Timezone: »
Many approaches have been proposed for time series forecasting, in light of its significance in wide applications including business demand prediction. However, the existing methods suffer from two key limitations. Firstly, most point prediction models only predict an exact value of each time step without flexibility, which can hardly capture the stochasticity of data. Even probabilistic prediction using the likelihood estimation suffers these problems in the same way. Besides, most of them use the auto-regressive generative mode, where ground-truth is provided during training and replaced by the network’s own one-step ahead output during inference, causing the error accumulation in inference. Thus they may fail to forecast time series for long time horizon due to the error accumulation. To solve these issues, in this paper, we propose a new time series forecasting model -- Adversarial Sparse Transformer (AST), based on Generated Adversarial Networks (GANs). Specifically, AST adopts a Sparse Transformer as the generator to learn a sparse attention map for time series forecasting, and uses a discriminator to improve the prediction performance from sequence level. Extensive experiments on several real-world datasets show the effectiveness and efficiency of our method.
Author Information
Sifan Wu (Tsinghua University)
Xi Xiao (Tsinghua University)
Qianggang Ding (Tsinghua University)
Peilin Zhao (Tencent AI Lab)
Ying Wei (Tencent AI Lab)
Junzhou Huang (University of Texas at Arlington / Tencent AI Lab)
More from the Same Authors
-
2022 Poster: SCL-WC: Cross-Slide Contrastive Learning for Weakly-Supervised Whole-Slide Image Classification »
Xiyue Wang · Jinxi Xiang · Jun Zhang · Sen Yang · Zhongyi Yang · Ming-Hui Wang · Jing Zhang · Wei Yang · Junzhou Huang · Xiao Han -
2022 : Fast and Accurate Antibody Structure Prediction without Sequence Homologs »
Jiaxiang Wu · Fandi Wu · Biaobin Jiang · Wei Liu · Peilin Zhao -
2022 : A Simple Hypergraph Kernel Convolution based on Discounted Markov Diffusion Process »
Fuyang Li · Jiying Zhang · Xi Xiao · bin zhang · Dijun Luo -
2022 Spotlight: Lightning Talks 2B-3 »
Jie-Jing Shao · Jiangmeng Li · Jiashuo Liu · Zongbo Han · Tianyang Hu · Jiayun Wu · Wenwen Qiang · Jun WANG · Zhipeng Liang · Lan-Zhe Guo · Wenjia Wang · Yanan Zhang · Xiao-wen Yang · Fan Yang · Bo Li · Wenyi Mo · Zhenguo Li · Liu Liu · Peng Cui · Yu-Feng Li · Changwen Zheng · Lanqing Li · Yatao Bian · Bing Su · Hui Xiong · Peilin Zhao · Bingzhe Wu · Changqing Zhang · Jianhua Yao -
2022 Spotlight: Adversarial Task Up-sampling for Meta-learning »
Yichen WU · Long-Kai Huang · Ying Wei -
2022 Spotlight: UMIX: Improving Importance Weighting for Subpopulation Shift via Uncertainty-Aware Mixup »
Zongbo Han · Zhipeng Liang · Fan Yang · Liu Liu · Lanqing Li · Yatao Bian · Peilin Zhao · Bingzhe Wu · Changqing Zhang · Jianhua Yao -
2022 Spotlight: Lightning Talks 1B-3 »
Chaofei Wang · Qixun Wang · Jing Xu · Long-Kai Huang · Xi Weng · Fei Ye · Harsh Rangwani · shrinivas ramasubramanian · Yifei Wang · Qisen Yang · Xu Luo · Lei Huang · Adrian G. Bors · Ying Wei · Xinglin Pan · Sho Takemori · Hong Zhu · Rui Huang · Lei Zhao · Yisen Wang · Kato Takashi · Shiji Song · Yanan Li · Rao Anwer · Yuhei Umeda · Salman Khan · Gao Huang · Wenjie Pei · Fahad Shahbaz Khan · Venkatesh Babu R · Zenglin Xu -
2022 Spotlight: Improving Task-Specific Generalization in Few-Shot Learning via Adaptive Vicinal Risk Minimization »
Long-Kai Huang · Ying Wei -
2022 Poster: Improving Task-Specific Generalization in Few-Shot Learning via Adaptive Vicinal Risk Minimization »
Long-Kai Huang · Ying Wei -
2022 Poster: Adversarial Task Up-sampling for Meta-learning »
Yichen WU · Long-Kai Huang · Ying Wei -
2022 Poster: GRASP: Navigating Retrosynthetic Planning with Goal-driven Policy »
Yemin Yu · Ying Wei · Kun Kuang · Zhengxing Huang · Huaxiu Yao · Fei Wu -
2022 Poster: Learning Neural Set Functions Under the Optimal Subset Oracle »
Zijing Ou · Tingyang Xu · Qinliang Su · Yingzhen Li · Peilin Zhao · Yatao Bian -
2022 Poster: UMIX: Improving Importance Weighting for Subpopulation Shift via Uncertainty-Aware Mixup »
Zongbo Han · Zhipeng Liang · Fan Yang · Liu Liu · Lanqing Li · Yatao Bian · Peilin Zhao · Bingzhe Wu · Changqing Zhang · Jianhua Yao -
2021 Poster: Functionally Regionalized Knowledge Transfer for Low-resource Drug Discovery »
Huaxiu Yao · Ying Wei · Long-Kai Huang · Ding Xue · Junzhou Huang · Zhenhui (Jessie) Li -
2021 Poster: Not All Low-Pass Filters are Robust in Graph Convolutional Networks »
Heng Chang · Yu Rong · Tingyang Xu · Yatao Bian · Shiji Zhou · Xin Wang · Junzhou Huang · Wenwu Zhu -
2021 Poster: Meta-learning with an Adaptive Task Scheduler »
Huaxiu Yao · Yu Wang · Ying Wei · Peilin Zhao · Mehrdad Mahdavi · Defu Lian · Chelsea Finn -
2020 Poster: Revisiting Parameter Sharing for Automatic Neural Channel Number Search »
Jiaxing Wang · Haoli Bai · Jiaxiang Wu · Xupeng Shi · Junzhou Huang · Irwin King · Michael R Lyu · Jian Cheng -
2020 Poster: Dirichlet Graph Variational Autoencoder »
Jia Li · Jianwei Yu · Jiajin Li · Honglei Zhang · Kangfei Zhao · Yu Rong · Hong Cheng · Junzhou Huang -
2020 Poster: RetroXpert: Decompose Retrosynthesis Prediction Like A Chemist »
Chaochao Yan · Qianggang Ding · Peilin Zhao · Shuangjia Zheng · JINYU YANG · Yang Yu · Junzhou Huang -
2020 Spotlight: RetroXpert: Decompose Retrosynthesis Prediction Like A Chemist »
Chaochao Yan · Qianggang Ding · Peilin Zhao · Shuangjia Zheng · JINYU YANG · Yang Yu · Junzhou Huang -
2020 Poster: Self-Supervised Graph Transformer on Large-Scale Molecular Data »
Yu Rong · Yatao Bian · Tingyang Xu · Weiyang Xie · Ying Wei · Wenbing Huang · Junzhou Huang -
2020 Poster: Deep Multimodal Fusion by Channel Exchanging »
Yikai Wang · Wenbing Huang · Fuchun Sun · Tingyang Xu · Yu Rong · Junzhou Huang -
2019 : Poster Session »
Rishav Chourasia · Yichong Xu · Corinna Cortes · Chien-Yi Chang · Yoshihiro Nagano · So Yeon Min · Benedikt Boecking · Phi Vu Tran · Kamyar Ghasemipour · Qianggang Ding · Shouvik Mani · Vikram Voleti · Rasool Fakoor · Miao Xu · Kenneth Marino · Lisa Lee · Volker Tresp · Jean-Francois Kagy · Marvin Zhang · Barnabas Poczos · Dinesh Khandelwal · Adrien Bardes · Evan Shelhamer · Jiacheng Zhu · Ziming Li · Xiaoyan Li · Dmitrii Krasheninnikov · Ruohan Wang · Mayoore Jaiswal · Emad Barsoum · Suvansh Sanjeev · Theeraphol Wattanavekin · Qizhe Xie · Sifan Wu · Yuki Yoshida · David Kanaa · Sina Khoshfetrat Pakazad · Mehdi Maasoumy -
2019 : Coffee/Poster session 1 »
Shiro Takagi · Khurram Javed · Johanna Sommer · Amr Sharaf · Pierluca D'Oro · Ying Wei · Sivan Doveh · Colin White · Santiago Gonzalez · Cuong Nguyen · Mao Li · Tianhe Yu · Tiago Ramalho · Masahiro Nomura · Ahsan Alvi · Jean-Francois Ton · W. Ronny Huang · Jessica Lee · Sebastian Flennerhag · Michael Zhang · Abram Friesen · Paul Blomstedt · Alina Dubatovka · Sergey Bartunov · Subin Yi · Iaroslav Shcherbatyi · Christian Simon · Zeyuan Shang · David MacLeod · Lu Liu · Liam Fowl · Diego Mesquita · Deirdre Quillen -
2019 Poster: Hyperparameter Learning via Distributional Transfer »
Ho Chung Law · Peilin Zhao · Leung Sing Chan · Junzhou Huang · Dino Sejdinovic -
2019 Poster: DTWNet: a Dynamic Time Warping Network »
Xingyu Cai · Tingyang Xu · Jinfeng Yi · Junzhou Huang · Sanguthevar Rajasekaran -
2019 Poster: NAT: Neural Architecture Transformer for Accurate and Compact Architectures »
Yong Guo · Yin Zheng · Mingkui Tan · Qi Chen · Jian Chen · Peilin Zhao · Junzhou Huang -
2019 Poster: Imitation Learning from Observations by Minimizing Inverse Dynamics Disagreement »
Chao Yang · Xiaojian Ma · Wenbing Huang · Fuchun Sun · Huaping Liu · Junzhou Huang · Chuang Gan -
2019 Spotlight: Imitation Learning from Observations by Minimizing Inverse Dynamics Disagreement »
Chao Yang · Xiaojian Ma · Wenbing Huang · Fuchun Sun · Huaping Liu · Junzhou Huang · Chuang Gan -
2018 Poster: Learning to Multitask »
Yu Zhang · Ying Wei · Qiang Yang -
2018 Poster: Discrimination-aware Channel Pruning for Deep Neural Networks »
Zhuangwei Zhuang · Mingkui Tan · Bohan Zhuang · Jing Liu · Yong Guo · Qingyao Wu · Junzhou Huang · Jinhui Zhu -
2018 Poster: Weakly Supervised Dense Event Captioning in Videos »
Xin Wang · Wenbing Huang · Chuang Gan · Jingdong Wang · Wenwu Zhu · Junzhou Huang -
2018 Poster: Adaptive Sampling Towards Fast Graph Representation Learning »
Wenbing Huang · Tong Zhang · Yu Rong · Junzhou Huang -
2017 Poster: Efficient Optimization for Linear Dynamical Systems with Applications to Clustering and Sparse Coding »
Wenbing Huang · Mehrtash Harandi · Tong Zhang · Lijie Fan · Fuchun Sun · Junzhou Huang -
2012 Poster: Compressive Sensing MRI with Wavelet Tree Sparsity »
Chen Chen · Junzhou Huang