{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-multi-scale-decomposition-mlp-mixer-for","title":"A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis","arxiv_id":"2310.11959","date":"2023-10-18","proceeding":null,"authors":["Shuhan Zhong","Sizhe Song","Weipeng Zhuo","Guanyao Li","Yang Liu","S. -H. Gary Chan"],"abstract":"Time series data, including univariate and multivariate ones, are characterized by unique composition and complex multi-scale temporal variations. They often require special consideration of decomposition and multi-scale modeling to analyze. Existing deep learning methods on this best fit to univariate time series only, and have not sufficiently considered sub-series modeling and decomposition completeness. To address these challenges, we propose MSD-Mixer, a Multi-Scale Decomposition MLP-Mixer, which learns to explicitly decompose and represent the input time series in its different layers. To handle the multi-scale temporal patterns and multivariate dependencies, we propose a novel temporal patching approach to model the time series as multi-scale patches, and employ MLPs to capture intra- and inter-patch variations and channel-wise correlations. In addition, we propose a novel loss function to constrain both the mean and the autocorrelation of the decomposition residual for better decomposition completeness. Through extensive experiments on various real-world datasets for five common time series analysis tasks, we demonstrate that MSD-Mixer consistently and significantly outperforms other state-of-the-art algorithms with better efficiency.","url_abs":"https://arxiv.org/abs/2310.11959v2","url_pdf":"https://arxiv.org/pdf/2310.11959v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-multi-scale-decomposition-mlp-mixer-for","repo_url":"https://github.com/zshhans/msd-mixer","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"anomaly-detection","task_name":"Anomaly Detection"},{"task_slug":"imputation","task_name":"Imputation"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[{"method_slug":"average-pooling","method_name":"Average Pooling"},{"method_slug":"dense-connections","method_name":"Dense Connections"},{"method_slug":"dropout","method_name":"Dropout"},{"method_slug":"global-average-pooling","method_name":"Global Average Pooling"},{"method_slug":"layer-normalization","method_name":"Layer Normalization"},{"method_slug":"mlp-mixer","method_name":"MLP-Mixer"},{"method_slug":"residual-connection","method_name":"Residual Connection"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2310.11959","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}