将趋势、季节与独立成分结合,提升时序预测精度。
TSI: A Multi-View Representation Learning Approach for Time Series Forecasting

- 从趋势、季节和独立成分三个视角构建多视图表示
- 在多个基准数据集上优于现有最优模型,尤其在多变量预测中表现突出
- 适合需要高精度时序建模的工业场景研究者
随着电力消费规划等实际应用对长序列时间序列预测需求的增长,时间序列预测的重要性日益凸显。本文提出一种新型多视图时序预测方法TSI,创新性地将趋势与季节性表示与基于独立成分分析(ICA)的表示相结合。针对现有方法在刻画复杂高维时序数据时的局限性,该方法通过融合TS(趋势与季节性)和ICA(独立成分)两个视角,提供对时序数据更全面的理解,突破传统模型对非线性关系捕捉不足的瓶颈。在多个基准数据集上的全面测试表明,TSI模型性能显著优于当前最先进的模型,尤其在多变量预测任务中优势明显。该方法不仅提升了预测准确性,还为时序预测领域的深入理解与方法创新奠定了基础,推动了新研究方向与实际应用的发展。
原文摘要 · Abstract (English)
As the growing demand for long sequence time-series forecasting in real-world applications, such as electricity consumption planning, the significance of time series forecasting becomes increasingly crucial across various domains. This is highlighted by recent advancements in representation learning within the field. This study introduces a novel multi-view approach for time series forecasting that innovatively integrates trend and seasonal representations with an Independent Component Analysis (ICA)-based representation. Recognizing the limitations of existing methods in representing complex and high-dimensional time series data, this research addresses the challenge by combining TS (trend and seasonality) and ICA (independent components) perspectives. This approach offers a holistic understanding of time series data, going beyond traditional models that often miss nuanced, nonlinear relationships. The efficacy of TSI model is demonstrated through comprehensive testing on various benchmark datasets, where it shows superior performance over current state-of-the-art models, particularly in multivariate forecasting. This method not only enhances the accuracy of forecasting but also contributes significantly to the field by providing a more in-depth understanding of time series data. The research which uses ICA for a view lays the groundwork for further exploration and methodological advancements in time series forecasting, opening new avenues for research and practical applications.
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