Papers › WinNet: Make Only One Convolutional Layer Effective for Time Series Forecasting

WinNet: Make Only One Convolutional Layer Effective for Time Series Forecasting

1 Nov 2023arXiv:2311.00214archive 2025-07-28

Wenjie Ou, Zhishuo Zhao, Dongyue Guo, Zheng Zhang, Yi Lin

Deep learning models have recently achieved significant performance improvements in time series forecasting. We present a highly accurate and simply structured CNN-based model with only one convolutional layer, called WinNet, including (i) Sub-window Division block to transform the series into 2D tensor, (ii) Dual-Forecasting mechanism to capture the short- and long-term variations, (iii) Two-dimensional Hybrid Decomposition (TDD) block to decompose the 2D tensor into the trend and seasonal terms to eliminate the non-stationarity, and (iv) Decomposition Correlation Block (DCB) to leverage the correlation between the trend and seasonal terms by the convolution layer. Results on eight benchmark datasets demonstrate that WinNet can achieve SOTA performance and lower computational complexity over CNN-, MLP- and Transformer-based methods. The code will be available at: https://github.com/ouwen18/WinNet.

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