新模型D2Vformer用时间位置嵌入提升时序预测,支持非连续和变长预测。
D2Vformer: A Flexible Time Series Prediction Model Based on Time Position Embedding
- 用日期转嵌入(Date2Vec)生成时间位置特征,融合输入与预测序列的相似性
- 在6个数据集上优于现有方法,变长预测任务准确率提升显著
- 适合需要灵活预测长度或非连续序列的工业场景
时间位置嵌入能捕捉时间步的位置信息,常作为辅助输入以增强时序模型的预测能力。然而,现有方法在捕捉复杂时间位置信息及有效利用这些嵌入方面存在局限。为此,本文提出一种新模型D2Vformer。不同于依赖RNN或Transformer的传统方法,D2Vformer可直接处理预测序列与输入序列不相邻或长度动态变化的情形。相比传统方法,其显著节省训练资源。D2Vformer中,Date2Vec模块结合时间戳信息与特征序列生成时间位置嵌入;随后引入新型融合块,通过注意力机制挖掘输入序列与预测序列嵌入间的时间位置相似性,据此生成预测结果。在六个数据集上的大量实验表明,Date2Vec优于其他时间位置嵌入方法,而D2Vformer在固定长度与变长预测任务中均超越当前最优方法。
原文摘要 · Abstract (English)
Time position embeddings capture the positional information of time steps, often serving as auxiliary inputs to enhance the predictive capabilities of time series models. However, existing models exhibit limitations in capturing intricate time positional information and effectively utilizing these embeddings. To address these limitations, this paper proposes a novel model called D2Vformer. Unlike typical prediction methods that rely on RNNs or Transformers, this approach can directly handle scenarios where the predicted sequence is not adjacent to the input sequence or where its length dynamically changes. In comparison to conventional methods, D2Vformer undoubtedly saves a significant amount of training resources. In D2Vformer, the Date2Vec module uses the timestamp information and feature sequences to generate time position embeddings. Afterward, D2Vformer introduces a new fusion block that utilizes an attention mechanism to explore the similarity in time positions between the embeddings of the input sequence and the predicted sequence, thereby generating predictions based on this similarity. Through extensive experiments on six datasets, we demonstrate that Date2Vec outperforms other time position embedding methods, and D2Vformer surpasses state-of-the-art methods in both fixed-length and variable-length prediction tasks.
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