A Novel Discrete Time Series Representation with De Bruijn Graphs for Enhanced Forecasting Using TimesNet (Extended Abstract)

This paper introduces a novel method for time series forecasting using de Bruijn Graphs (dBGs) to represent discretized time series data. Our approach involves (1) encoding time series as a dBG, (2) applying both novel and existing graph encoding algorithms (like struct2vec) to extract features from dBG, and (3) integrating these features into the TimesNet model to enhance short-term univariate forecasting accuracy. Empirical results on the M4 datasets show that our method preserves the dynamics of the time series while improving forecasting performance across various datasets.