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arXiv 2312.14280cs.LGcs.CV
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通过高斯过程模糊效应的细粒度预测模型

Fine-grained Forecasting Models Via Gaussian Process Blurring Effect

University of New Hampshire(新罕布什尔大学)

Sepideh Koohfar, Laura Dietz

AI总结:

提出端到端预测-模糊-去噪框架,通过高斯过程局部模糊与去噪分工,提升多种最先进时间序列预测模型的准确性。

摘要:

时间序列预测是一项具有挑战性的任务,因为存在复杂且动态的时间依赖性。这可能导致即使是最佳的预测模型也会产生不正确的预测。使用更多的训练数据是提高准确性的一种方法,但这一来源往往有限。相反,我们借鉴图像生成中成功的去噪方法,倡导一种端到端的预测与去噪范式。我们提出了一种端到端的预测-模糊-去噪预测框架,通过鼓励预测模型和去噪模型之间的分工来实现。初始预测模型被引导专注于准确预测粗粒度行为,而去噪模型则专注于捕捉通过整合高斯过程模型而局部模糊的细粒度行为。这三个部分相互作用以实现最佳的端到端性能。我们的大量实验表明,我们提出的方法能够提高几种最先进的预测模型以及其他几种去噪方法的预测准确性。

英文摘要:

Time series forecasting is a challenging task due to the existence of complex and dynamic temporal dependencies. This can lead to incorrect predictions by even the best forecasting models. Using more training data is one way to improve the accuracy, but this source is often limited. In contrast, we are building on successful denoising approaches for image generation by advocating for an end-to-end forecasting and denoising paradigm. We propose an end-to-end forecast-blur-denoise forecasting framework by encouraging a division of labors between the forecasting and the denoising models. The initial forecasting model is directed to focus on accurately predicting the coarse-grained behavior, while the denoiser model focuses on capturing the fine-grained behavior that is locally blurred by integrating a Gaussian Process model. All three parts are interacting for the best end-to-end performance. Our extensive experiments demonstrate that our proposed approach is able to improve the forecasting accuracy of several state-of-the-art forecasting models as well as several other denoising approaches.

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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