SEER: Transformer-based Robust Time Series Forecasting via Automated Patch Enhancement and Replacement
Xiangfei Qiu, Xvyuan Liu, Tianen Shen, Xingjian Wu, Hanyin Cheng, Bin Yang, Jilin Hu
Abstract
Time series forecasting is important in many fields that require accurate predictions for decision-making. Patching techniques, commonly used and effective in time series modeling, help capture temporal dependencies by dividing the data into patches. However, existing patch-based methods fail to dynamically select patches and typically use all patches during the prediction process. In real-world time series, there are often low-quality issues during data collection, such as missing values, distribution shifts, anomalies and white noise, which may cause some patches to contain low-quality information, negatively impacting the prediction results. To address this issue, this study proposes a robust time series forecasting framework called . Firstly, we propose an , which improves patch-wise representations using a Mixture-of-Experts (MoE) architecture and obtains series-wise token representations through a channel-adaptive perception mechanism. Secondly, we introduce a , which enhances forecasting robustness and model accuracy through a two-stage process: 1) a dynamic filtering mechanism eliminates negative patch-wise tokens; 2) a replaced attention module substitutes the identified low-quality patches with global series-wise token, further refining their representations through a causal attention mechanism. Comprehensive experimental results demonstrate the SOTA performance of SEER.
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