一个混合框架,整合传统模型和深度学习,用于多尺度时间序列预测
Zihan Liu1, Zijia Zhang1, Weizhe Zhang1
1School of Automation, Nanjing University of Information Science and Technology, 219 Ningliu Road, Nanjing 210044, China.
Entropy (Basel, Switzerland)
|July 29, 2025
概括
本研究介绍了一种混合时间序列预测框架,该框架结合了统计 (ARIMA) 和深度学习 (LSTM,变压器) 模型. 这种新的方法在各种数据集中实现了短期和长期预测的卓越准确性.
科学领域:
- 数据科学数据科学数据科学
- 机器学习 机器学习
- 统计建模 统计建模
背景情况:
- 准确的时间序列预测对于各个领域的决策至关重要.
- 现有的方法在短期和长期预测方面都难以达到高精度.
- 将传统的统计模型与深度学习相结合,有可能改善预测.
研究的目的:
- 提出一个整体的混合预测框架,整合统计和深度学习模型.
- 通过捕捉短距离模式和长距离依赖关系来提高时间序列预测准确度.
- 提供一个强大的和可解释的预测解决方案.
主要方法:
- 开发了一个混合预测框架,将ARIMA与深度学习模型 (LSTM,Transformer) 结合起来.
- 实施了多级预测机制和双阶段预测过程.
- 使用自适应机制,统计和深度学习组件的合并输出.
主要成果:
- 混合框架的表现始终优于独立的ARIMA,LSTM,变压器,Informer和Autoformer模型.
- 在八个不同的公共数据集上实现了最先进的准确性,用于短期和长期预测.
- 废弃性研究证实了框架内每个模块的重大贡献.
结论:
- 拟议的混合方法为在时间序列预测中结合统计和深度学习技术提供了一个有希望的方向.
- 与现有方法相比,该框架表现出卓越的准确性,可解释性和稳定性.
- 这种综合方法有效地解决了在不同时间尺度上准确预测的挑战.
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