具有局部和季节性适应的稀疏变压器用于多变量时间序列预测
Yifan Zhang1,2, Rui Wu3, Sergiu M Dascalu4
1Department of Computer Science and Engineering, University of Nevada, Reno, NV, 89557, USA. YifanZhang@MissouriState.edu.
Scientific reports
|July 10, 2024
概括
本研究介绍了Dozer Attention,这是一种用于多变量时间序列 (MTS) 预测的新机制,通过选择性地关注历史数据来提高效率. 在不牺牲准确性的情况下,Dozerformer在MTS预测任务中实现了卓越的性能.
科学领域:
- 机器学习 机器学习
- 人工智能的人工智能
- 数据科学数据科学数据科学
背景情况:
- 变压器通过捕捉长期的依赖性,在多变量时间序列 (MTS) 预测方面表现出色.
- 变压器中的正规注意力机制遭受二次时间复杂性,并处理整个历史序列,限制效率和可扩展性.
- 现有的方法在长序MTS预测中难以平衡准确性和计算成本.
研究的目的:
- 为多变量时间序列 (MTS) 预测开发一种高效准确的注意力机制.
- 为了解决基于变压器的MTS模型中二次时间复杂性和完整的历史序列处理的局限性.
- 引入Dozerformer框架,增强MTS预测能力.
主要方法:
- 提出了Dozer注意力机制,其中有三个稀疏的组件:局部,步骤和变量.
- 当地注意力集中在相邻的时间步骤上,步骤注意力关注预定义的间隔,变量注意力选择性地使用动态扩展的历史数据子集.
- 将Dozer Attention集成到MTS预测的Dozerformer框架中,并对其在九个基准数据集上的最新方法进行性能评估.
主要成果:
- 与现有的最先进的方法相比,Dozerformer框架在多个基准数据集上表现出更高的性能.
- 实验结果证实,排除历史序列的部分并不会降低预测的准确性.
- 通过拟议的稀疏注意力机制,计算效率得到了显著的改善.
结论:
- 该Dozer注意力机制有效地捕捉到基本的MTS数据属性,如本地,季节性和全球依赖性.
- Dozerformer为多变量时间序列预测提供了高效和准确的解决方案.
- 这些发现表明,选择性历史数据处理是提高MTS预测中变压器效率的可行策略.
相关概念视频
01:19Survival Tree
79
Survival trees are a non-parametric method used in survival analysis to model the relationship between a set of covariates and the time until an event of interest occurs, often referred to as the "time-to-event" or "survival time." This method is particularly useful when dealing with censored data, where the event has not occurred for some individuals by the end of the study period, or when the exact time of the event is unknown.
Building a Survival Tree
Constructing a...
Building a Survival Tree
Constructing a...
79
01:22Multi-input and Multi-variable systems
105
Cruise control systems in cars are designed as multi-input systems to maintain a driver's desired speed while compensating for external disturbances such as changes in terrain. The block diagram for a cruise control system typically includes two main inputs: the desired speed set by the driver and any external disturbances, such as the incline of the road. By adjusting the engine throttle, the system maintains the vehicle's speed as close to the desired value as possible.
In the absence...
In the absence...
105
01:16Types Of Transformers
965
Transformers can provide desired voltages to a circuit by modifying the number of turns in the secondary windings.
If the ratio of the number of turns in the secondary winding to that of the primary winding is greater than one, then the transformer is said to be a step-up transformer. In a step-up transformer, the voltage at the secondary winding is greater than the voltage applied at the primary winding.
However, if this ratio is less than one, the transformer is said to be a step-down...
If the ratio of the number of turns in the secondary winding to that of the primary winding is greater than one, then the transformer is said to be a step-up transformer. In a step-up transformer, the voltage at the secondary winding is greater than the voltage applied at the primary winding.
However, if this ratio is less than one, the transformer is said to be a step-down...
965
00:54Time-Series Graph
4.3K
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...
4.3K
01:27Transformers in Distribution System
100
Transformers in distribution systems can be broadly categorized into distribution substation transformers and other distribution transformers. They are crucial for stepping down high transmission voltages to levels suitable for distribution and end-user applications.
Distribution substation transformers come in various ratings and typically use mineral oil for insulation and cooling. To prevent moisture and air from entering the oil, some transformers use an inert gas like nitrogen to fill the...
Distribution substation transformers come in various ratings and typically use mineral oil for insulation and cooling. To prevent moisture and air from entering the oil, some transformers use an inert gas like nitrogen to fill the...
100
01:21Energy Losses in Transformers
860
In an ideal transformer, it is assumed that there are no energy losses, and, hence, all the power at the primary winding is transferred to the secondary winding. However, in reality, the transformers always have some energy losses, and, hence, the output power obtained at the secondary winding is less than the input power at the primary winding due to energy losses.
There are four main reasons for energy losses in transformers.
The first cause can be the high resistance of the...
There are four main reasons for energy losses in transformers.
The first cause can be the high resistance of the...
860