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arXiv 2409.19871cs.LGcs.AI
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TSI:一种用于时间序列预测的多视图表示学习方法

TSI: A Multi-View Representation Learning Approach for Time Series Forecasting

University of South Australia(南澳大学);CSIRO(联邦科学与工业研究组织)

Wentao Gao, Ziqi Xu, Jiuyong Li, Lin Liu, Jixue Liu, Thuc Duy Le, Debo Cheng, Yanchang Zhao, Yun Chen

AI总结:

本文提出 TSI 多视图时间序列预测方法,融合趋势季节性表示与 ICA 表示,在多个基准数据集上超越现有最优模型,尤其提升了多变量预测精度。

摘要:

随着现实应用中(如电力消耗规划)对长序列时间序列预测的需求日益增长,时间序列预测在各个领域的重要性变得愈发关键。该领域近期在表示学习方面的进展进一步凸显了这一趋势。本研究提出了一种新颖的时间序列预测多视图方法,创新性地将趋势与季节性表示同基于独立成分分析(ICA)的表示相结合。针对现有方法在表示复杂且高维的时间序列数据方面存在的局限性,本研究通过结合 TS(趋势与季节性)和 ICA(独立成分)两种视角来应对这一挑战。该方法提供了对时间序列数据的整体理解,超越了传统模型往往忽略的细微非线性关系。TSI 模型的有效性通过在多个基准数据集上的全面测试得到证明,其表现优于当前最先进的模型,尤其是在多变量预测方面。该方法不仅提高了预测精度,还通过提供对时间序列数据更深入的理解为该领域做出了重要贡献。这项使用 ICA 作为一个视图的研究为进一步探索和时间序列预测方法学的进步奠定了基础,为研究和实际应用开辟了新的途径。

英文摘要:

As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is highlighted by recent advancements in representation learning within the field. This study introduces a novel multi-view approach for time series forecasting that innovatively integrates trend and seasonal representations with an Independent Component Analysis (ICA)-based representation. Recognizing the limitations of existing methods in representing complex and high-dimensional time series data, this research addresses the challenge by combining TS (trend and seasonality) and ICA (independent components) perspectives. This approach offers a holistic understanding of time series data, going beyond traditional models that often miss nuanced, nonlinear relationships. The efficacy of TSI model is demonstrated through comprehensive testing on various benchmark datasets, where it shows superior performance over current state-of-the-art models, particularly in multivariate forecasting. This method not only enhances the accuracy of forecasting but also contributes significantly to the field by providing a more in-depth understanding of time series data. The research which uses ICA for a view lays the groundwork for further exploration and methodological advancements in time series forecasting, opening new avenues for research and practical applications.

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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