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| MICN: 長期時系列予測のためのマルチスケール等長畳み込みネットワーク× | TimesNet: 時系列のための時間的2次元変動モデリング× | |
|---|---|---|
| 分野 | 深層学習 | 深層学習 |
| 系統 | Machine learning | Machine learning |
| 提唱年 | 2023 | 2023 |
| 提唱者≠ | Huiqiang Wang et al. | Haixu Wu et al. |
| 種類≠ | CNN-based time-series forecasting architecture | 2D convolutional time-series model |
| 原典≠ | Wang, H., Peng, J., Huang, F., Wang, J., Chen, J., & Xiao, Y. (2023). MICN: Multi-scale local and global context modeling for long-term series forecasting. ICLR. link ↗ | Wu, H., Hu, T., Liu, Y., Zhou, H., Wang, J., & Long, M. (2023). TimesNet: Temporal 2D-variation modeling for general time series analysis. ICLR. link ↗ |
| 別名 | Multi-scale Isometric Convolution Network, Multi-scale Local and Global Context Model, MICN Forecaster, Çok Ölçekli İzometrik Evrişim Ağı | Temporal 2D-Variation Network, TimesNet Model, 2D Time-Series Network, Zamansal 2B Varyasyon Ağı |
| 関連 | 2 | 2 |
| 概要≠ | MICN (Multi-scale Isometric Convolution Network) is a convolutional neural network architecture for long-term time-series forecasting introduced by Huiqiang Wang and colleagues at ICLR 2023. Its central idea is to capture both local temporal patterns and global seasonal dependencies simultaneously through multi-scale isometric convolutions combined with a merge attention mechanism, enabling efficient and expressive modeling of complex temporal dynamics without the quadratic cost of full self-attention. | TimesNet is a general-purpose time-series model introduced by Wu et al. at ICLR 2023. Its central idea is that univariate or multivariate time series can be reinterpreted as collections of two-dimensional temporal maps by reshaping the 1D signal according to its dominant periodicities, detected via Fast Fourier Transform. This 1D-to-2D transformation exposes both intraperiod patterns (within one cycle) and interperiod trends (across cycles), enabling powerful 2D convolutional architectures to model temporal variation. |
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