TCDformer:基于趋势和变点检测的非静止时间序列预测的变压器框架
Jiashan Wan1, Na Xia2, Yutao Yin3
1College of Computer and Information Science, Hefei University of Technology, Hefei, 230601, Anhui, China; College of Big Data and Artificial Intelligence, Anhui Institute of Information Technology, Wuhu, 241000, Anhui, China.
概括
本研究介绍了TCDformer,这是一个基于变压器的新型模型,用于时间序列预测. TCDformer有效地处理非静态数据和重大事件,优于现有方法.
科学领域:
- 人工智能的人工智能
- 机器学习 机器学习
- 数据科学数据科学数据科学
背景情况:
- 变压器模型对时间序列预测有希望,但与非静止的真实世界数据扎.
- 传统的稳定技术可能导致失去了非静止性,阻碍了关键事件期间的性能.
研究的目的:
- 开发一种创新的方法,TCDformer (趋势和变化点检测变压器),以解决现有模型在预测非静止时间序列方面的局限性.
- 改善处理时间序列预测中的突然变化和重大事件.
主要方法:
- TCDformer使用局部线性缩放近似 (LLSA) 模块来编码非静止时间序列的突然变化.
- 重建的时间序列被分解为趋势和季节性组件.
- 预测是通过结合多层感知器 (MLP) 来进行趋势预测和季节性组件的波束注意力来生成的.
主要成果:
- 在标准时间序列预测数据集上,TCDformer显著超过了基准模型.
- 平均平方误差 (MSE) 降低了47.36%,平均绝对误差 (MAE) 降低了31.12%.
结论:
- TCDformer提供了一个有效的框架来管理非静态时间序列,平衡性能和可解释性.
- 该模型非常适合面临非静止性挑战的现实应用.
相关概念视频
Discrete-Time Fourier Series
265
The Discrete-Time Fourier Series (DTFS) is a fundamental concept in signal processing, serving as the discrete-time counterpart to the continuous-time Fourier series. It allows for the representation and analysis of discrete-time periodic signals in terms of their frequency components. Unlike its continuous counterpart, which utilizes integrals, the calculation of DTFS expansion coefficients involves summations due to the discrete nature of the signal.
For a discrete-time periodic signal x[n]...
For a discrete-time periodic signal x[n]...
265
Discrete-time Fourier transform
319
The Discrete-Time Fourier Transform (DTFT) is an essential mathematical tool for analyzing discrete-time signals, converting them from the time domain to the frequency domain. This transformation allows for examining the frequency components of discrete signals, providing insights into their spectral characteristics. In the DTFT, the continuous integral used in the continuous-time Fourier transform is replaced by a summation to accommodate the discrete nature of the signal.
One of the notable...
One of the notable...
319
Time-Series Graph
4.4K
A time-series graph is a line graph with repeated measurements taken at successive intervals of time. It is also called a time series chart. To construct a time-series graph, one must look at both pieces of a paired data set. The horizontal axis is used to plot the time increments, and the vertical axis is used to plot the values of the variable that one is measuring. By using the axes in this way, each point on the graph will correspond to time and a measured quantity. The points on the graph...
4.4K
Properties of DTFT I
404
In signal processing, Discrete-Time Fourier Transforms (DTFTs) play a critical role in analyzing discrete-time signals in the frequency domain. Various properties of the DTFTs such as linearity, time-shifting, frequency-shifting, time reversal, conjugation, and time scaling help understand and manipulate these signals for different applications.
The linearity property of DTFTs is fundamental. If two discrete-time signals are multiplied by constants a and b respectively, and then combined to...
The linearity property of DTFTs is fundamental. If two discrete-time signals are multiplied by constants a and b respectively, and then combined to...
404
Prediction Intervals
2.3K
The interval estimate of any variable is known as the prediction interval. It helps decide if a point estimate is dependable.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
2.3K
Continuous -time Fourier Transform
316
The Fourier series is instrumental in representing periodic functions, offering a powerful method to decompose such functions into a sum of sinusoids. This technique, however, necessitates modification when applied to nonperiodic functions. Consider a pulse-train waveform consisting of a series of rectangular pulses. When these pulses have a finite period, they can be accurately represented by a Fourier series. Yet, as the period approaches infinity, resulting in a single, isolated pulse, the...
316


