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基于动态图的双边循环归算网络,用于多变量时间序列.
Xiaochen Lai1, Zheng Zhang1, Liyong Zhang2
1School of Software, Dalian University of Technology, Dalian 116600, China.
概括
本研究介绍了一种基于动态图的双边循环归算网络 (DGBRIN),用于多变量时间序列的归算. 该模型有效地捕捉了数据中不断变化的相关性,优于现有方法.
科学领域:
- 机器学习 机器学习
- 数据科学数据科学数据科学
- 人工智能的人工智能
背景情况:
- 多变量时间序列的归算对于数据分析至关重要.
- 现有的图形神经网络 (GNN) 经常假设静态相关性,这对于动态的现实世界数据来说是不现实的.
- 变量之间的动态相关性随着时间的推移而变化,需要先进的归算技术.
研究的目的:
- 为多变量时间序列提出一种基于动态图的双边循环归算网络 (DGBRIN).
- 解决现有的基于GNN的归算方法中静态相关性假设的局限性.
- 准确地归因时间序列数据中的缺失值,具有动态变化的关系.
主要方法:
- 开发了一个动态相邻矩阵学习 (DAML) 模块,以捕捉时间序列段内的局部化,动态相关性.
- 集成的时间依赖使用信息融合层和斯皮尔曼等级对应系数用于动态相邻矩阵.
- 采用基于混合图的双边循环网络,将循环神经网络和图卷积网络结合起来用于归算.
主要成果:
- 拟议的DGBRIN模型在多变量时间序列归算中表现出卓越的性能.
- 在八个现实数据集上的实验证实了该模型在处理动态相关性方面的有效性.
- 与静态方法相比,动态图方法显著提高了归算准确性.
结论:
- DGBRIN模型有效地解决了在时间序列归算中GNN中静态相关性假设的局限性.
- 动态图形构造和混合循环图形网络对于捕捉复杂的时间依赖是有希望的.
- 拟议的方法提供了一个可靠的解决方案,用于在动态多变量时间序列数据中赋值缺失值.


