Papers › Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals

Minusformer: Improving Time Series Forecasting by Progressively Learning Residuals

4 Feb 2024arXiv:2402.02332archive 2025-07-28

Daojun Liang, Haixia Zhang, Dongfeng Yuan, Bingzheng Zhang, Minggao Zhang

In this paper, we find that ubiquitous time series (TS) forecasting models are prone to severe overfitting. To cope with this problem, we embrace a de-redundancy approach to progressively reinstate the intrinsic values of TS for future intervals. Specifically, we introduce a dual-stream and subtraction mechanism, which is a deep Boosting ensemble learning method. And the vanilla Transformer is renovated by reorienting the information aggregation mechanism from addition to subtraction. Then, we incorporate an auxiliary output branch into each block of the original model to construct a highway leading to the ultimate prediction. The output of subsequent modules in this branch will subtract the previously learned results, enabling the model to learn the residuals of the supervision signal, layer by layer. This designing facilitates the learning-driven implicit progressive decomposition of the input and output streams, empowering the model with heightened versatility, interpretability, and resilience against overfitting. Since all aggregations in the model are minus signs, which is called Minusformer. Extensive experiments demonstrate the proposed method outperform existing state-of-the-art methods, yielding an average performance improvement of 11.9% across various datasets.The code has been released at https://github.com/Anoise/Minusformer.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

anoise/minusformer officialmentioned in papermentioned on GitHubpytorch report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Ensemble LearningTime SeriesTime Series AnalysisTime Series Forecasting

Results from the paper archive 2025-07-28

TaskDatasetModelMetricValueRank at snapshotLeaderboardReport
Time Series Forecasting ETTh1 (336) Multivariate Minusformer-96 MAE 0.446 #47 of 72 Archive leaderboard report
Time Series Forecasting ETTh1 (336) Multivariate Minusformer-96 MSE 0.465 #47 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 EncodingsAdamAttentionBPEDense ConnectionsDropoutLabel SmoothingLayer NormalizationLinear LayerMulti-Head AttentionPosition-Wise Feed-Forward LayerResidual ConnectionSoftmaxTSTransformer

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections