Optimizing Time Series Forecasting Architectures: A Hierarchical Neural Architecture Search Approach
- authored by
- Difan Deng, Marius Lindauer
- Abstract
The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full potential of these existing modules within a properly designed architecture. In this work, we propose a novel hierarchical neural architecture search approach for time series forecasting tasks. With the design of a hierarchical search space, we incorporate many architecture types designed for forecasting tasks and allow for the efficient combination of different forecasting architecture modules. Results on long-term-time-series-forecasting tasks show that our approach can search for lightweight high-performing forecasting architectures across different forecasting tasks.
- Organisation(s)
-
L3S Research Centre
Machine Learning Section
- Type
- Preprint
- Publication date
- 10.06.2024
- Publication status
- E-pub ahead of print
- Electronic version(s)
-
https://arxiv.org/abs/2406.05088 (Access:
Open)