马树森 题为 “Multivariate Time Series Modeling and Forecasting with Parallelized Convolution and Decomposed SparseTransformer” 的论文已被《IEEE Transactions on Artificial Intelligence》接受发表。该论文摘要如下：

Many real-world scenarios require accurate predictions of time series, especially in the case of long sequence timeseries forecasting (LSTF), such as predicting traffic flow and electricity consumption. However, existing time series prediction models encounter certain limitations. Firstly, they struggle with mapping the multidimensional information present in each time step to high dimensions, resulting in information coupling and increased prediction difficulty. Secondly, these models fail to effectively decompose the intertwined temporal patterns within the time series, which hinders their ability to learn more predictable features. To overcome these challenges, we propose a novel endto-end LSTF model with parallelized convolution and decomposed sparse-Transformer (PCDformer). PCDformer achieves the decoupling of input sequences by parallelizing the convolutional layers, enabling the simultaneous processing of different variables within the input sequence. To decompose distinct temporal patterns, PCDformer incorporates a temporal decomposition module within the encoder-decoder structure, effectively separating the input sequence into predictable seasonal and trend components. Additionally, to capture the correlation between variables and mitigate the impact of irrelevant information, PCDformer utilizes a sparse self-attention mechanism. Extensive experimentation conducted on five diverse datasets demonstrates the superior performance of PCDformer in LSTF tasks compared to existing approaches, particularly outperforming encoder-decoder-based models.