse Transformer for Multivariate Time Series Forecasting
Zhang, Yifan, Wu, Rui, Dascalu, Sergiu M., Harris, Frederick C. Jr
Transformers have achieved remarkable performance in multivariate time series(MTS) forecasting due to their capability to capture long-term dependencies. However, the canonical attention mechanism has two key limitations: (1) its quadratic time complexity limits the sequence length, and (2) it generates future values from the entire historical sequence. To address this, we propose a Dozer Attention mechanism consisting of three sparse components: (1) Local, each query exclusively attends to keys within a localized window of neighboring time steps. (2) Stride, enables each query to attend to keys at predefined intervals. (3) Vary, allows queries to selectively attend to keys from a subset of the historical sequence. Notably, the size of this subset dynamically expands as forecasting horizons extend. Those three components are designed to capture essential attributes of MTS data, including locality, seasonality, and global temporal dependencies. Additionally, we present the Dozerformer Framework, incorporating the Dozer Attention mechanism for the MTS forecasting task. We evaluated the proposed Dozerformer framework with recent state-of-the-art methods on nine benchmark datasets and confirmed its superior performance. The code will be released after the manuscript is accepted.
A Schedule of Duties in the Cloud Space Using a Modified Salp Swarm Algorithm
Jamali, Hossein, Shill, Ponkoj Chandra, Feil-Seifer, David, Harris,, Frederick C. Jr., Dascalu, Sergiu M.
Cloud computing is a concept introduced in the information technology era, with the main components being the grid, distributed, and valuable computing. The cloud is being developed continuously and, naturally, comes up with many challenges, one of which is scheduling. A schedule or timeline is a mechanism used to optimize the time for performing a duty or set of duties. A scheduling process is accountable for choosing the best resources for performing a duty. The main goal of a scheduling algorithm is to improve the efficiency and quality of the service while at the same time ensuring the acceptability and effectiveness of the targets. The task scheduling problem is one of the most important NP-hard issues in the cloud domain and, so far, many techniques have been proposed as solutions, including using genetic algorithms (GAs), particle swarm optimization, (PSO), and ant colony optimization (ACO). To address this problem, in this paper, one of the collective intelligence algorithms, called the Salp Swarm Algorithm (SSA), has been expanded, improved, and applied. The performance of the proposed algorithm has been compared with that of GAs, PSO, continuous ACO, and the basic SSA. The results show that our algorithm has generally higher performance than the other algorithms. For example, compared to the basic SSA, the proposed method has an average reduction of approximately 21% in makespan.
Multi-scale Transformer Pyramid Networks for Multivariate Time Series Forecasting
Zhang, Yifan, Wu, Rui, Dascalu, Sergiu M., Harris, Frederick C. Jr
Multivariate Time Series (MTS) forecasting involves modeling temporal dependencies within historical records. Transformers have demonstrated remarkable performance in MTS forecasting due to their capability to capture long-term dependencies. However, prior work has been confined to modeling temporal dependencies at either a fixed scale or multiple scales that exponentially increase (most with base 2). This limitation hinders their effectiveness in capturing diverse seasonalities, such as hourly and daily patterns. In this paper, we introduce a dimension invariant embedding technique that captures short-term temporal dependencies and projects MTS data into a higher-dimensional space, while preserving the dimensions of time steps and variables in MTS data. Furthermore, we present a novel Multi-scale Transformer Pyramid Network (MTPNet), specifically designed to effectively capture temporal dependencies at multiple unconstrained scales. The predictions are inferred from multi-scale latent representations obtained from transformers at various scales. Extensive experiments on nine benchmark datasets demonstrate that the proposed MTPNet outperforms recent state-of-the-art methods.