融合Transformer与BiLSTM,提升混沌系统长期预测精度
Parallel BiLSTM-Transformer networks for forecasting chaotic dynamics
- 双分支并行结构:Transformer抓全局依赖,BiLSTM提局部特征
- 在洛伦兹系统上实现更优的轨迹追踪与缺失变量重构
- 适合需要高精度时序建模的复杂动力系统研究者
混沌系统的非线性特性导致对初值极度敏感且动态行为极为复杂,给精确预测其演化带来根本挑战。为克服传统方法无法同时捕捉混沌时间序列中的局部特征与全局依赖的问题,本文提出一种融合Transformer与双向长短期记忆网络(BiLSTM)的并行预测框架。该混合模型采用双分支架构:Transformer分支主要捕捉长程依赖,BiLSTM分支专注于提取局部时间特征。两个分支的互补表示通过专用特征融合层进行整合,以提升预测准确性。以洛伦兹系统为例,系统评估了两个代表性任务:一是自主演化预测,模型从状态向量的时间延迟嵌入中递归外推系统轨迹,评估长期跟踪精度与稳定性;二是未测量变量推断,模型从部分观测的时间延迟嵌入中重建未观测状态,评估状态补全能力。结果表明,该混合框架在两项任务中均优于单一分支结构,展现出在混沌系统预测中的鲁棒性与有效性。
原文摘要 · Abstract (English)
The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that conventional approaches fail to capture both local features and global dependencies in chaotic time series simultaneously, this study proposes a parallel predictive framework integrating Transformer and Bidirectional Long Short-Term Memory (BiLSTM) networks. The hybrid model employs a dual-branch architecture, where the Transformer branch mainly captures long-range dependencies while the BiLSTM branch focuses on extracting local temporal features. The complementary representations from the two branches are fused in a dedicated feature-fusion layer to enhance predictive accuracy. As illustrating examples, the model's performance is systematically evaluated on two representative tasks in the Lorenz system. The first is autonomous evolution prediction, in which the model recursively extrapolates system trajectories from the time-delay embeddings of the state vector to evaluate long-term tracking accuracy and stability. The second is inference of unmeasured variable, where the model reconstructs the unobserved states from the time-delay embeddings of partial observations to assess its state-completion capability. The results consistently indicate that the proposed hybrid framework outperforms both single-branch architectures across tasks, demonstrating its robustness and effectiveness in chaotic system prediction.
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