用拓扑特征提升时间序列预测,加速计算并增强模型表现
Time-Series Forecasting via Topological Information Supervised Framework with Efficient Topological Feature Learning
- 用CGAN生成合成拓扑特征,减少计算耗时
- 引入拓扑一致性损失,提升预测准确率
- 适合对复杂时序建模感兴趣的科研与工程人员
拓扑数据分析(TDA)在神经科学、生物、机器学习和金融建模等领域展现出强大潜力,但其在时间序列预测中的应用仍受限于三大挑战:拓扑特征中时间依赖性利用不足、持久同调计算效率低,以及TDA流程的确定性限制了泛化特征学习。本文提出拓扑信息监督(TIS)预测框架,结合神经网络与条件生成对抗网络(CGAN),生成保持分布特性的合成拓扑特征,显著降低计算开销。设计新型训练策略,引入拓扑一致性损失以提升深度学习模型预测精度。提出两种先进模型:TIS-BiGRU捕捉短期依赖,TIS-Informer处理长期依赖。对比实验表明,TIS模型优于传统预测器,验证了拓扑信息融合的有效性。本研究不仅推动基于TDA的时间序列预测发展,也为拓扑特征在深度学习架构中的应用开辟新路径。
原文摘要 · Abstract (English)
Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial modeling. Despite its success, the integration of TDA with time-series prediction remains underexplored due to three primary challenges: the limited utilization of temporal dependencies within topological features, computational bottlenecks associated with persistent homology, and the deterministic nature of TDA pipelines restricting generalized feature learning. This study addresses these challenges by proposing the Topological Information Supervised (TIS) Prediction framework, which leverages neural networks and Conditional Generative Adversarial Networks (CGANs) to generate synthetic topological features, preserving their distribution while significantly reducing computational time. We propose a novel training strategy that integrates topological consistency loss to improve the predictive accuracy of deep learning models. Specifically, we introduce two state-of-the-art models, TIS-BiGRU and TIS-Informer, designed to capture short-term and long-term temporal dependencies, respectively. Comparative experimental results demonstrate the superior performance of TIS models over conventional predictors, validating the effectiveness of integrating topological information. This work not only advances TDA-based time-series prediction but also opens new avenues for utilizing topological features in deep learning architectures.
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