Attractor Memory for Long-Term Time Series Forecasting: A Chaos Perspective

In long-term time series forecasting (LTSF) tasks, existing deep learning models overlook the crucial characteristic that discrete time series originate from underlying continuous dynamic systems, resulting in a lack of extrapolation and evolution capabilities. Recognizing the chaotic nature of real-world data, our model, Attraos, incorporates chaos theory into LTSF, perceiving real-world time series as observations from unknown high-dimensional chaotic dynamic systems. Under the concept of attractor invariance, Attraos utilizes the proposed multi-scale dynamic memory unit to memorize historical dynamics structure and predicts by a frequency-enhanced local evolution strategy. Detailed theoretical analysis and abundant empirical evidence consistently show that Attraos outperforms various LTSF methods on mainstream LTSF datasets and chaotic datasets.