{"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/think-globally-act-locally-a-deep-neural","title":"Think Globally, Act Locally: A Deep Neural Network Approach to High-Dimensional Time Series Forecasting","arxiv_id":"1905.03806","date":"2019-05-09","proceeding":"NeurIPS 2019 12","authors":["Rajat Sen","Hsiang-Fu Yu","Inderjit Dhillon"],"abstract":"Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions. Modern datasets can have millions of correlated time-series that evolve together, i.e they are extremely high dimensional (one dimension for each individual time-series). There is a need for exploiting global patterns and coupling them with local calibration for better prediction. However, most recent deep learning approaches in the literature are one-dimensional, i.e, even though they are trained on the whole dataset, during prediction, the future forecast for a single dimension mainly depends on past values from the same dimension. In this paper, we seek to correct this deficiency and propose DeepGLO, a deep forecasting model which thinks globally and acts locally. In particular, DeepGLO is a hybrid model that combines a global matrix factorization model regularized by a temporal convolution network, along with another temporal network that can capture local properties of each time-series and associated covariates. Our model can be trained effectively on high-dimensional but diverse time series, where different time series can have vastly different scales, without a priori normalization or rescaling. Empirical results demonstrate that DeepGLO can outperform state-of-the-art approaches; for example, we see more than 25% improvement in WAPE over other methods on a public dataset that contains more than 100K-dimensional time series.","url_abs":"https://arxiv.org/abs/1905.03806v2","url_pdf":"https://arxiv.org/pdf/1905.03806v2.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":"think-globally-act-locally-a-deep-neural","repo_url":"https://github.com/rajatsen91/deepglo","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":null}],"tasks":[{"task_slug":"demand-forecasting","task_name":"Demand Forecasting"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"},{"task_slug":"time-series-forecasting","task_name":"Time Series Forecasting"}],"methods":[{"method_slug":"convolution","method_name":"Convolution"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/1905.03806","atlas_url":"https://app.syntology.ai/?focus=1905.03806","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1905.03806"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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