analiza aiqbench
This paper presents a lightweight multi-view architecture for short-term load forecasting that addresses the overfitting and parameter inefficiency common in large transformer models. By utilizing single-value embeddings with an embedding dropout mechanism, the approach achieves competitive accuracy on noisy datasets while enhancing model interpretability and robustness.
A Lightweight Multi-View Approach to Short-Term Load Forecasting
arXiv:2602.09220v2 Announce Type: replace-cross Abstract: Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved state-of-the-art results, their complexity can lead to overfitting and unstable forecasts, especially when older data points become less relevant. In this paper, we propose a lightweight multi-view approach to short-term load forecasting that leverages single-value embeddings and a scaled time-range input to capture temporally relevant features efficiently. We introduce an embedding dropout mechanism to prevent over-reliance on specific features and enhance interpretability. Our method achieves competitive performance with significantly fewer parameters, demonstrating robustness across multiple datasets, including scenarios with noisy or sparse data, and provides insights into the contributions of individual features to the forecast.
Abstract:Time series forecasting is a critical task across domains such as energy, finance, and meteorology, where accurate predictions enable informed decision-making. While transformer-based and large-parameter models have recently achieved state-of-the-art results, their complexity can lead to overfitting and unstable forecasts, especially when older data points become less relevant. In this paper, we propose a lightweight multi-view approach to short-term load forecasting that leverages single-value embeddings and a scaled time-range input to capture temporally relevant features efficiently. We introduce an embedding dropout mechanism to prevent over-reliance on specific features and enhance interpretability. Our method achieves competitive performance with significantly fewer parameters, demonstrating robustness across multiple datasets, including scenarios with noisy or sparse data, and provides insights into the contributions of individual features to the forecast.
Machine Learning (cs.LG); Artificial Intelligence (cs.AI)
arXiv:2602.09220 [cs.LG]
(or arXiv:2602.09220v2 [cs.LG] for this version)
https://doi.org/10.48550/arXiv.2602.09220 Focus to learn more arXiv-issued DOI via DataCite
arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website.
Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them.
Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.
Text integral sub licența deschisă a publicației · 219 cuvinte
Subiecte conexe
MetaCaster: Meta-Harness-Optimized Agent for End-to-End Few-Shot Learning of Lightweight Time Series Forecasters
arXiv · 25 aug. 2026
Structured Neural Modeling of Daily Arctic Sea-Ice Concentration Evolution: Physical-Trajectory-Driven Learning and Forecast-Domain Adaptation
arXiv · 6 oct. 2026
Interpretable PM2.5 Forecasting for Urban Air Quality: A Comparative Study of Adaptive Time-Series Models
arXiv · 21 oct. 2026
FRWKV+: Periodic-Aware Adaptive Gating for Frequency-Space Linear Time Series Forecasting
arXiv · 9 iun. 2026