부산대학교 도서관

In long-term time series forecasting (LTSF) tasks, existing deep learning models overlook the crucial characteristic that discrete time series originate from underlying continuous dynamic systems, resulting in a lack of extrapolation and evolution capabilities. Recognizing the chaotic nature of real-world data, our model, \textbf{\textit{Attraos}}, incorporates chaos theory into LTSF, perceiving real-world time series as observations from unknown high-dimensional chaotic dynamic systems. Under the concept of attractor invariance, Attraos utilizes the proposed multi-scale dynamic memory unit to memorize historical dynamics structure and predicts by a frequency-enhanced local evolution strategy. Detailed theoretical analysis and abundant empirical evidence consistently show that Attraos outperforms various LTSF methods on mainstream LTSF datasets and chaotic datasets.
Comment: arXiv admin note: substantial text overlap with arXiv:2008.07669, arXiv:nlin/0307015 by other authors