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Time Series Forecasting with Graph Transformers

kumo.ai

21–30 of 43 posts

Re: Time Series Forecasting with Graph Transformers

#21

Earlier quoted context omitted.

For such strong and personal statement I have to ask why.

If you arrived into, say, London and googled "Best fish and chips" would you believe that the top result gives you the meal that you're after?

Why not? It’s definitely a useful benchmark

Re: Time Series Forecasting with Graph Transformers

#22
post #7

Earlier quoted context omitted.

Why? That is what everybody uses. What do you use?

L1-regularized autoregressive features, holiday dummies, Fourier terms (if suitable in combination) yield lower test errors, are faster in training, and easier to cross-validate than Prophet.

Sounds like prophet with extra steps

Re: Time Series Forecasting with Graph Transformers

#23
I'm not a fan of this blog post as it tries to pass off a method that's not accepted as a good or standard time series methodology (graph transformers) as though it were a norm. Transformers perform poorly on time series, and graph deep learning performs poorly for tasks that don't have real behaviorial/physical edges (physical space/molecules/social graphs etc), so it's unclear why combining them would produce anything useful for "business applications" of time series like sales forecasting.

For those interested in transformers with time series, I recommend reading this paper: https://arxiv.org/pdf/2205.13504. There is also plenty of other research showing that transformers-based time series models generally underperform much simpler alternatives like boosted trees.

After looking further it seems like this startup is both trying to publish academic research promoting these models as well as selling it to businesses, which seems like a conflict of interest to me.

Re: Time Series Forecasting with Graph Transformers

#24
post #23

I'm not a fan of this blog post as it tries to pass off a method that's not accepted as a good or standard time series methodology (graph transformers) as though it were a norm. Transformers perform poorly on time series, and graph deep learning performs poorly for tasks that don't have real behaviorial/physical edges (physical space/molecules/social graphs etc), so it's unclear why combining them would produce anyth…

thoughts on TimesFM?

> After looking further it seems like this startup is both trying to publish academic research promoting these models as well as selling it to businesses, which seems like a conflict of interest to me.

is this a general rule of thumb that one should not use the same organization to publish research and pursue commercialization generally?

Re: Time Series Forecasting with Graph Transformers

#25

[flagged]

Prophet is great and we use it for multiple models in production at work. Our industry has tons of weird holidays and seasonality and prophet handles that extremely well.

We also used it at my previous job. Yes it does handle that well, but it was also simply not as correct as we would have liked (often over adjusting based on seasonality) even with tuning. Prophet was probably the right choice initially though just on how easy it is to set up to get decent results.

Re: Time Series Forecasting with Graph Transformers

#26

Earlier quoted context omitted.

For such strong and personal statement I have to ask why.

If you arrived into, say, London and googled "Best fish and chips" would you believe that the top result gives you the meal that you're after?

I would believe those are some of the better options and definitely a useful benchmark. 1. How do you go about finding the "absolute" best when you go to a city 2. What does this have to do with the GP's question?

Re: Time Series Forecasting with Graph Transformers

#27
post #23

I'm not a fan of this blog post as it tries to pass off a method that's not accepted as a good or standard time series methodology (graph transformers) as though it were a norm. Transformers perform poorly on time series, and graph deep learning performs poorly for tasks that don't have real behaviorial/physical edges (physical space/molecules/social graphs etc), so it's unclear why combining them would produce anyth…

Would you be so kind as to recommend some resources on modern, promising methods for time series forecasting? I'm starting a position doing this work soon and would like to learn more about it if you'd be willing to share

Re: Time Series Forecasting with Graph Transformers

#28
post #23

I'm not a fan of this blog post as it tries to pass off a method that's not accepted as a good or standard time series methodology (graph transformers) as though it were a norm. Transformers perform poorly on time series, and graph deep learning performs poorly for tasks that don't have real behaviorial/physical edges (physical space/molecules/social graphs etc), so it's unclear why combining them would produce anyth…

Recent work like Informer (AAAI'21) and Autoformer (NeurIPS'21) have shown competitive performance against statistical methods by addressing the quadratic complexity and long-range dependency issues that plagued earlier transformer architectures for time series tasks.

Re: Time Series Forecasting with Graph Transformers

#29

Earlier quoted context omitted.

For such strong and personal statement I have to ask why.

If you arrived into, say, London and googled "Best fish and chips" would you believe that the top result gives you the meal that you're after?

…yes? Feels like there’s some bit of tribal knowledge required to understand your point, but fewer people know it than you think.
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