One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample convolution and interaction for temporal modeling and forecasting, named SCINet. Specifically, SCINet is a recursive downsample-convolve-interact architecture. In each layer, we use multiple convolutional filters to extract distinct yet valuable temporal features from the downsampled sub-sequences or features.

One unique property of time series is that the temporal relations are largely preserved after downsampling into two sub-sequences. By taking advantage of this property, we propose a novel neural network architecture that conducts sample convolution and interaction for temporal modeling and forecasting, named SCINet. Specifically, SCINet is a recursive downsample-convolve-interact architecture. In each layer, we use multiple convolutional filters to extract distinct yet valuable temporal features from the downsampled sub-sequences or features. Experimental results show that SCINet achieves significant forecasting accuracy improvements over both existing convolutional models and Transformer-based solutions across various real-world time series forecasting datasets.