CL-Informer:基于连续波量变换的长时间序列预测模型.
Baijin Liu1, Zimei Li2, Zhanlin Li1
1Jilin Institute of Chemical Technology, Longtan, Jilin, Jilin, China.
PloS one
|September 13, 2024
概括
一个新的深度学习模型,CL-Informer,提高了时间序列预测的准确性. 通过结合连续波量变换和LSTM,它可以显著减少单变量和多变量预测任务的预测误差.
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:
- 时间序列预测至关重要,但具有挑战性.
- 像Informer这样的现有深度学习模型在捕获多尺度数据特征和依赖性方面存在局限性.
- 准确的长序列预测仍然是一个开放的问题.
研究的目的:
- 提出一种新的深度学习模型,CL-Informer,以提高时间序列预测的准确性.
- 通过整合连续波形变换和LSTM层来增强Informer模型.
- 与其他最先进的预测模型相比,评估CL-Informer的性能.
主要方法:
- 通过向Informer架构添加连续波形变换 (CWT) 嵌入层来开发CL-Informer模型.
- 利用长短期内存 (LSTM) 层进一步捕获数据依赖性和处理CWT衍生信息.
- 在五个不同的数据集上,我们将CL-Informer与Informer,Informer+和Reformer进行了时间序列预测的比较.
主要成果:
- 在单变量预测视界中,CL-Informer 实现了平均平均平方误差 (MSE) 减少 30.64%.
- 在多变量预测视界中,CL-Informer显示MSE平均减少10.70%.
- 与原来的Informer模型相比,拟议的模型在长序列预测方面表现优越.
结论:
- CL-Informer模型显著提高了时间序列预测的准确性.
- 集成CWT和LSTM有效地捕捉了多尺度数据特征和依赖关系.
- CL-Informer为长序列预测提供了一个更精确,更可靠的方法.
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