Num2vec: Pre-Training Numeric Representations for Time Series Forecasting in the Sensing System

Abstract

Time series forecasting in the sensing system aims to predict future values based on historical records that sensors have collected. Previous works, however, usually focus on improving model structure or algorithm for better performance but the perspective of learning proper numeric representations is overlooked. The inappropriate and coarse numeric representations are not expressive enough to capture the intrinsic characteristics of numbers, which will obviously degrade the prediction performance. In this article, we propose Num2vec, an algorithmic framework to learn numeric representations. Specifically, Num2vec lists three main logic characteristics of numbers: arithmetic, direction, and periodicity. By representing numbers into a transition space, Num2vec can translates numbers agilely to different Internet of Things tasks through selecting the corresponding characteristics. According to such a design, Num2vec enjoys flexible numeric representations to fit different Internet of Things time series tasks. Extensive experiments on four real-world datasets show that the approach achieves the best performance when compared with state-of-the-art baselines.