# U-shaped Transformer: Retain High Frequency Context in Time Series Analysis

arXiv: https://arxiv.org/abs/2307.09019 · HTML: https://mlsanity.com/paper/2307.09019/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 26 of its 37 references that are in the map.
- First posted on arXiv 18 Jul 2023.

## Builds on (most cited first, 26 of 26)

- [Attention Is All You Need](https://mlsanity.com/paper/1706.03762/) (2017)
- [Deep Residual Learning for Image Recognition](https://mlsanity.com/paper/1512.03385/) (2015)
- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [U-Net: Convolutional Networks for Biomedical Image Segmentation](https://mlsanity.com/paper/1505.04597/) (2015)
- [High-Resolution Image Synthesis with Latent Diffusion Models](https://mlsanity.com/paper/2112.10752/) (2021)
- [Swin Transformer: Hierarchical Vision Transformer using Shifted Windows](https://mlsanity.com/paper/2103.14030/) (2021)
- [Bootstrap your own latent: A new approach to self-supervised Learning](https://mlsanity.com/paper/2006.07733/) (2020)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting](https://mlsanity.com/paper/2106.13008/) (2021)
- [An Empirical Study of Training Self-Supervised Vision Transformers](https://mlsanity.com/paper/2104.02057/) (2021)
- [Are Transformers Effective for Time Series Forecasting?](https://mlsanity.com/paper/2205.13504/) (2022)
- [ViLT: Vision-and-Language Transformer Without Convolution or Region Supervision](https://mlsanity.com/paper/2102.03334/) (2021)
- [Swin-Unet: Unet-like Pure Transformer for Medical Image Segmentation](https://mlsanity.com/paper/2105.05537/) (2021)
- [FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series Forecasting](https://mlsanity.com/paper/2201.12740/) (2022)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [Enhancing the Locality and Breaking the Memory Bottleneck of Transformer on Time Series Forecasting](https://mlsanity.com/paper/1907.00235/) (2019)
- [Understanding the Effective Receptive Field in Deep Convolutional Neural Networks](https://mlsanity.com/paper/1701.04128/) (2017)
- [Transformers in Time Series: A Survey](https://mlsanity.com/paper/2202.07125/) (2022)
- [Anomaly Transformer: Time Series Anomaly Detection with Association Discrepancy](https://mlsanity.com/paper/2110.02642/) (2021)
- [Long-term Forecasting with TiDE: Time-series Dense Encoder](https://mlsanity.com/paper/2304.08424/) (2023)
- [Text2Performer: Text-Driven Human Video Generation](https://mlsanity.com/paper/2304.08483/) (2023)
- [AnomalyBERT: Self-Supervised Transformer for Time Series Anomaly Detection using Data Degradation Scheme](https://mlsanity.com/paper/2305.04468/) (2023)
- [First De-Trend then Attend: Rethinking Attention for Time-Series Forecasting](https://mlsanity.com/paper/2212.08151/) (2022)
- [Yformer: U-Net Inspired Transformer Architecture for Far Horizon Time Series Forecasting](https://mlsanity.com/paper/2110.08255/) (2021)
- [Client: Cross-variable Linear Integrated Enhanced Transformer for Multivariate Long-Term Time Series Forecasting](https://mlsanity.com/paper/2305.18838/) (2023)
- [An End-to-End Time Series Model for Simultaneous Imputation and Forecast](https://mlsanity.com/paper/2306.00778/) (2023)

## Abstract (arXiv)

Time series prediction plays a crucial role in various industrial fields. In recent years, neural networks with a transformer backbone have achieved remarkable success in many domains, including computer vision and NLP. In time series analysis domain, some studies have suggested that even the simplest MLP networks outperform advanced transformer-based networks on time series forecast tasks. However, we believe these findings indicate there to be low-rank properties in time series sequences. In this paper, we consider the low-pass characteristics of transformers and try to incorporate the advantages of MLP. We adopt skip-layer connections inspired by Unet into traditional transformer backbone, thus preserving high-frequency context from input to output, namely U-shaped Transformer. We introduce patch merge and split operation to extract features with different scales and use larger datasets to fully make use of the transformer backbone. Our experiments demonstrate that the model performs at an advanced level across multiple datasets with relatively low cost.