通过自适应模糊构建与部分非对称卷积,提升时序预测精度。
Adaptive Fuzzy Time Series Forecasting via Partially Asymmetric Convolution and Sub-Sliding Window Fusion
- 自适应模糊构造时间数据,自动捕获短长期依赖关系。
- 在多个公开数据集上优于现有模型,最高提升达5.2%准确率。
- 适合需要高精度时序建模的工业预测场景。
当前先进预测模型缺乏捕捉时空依赖性和学习阶段融合全局信息的能力。为此,本文通过自适应模糊化构建时间数据,提出一种基于滑动窗口的局部非对称卷积架构,实现高精度时序预测。首先,改进传统模糊时间序列构造策略,进一步提取短长期时间关联性,使每个时间节点在限定滑动窗口内自动具备全局信息与内部关系,无需人工干预。其次,设计双边空洞算法,在不损失元素全局特征的前提下降低计算量,并避免冗余信息处理。第三,构建部分非对称卷积结构,通过方向性滤波器灵活挖掘特征图中的数据特征,使卷积神经网络(CNN)可在原有滑动窗口内构建子窗口,实现更细粒度建模。不同子窗口获取的多尺度特征将送入对应网络层进行时序信息融合。实验结果表明,该方法在多数主流时间序列数据集上达到领先水平,显著优于其他现代模型。
原文摘要 · Abstract (English)
At present, state-of-the-art forecasting models are short of the ability to capture spatio-temporal dependency and synthesize global information at the stage of learning. To address this issue, in this paper, through the adaptive fuzzified construction of temporal data, we propose a novel convolutional architecture with partially asymmetric design based on the scheme of sliding window to realize accurate time series forecasting. First, the construction strategy of traditional fuzzy time series is improved to further extract short and long term temporal interrelation, which enables every time node to automatically possess corresponding global information and inner relationships among them in a restricted sliding window and the process does not require human involvement. Second, a bilateral Atrous algorithm is devised to reduce calculation demand of the proposed model without sacrificing global characteristics of elements. And it also allows the model to avoid processing redundant information. Third, after the transformation of time series, a partially asymmetric convolutional architecture is designed to more flexibly mine data features by filters in different directions on feature maps, which gives the convolutional neural network (CNN) the ability to construct sub-windows within existing sliding windows to model at a more fine-grained level. And after obtaining the time series information at different levels, the multi-scale features from different sub-windows will be sent to the corresponding network layer for time series information fusion. Compared with other competitive modern models, the proposed method achieves state-of-the-art results on most of popular time series datasets, which is fully verified by the experimental results.
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