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arXiv 2107.01353cs.LGcs.AImath.DS
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用于时间序列预测的时空信息转换机

Spatiotemporal information conversion machine for time-series prediction

South China University of Technology(华南理工大学);Pazhou Lab(琶洲实验室);Center for Excellence in Molecular Cell Science, Chinese Academy of Sciences(中国科学院分子细胞科学卓越创新中心);Center for Excellence in Animal Evolution and Genetics, Chinese Academy of Sciences(中国科学院动物进化与遗传学卓越创新中心);Hangzhou Institute for Advanced Study, University of Chinese Academy of Sciences, Chinese Academy of Sciences(中国科学院大学杭州高等研究院);ShanghaiTech University(上海科技大学)

Hao Peng, Pei Chen, Rui Liu, Luonan Chen

摘要:

仅根据非线性系统的观测数据进行鲁棒预测是一项艰巨的任务。在这项工作中,一个神经网络计算框架,时空信息转换机(STICM),开发了有效和准确地呈现一个多步提前预测的时间序列,采用时空信息(STI)变换。STICM结合了STI方程和时间卷积网络的优点,将高维/空间数据映射到目标变量的未来时间值,从而自然地提供目标变量的预测。STICM还从观测变量中推断出Granger因果关系意义下的目标变量的因果因子,进而选择这些因子作为有效的空间信息,提高时间序列的预测鲁棒性。STICM成功地应用于基准系统和真实世界的数据集,所有这些都显示出优越的和强大的性能,在多步预测,即使数据受到噪声干扰。从理论和计算的角度来看,STICM在人工智能(AI)的实际应用中具有很大的潜力,或者作为一种仅基于观测数据的无模型方法,也为机器学习开辟了一条以动态方式探索观测高维数据的新途径。

英文摘要:

Making predictions in a robust way is a difficult task only based on the observed data of a nonlinear system. In this work, a neural network computing framework, the spatiotemporal information conversion machine (STICM), was developed to efficiently and accurately render a multistep-ahead prediction of a time series by employing a spatial-temporal information (STI) transformation. STICM combines the advantages of both the STI equation and the temporal convolutional network, which maps the high-dimensional/spatial data to the future temporal values of a target variable, thus naturally providing the prediction of the target variable. From the observed variables, the STICM also infers the causal factors of the target variable in the sense of Granger causality, which are in turn selected as effective spatial information to improve the prediction robustness of time-series. The STICM was successfully applied to both benchmark systems and real-world datasets, all of which show superior and robust performance in multistep-ahead prediction, even when the data were perturbed by noise. From both theoretical and computational viewpoints, the STICM has great potential in practical applications in artificial intelligence (AI) or as a model-free method based only on the observed data, and also opens a new way to explore the observed high-dimensional data in a dynamical manner for machine learning.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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