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arXiv 2203.09170cs.LG
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多季节性时间序列预测的循环神经网络比较研究

Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study

Czestochowa University of Technology(琴斯托霍瓦工业大学)

Grzegorz Dudek, Slawek Smyl, Paweł Pełka

摘要:

本文比较了具有不同类型门控单元的循环神经网络(RNN)对具有多个季节性的时间序列的预测。我们比较的细胞包括经典的长短期记忆(LSTM),门控递归单元(GRU),具有膨胀的修改的LSTM,以及我们最近提出的两个新细胞,它们配备了膨胀和注意力机制。为了对不同尺度的时间依赖性进行建模,我们的RNN架构具有多个膨胀的递归层,这些层堆叠有分层膨胀。建议的RNN产生点预测和预测区间(PI)。一项关于35个欧洲国家短期电力负荷预测的实证研究证实,具有扩张和注意力的新门控细胞表现最好。

英文摘要:

This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality. The cells we compare include classical long short term memory (LSTM), gated recurrent unit (GRU), modified LSTM with dilation, and two new cells we proposed recently, which are equipped with dilation and attention mechanisms. To model the temporal dependencies of different scales, our RNN architecture has multiple dilated recurrent layers stacked with hierarchical dilations. The proposed RNN produces both point forecasts and predictive intervals (PIs) for them. An empirical study concerning short-term electrical load forecasting for 35 European countries confirmed that the new gated cells with dilation and attention performed best.

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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