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FTS: A Framework to Find a Faithful TimeSieve

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arxiv 2405.19647 v3 pith:W5L6ADF4 submitted 2024-05-30 cs.LG

classification cs.LG
keywords frameworktimesieveunderlinefaithfulnessmodelenhanceensuringissues
verification ladder T0 review T1 audit T2 compute T3 formal
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The field of time series forecasting has garnered significant attention in recent years, prompting the development of advanced models like TimeSieve, which demonstrates impressive performance. However, an analysis reveals certain unfaithfulness issues, including high sensitivity to random seeds and minute input noise perturbations. Recognizing these challenges, we embark on a quest to define the concept of \textbf{\underline{F}aithful \underline{T}ime\underline{S}ieve \underline{(FTS)}}, a model that consistently delivers reliable and robust predictions. To address these issues, we propose a novel framework aimed at identifying and rectifying unfaithfulness in TimeSieve. Our framework is designed to enhance the model's stability and resilience, ensuring that its outputs are less susceptible to the aforementioned factors. Experimentation validates the effectiveness of our proposed framework, demonstrating improved faithfulness in the model's behavior. Looking forward, we plan to expand our experimental scope to further validate and optimize our algorithm, ensuring comprehensive faithfulness across a wide range of scenarios. Ultimately, we aspire to make this framework can be applied to enhance the faithfulness of not just TimeSieve but also other state-of-the-art temporal methods, thereby contributing to the reliability and robustness of temporal modeling as a whole.

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