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ConvTimeNet: A Deep Hierarchical Fully Convolutional Model for Multivariate Time Series Analysis

3 Mar 2024arXiv:2403.01493archive 2025-07-28

Mingyue Cheng, Jiqian Yang, Tingyue Pan, Qi Liu, Zhi Li

Designing effective models for learning time series representations is foundational for time series analysis. Many previous works have explored time series representation modeling approaches and have made progress in this area. Despite their effectiveness, they lack adaptive perception of local patterns in temporally dependent basic units and fail to capture the multi-scale dependency among these units. Instead of relying on prevalent methods centered around self-attention mechanisms, we propose ConvTimeNet, a hierarchical pure convolutional model designed for time series analysis. ConvTimeNet introduces a deformable patch layer that adaptively perceives local patterns of temporally dependent basic units in a data-driven manner. Based on the extracted local patterns, hierarchical pure convolutional blocks are designed to capture dependency relationships among the representations of basic units at different scales. Moreover, a large kernel mechanism is employed to ensure that convolutional blocks can be deeply stacked, thereby achieving a larger receptive field. In this way, local patterns and their multi-scale dependencies can be effectively modeled within a single model. Extensive experiments comparing a wide range of different types of models demonstrate that pure convolutional models still exhibit strong viability, effectively addressing the aforementioned two challenges and showing superior performance across multiple tasks. The code is available for reproducibility.

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get_activation_fn mingyue-cheng/convtimenet/TSForecasting/layers/ConvTimeNet_backbone.py official repository ran no licence file found · pointer only · 72b9272542f279c6 · report
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Tasks

Time SeriesTime Series AnalysisTime Series Forecasting

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Time Series Forecasting ETTh1 (336) Multivariate ConvTimeNet MAE 0.420 #10 of 72 Archive leaderboard report
Time Series Forecasting ETTh1 (336) Multivariate ConvTimeNet MSE 0.405 #10 of 72 Archive leaderboard report

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

Methods

Absolute Position EncodingsAdamAttentionBPEConvolutionDense ConnectionsDropoutLabel SmoothingLayer NormalizationLinear LayerMulti-Head AttentionPointwise ConvolutionPosition-Wise Feed-Forward LayerResidual ConnectionSoftmaxTransformer

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