TimeSqueeze: Dynamic patching for efficient long-context time series forecasting
A dynamic patching mechanism that adaptively selects patch boundaries within each sequence based on local signal complexity.
Topics:
Large time series forecasting models are limited by a trade-off between computational cost and preserving critical temporal details. TimeSqueeze is a new hybrid architecture that resolves this issue by using a lightweight encoder and adaptive patching to dynamically compress input data, focusing computation on information-rich regions. This approach significantly reduces computational requirements while improving forecasting accuracy.
Latest publications
TimeSqueeze: Dynamic patching
A mechanism that adaptively selects patch boundaries within each sequence based on local signal complexity. (NeurIPS)
NeurIPSBEDTime: A unified benchmark for automatically describing time series
The first benchmark dataset to assess models on each task, comprising four datasets reformatted for these tasks.
NeurIPSScaling-laws for large time-series models
Discovering power-law scaling relationships in large time-series transformer models, analogous to those found in language models.
NeurIPS