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

arXiv: https://arxiv.org/abs/2311.00214 · HTML: https://mlsanity.com/paper/2311.00214/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 2 of its 5 references that are in the map.
- First posted on arXiv 1 Nov 2023.

## Builds on (most cited first, 2 of 2)

- [iTransformer: Inverted Transformers Are Effective for Time Series Forecasting](https://mlsanity.com/paper/2310.06625/) (2023)
- [Less Is More: Fast Multivariate Time Series Forecasting with Light Sampling-oriented MLP Structures](https://mlsanity.com/paper/2207.01186/) (2022)

## Abstract (arXiv)

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.