一种利用属性相关性的时序预测模型

    A time series prediction model utilizing attribute correlation

    • 摘要: 针对现有研究通常忽视时序数据集属性之间的相关性导致模型在长时间序列预测中精度较差的问题,提出一种利用属性相关性的时序预测方法。首先设计时序数据集属性分组策略,对原始数据集的各个属性进行划分;其次利用融合变异系数的ProbSparseCV自注意力机制提取划分后的数据集中时序数据的特征,并使用编码器-解码器的结构构建预测模型;最后,通过多组实验验证所提方法的有效性和优越性,通过消融实验分析所提方法对精度提升的贡献程度,实现长时间序列预测精度的提升。

       

      Abstract: Aiming at the problem that existing studies usually ignore the correlation between the attributes of time-series datasets, leading to poor model accuracy in long time-series prediction, a time-series prediction method utilizing attribute correlation is proposed. Firstly, the attribute grouping strategy of the time series dataset is designed to divide the attributes of the original dataset. Secondly, the features of the time series data in the split dataset are extracted by using the self-attention mechanism of ProbSparseCV with the fusion of coefficients of variation, and the prediction model is constructed by using the structure of the encoder-decoder. Finally, the validity and superiority of the proposed method are validated through several sets of experiments, the degree of contribution to the accuracy improvement of the proposed method is analyzed through the ablation experiments, and the improvement of long-time series prediction accuracy is realized.

       

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