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Numerion: Forecasting Time Series with Hypercomplex Models

Time series forecasting plays a vital role in diverse fields like finance and weather prediction; however, existing methodologies often grapple with computational complexities and restrictive assumptions. A novel approach, detailed in the arXiv paper Numerion: A Multi-Hypercomplex Model for Time Series Forecasting, presents a potentially transformative solution to this challenge. Understanding…

Numerion: Forecasting Time Series with Hypercomplex Models

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Writing by @Numerion

Meet John. John is a normal man. He is 43 years old, he has a wife and two children. He has an office job. Every second saturday his wife makes a cake. He doesn't enjoy his work too much, but the days go by at least. John believes he is generally healthy, although frequently he notices he is not a young man anymore. There is only one problem with John: he is terminally ill. When he was young, he suffered nerve damage and ever since then, his body is in pain. He doesn't even know about it anymore. If you asked him if he is hurting, he would say no, because in fact, he thinks he isn't. But that is about to change.

One monday morning, John's car breaks down. It was running just fine on Sunday so it shouldn't be anything serious, John decides. He lifts up the hood, but can't find anything wrong. Perhaps it's something with the wires on the underside. He puts a cardboard down under the car and lies down on it. As he does, something in his back cracks and causes him to sit back up from immediate pain. And suddenly the pain is gone. And so is the other, terminal pain. He feels as if his body got younger by 20 years. He shrugs it off and gets under the car. Immediately he notices a wire hanging and figures it's the cause of the problem.

When he drives to work, he feels like a new man. Usually, he got annoyed by heavy traffic and other people. But not today. Today he feels a brotherly sense to people around. He even notices a shortcut that he never did before and gets to work five minutes early.  

"Good morning!", he greets the doorman which surprised just mumbles his greeting back. Today, he decided to even take the stairs, for why it is only two floors. There he meets a colleague he didn't see in a few months. They even make some smalltalk and John and his family get invited to a barbecue party later in the week. John rarely does smalltalk, because he thinks it's stupid and a waste of time, but now, he wasn't annoyed by it even in a tiny little bit.

He arrives in his cubicle, few minutes earlier than usual and looks around. The place is a mess. Not in the usual sense of trash lying around, no, John was normally really tidy, but just now when he looks around, he sees a lot of misplaced items. The telephone could be closer to the wall, those binders over there should be in a drawer and the poster is now barely hanging on the side. Also the place is really dull, but not much he can do about that now.

After his quick revision, John starts working. Spreadsheets, calls, orders, usual office job. Hours later, John's sight finds its way onto a clock and John realizes it's time for a coffee break. Odd, he thinks, usually by this time John was getting moderately tired and bored out from all the work, but not today. He feels rather energetic and to add to that, he even managed to do double the work he normally does until this hour. It is really strange for John. His whole work seemed like a whole new experience, even though it's the same job as he did in the last 8 years. John starts to think what's so different in today from other days. He finds nothing. Of course he doesn't think about a pain he didn't think he had, but he is sure something feels different today. As he goes to make his coffee, he engages in more conversations and it seems even his coworkers seem happier to talk with him today.

His work eventually ends and he heads on home. His children are already home and playing in the garden. Normally, he would tell them to quiet down, as to not disturb the neighbours, but honestly, he didn't like the noise. He doesn't do that today. In fact, he even decides to change and join them in their games. When his wife comes out of the house, she just shines when she sees him playing with them.  John is happy at home and the time goes by really quickly.

Soon, or as it seems to him, he is lying in the bed, next to his beautiful wife and he is trying to capture that which is remaining hidden to him. What did change today, what did he do differently? Why is his life suddenly so much brighter?   

It doesn't take him a long time to decide that he doesn't want to know. His life is now better and he doesn't want to be bothered by anything anymore.