Papers › Patch-wise Structural Loss for Time Series Forecasting
Patch-wise Structural Loss for Time Series Forecasting
Dilfira Kudrat, Zongxia Xie, Yanru Sun, Tianyu Jia, QinGhua Hu
Time-series forecasting has gained significant attention in machine learning due to its crucial role in various domains. However, most existing forecasting models rely heavily on point-wise loss functions like Mean Square Error, which treat each time step independently and neglect the structural dependencies inherent in time series data, making it challenging to capture complex temporal patterns accurately. To address these challenges, we propose a novel Patch-wise Structural (PS) loss, designed to enhance structural alignment by comparing time series at the patch level. Through leveraging local statistical properties, such as correlation, variance, and mean, PS loss captures nuanced structural discrepancies overlooked by traditional point-wise losses. Furthermore, it integrates seamlessly with point-wise loss, simultaneously addressing local structural inconsistencies and individual time-step errors. PS loss establishes a novel benchmark for accurately modeling complex time series data and provides a new perspective on time series loss function design. Extensive experiments demonstrate that PS loss significantly improves the performance of state-of-the-art models across diverse real-world datasets.
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