# HiPerformer: Hierarchically Permutation-Equivariant Transformer for Time Series Forecasting

arXiv: https://arxiv.org/abs/2305.08073 · HTML: https://mlsanity.com/paper/2305.08073/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 23 of its 43 references that are in the map.
- First posted on arXiv 14 May 2023.

## Builds on (most cited first, 23 of 23)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Semi-Supervised Classification with Graph Convolutional Networks](https://mlsanity.com/paper/1609.02907/) (2016)
- [Graph Attention Networks](https://mlsanity.com/paper/1710.10903/) (2017)
- [Generative Adversarial Networks](https://mlsanity.com/paper/2203.00667/) (2022)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting](https://mlsanity.com/paper/2012.07436/) (2020)
- [Convolutional Neural Networks on Graphs with Fast Localized Spectral Filtering](https://mlsanity.com/paper/1606.09375/) (2016)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [Deep Sets](https://mlsanity.com/paper/1703.06114/) (2017)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Social GAN: Socially Acceptable Trajectories with Generative Adversarial Networks](https://mlsanity.com/paper/1803.10892/) (2018)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Adaptive Graph Convolutional Recurrent Network for Traffic Forecasting](https://mlsanity.com/paper/2007.02842/) (2020)
- [TNT: Target-driveN Trajectory Prediction](https://mlsanity.com/paper/2008.08294/) (2020)
- [Social-STGCNN: A Social Spatio-Temporal Graph Convolutional Neural Network for Human Trajectory Prediction](https://mlsanity.com/paper/2002.11927/) (2020)
- [From Goals, Waypoints & Paths To Long Term Human Trajectory Forecasting](https://mlsanity.com/paper/2012.01526/) (2020)
- [High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula Processes](https://mlsanity.com/paper/1910.03002/) (2019)
- [Sharp Nearby, Fuzzy Far Away: How Neural Language Models Use Context](https://mlsanity.com/paper/1805.04623/) (2018)
- [Multimodal Probabilistic Model-Based Planning for Human-Robot Interaction](https://mlsanity.com/paper/1710.09483/) (2017)
- [Multi-agent Trajectory Prediction with Fuzzy Query Attention](https://mlsanity.com/paper/2010.15891/) (2020)
- [Probabilistic Hierarchical Forecasting with Deep Poisson Mixtures](https://mlsanity.com/paper/2110.13179/) (2021)

## Abstract (arXiv)

It is imperative to discern the relationships between multiple time series for accurate forecasting. In particular, for stock prices, components are often divided into groups with the same characteristics, and a model that extracts relationships consistent with this group structure should be effective. Thus, we propose the concept of hierarchical permutation-equivariance, focusing on index swapping of components within and among groups, to design a model that considers this group structure. When the prediction model has hierarchical permutation-equivariance, the prediction is consistent with the group relationships of the components. Therefore, we propose a hierarchically permutation-equivariant model that considers both the relationship among components in the same group and the relationship among groups. The experiments conducted on real-world data demonstrate that the proposed method outperforms existing state-of-the-art methods.