Revolutionizing Time Series Data Preprocessing with a Novel Cycling Layer in Self-Attention Mechanisms ^†

This paper introduces an innovative method for enhancing time series data preprocessing by integrating a cycling layer into a self-attention mechanism. Traditional approaches often fail to capture the cyclical patterns inherent to time series data, which affects the predictive model accuracy. The proposed method aims to improve models’ ability to identify and leverage these cyclical patterns, as demonstrated using the Jena Climate dataset from the Max Planck Institute for Biogeochemistry. Empirical results show that the proposed method enhances forecast accuracy and speeds up model fitting compared to the conventional techniques. This paper contributes to the field of time series analysis by providing a more effective preprocessing approach.