一种自适应补丁的长时序预测模型OA
An adaptive patch-based long-term time series prediction model
多元时序预测已广泛应用于各种实际场景,例如,天气预测、工业设备的故障检测、交通流量预测等.目前,基于 Transformer 的模型在时序预测任务中表现出了巨大的潜力.但是,当原始数据存在复杂的周期模式时,Transformer 模型难以准确捕捉原始数据的局部周期模式,且会导致时间信息的丢失.为此,提出一种基于自适应补丁的长时序预测模型.首先设计了一个自适应长度的补丁嵌入模块,根据数据集的周期特点将 1D 时序数据转化为 2D 时序数据;其次使用多层感知机捕捉 2D 时序数据补丁内部与补丁之间的时间依赖性,达到捕获局部时间特性和全局时间特性;最后采用通道独立策略、自适应长度补丁嵌入与时间依赖捕捉模块相结合,有效地解决了在训练过程中多种周期模式提取和时间信息丢失的问题.通过八个真实数据集实验,验证了该模型预测的准确性和有效性.
Multivariate time series forecasting has been widely used in various real-world scenarios,such as weather forecasting,fault detection in industrial equipment,and traffic flow prediction.Currently,transformer-based models have shown great potential in time series prediction tasks.However,when the original data contains complex periodic patterns,transformer models struggle to accurately capture the local periodic patterns of the raw data,leading to the loss of temporal information.To address this problem,a long-term time series prediction model is proposed,which is based on adaptive patches.First,a patch embedding module with adaptive length is designed to transform 1D time series data into 2D time series data based on the periodic characteristics of the dataset.Second,multilayer perceptrons are utilized to capture the temporal dependencies within and between patches of the 2D time series data,achieving the capture of both local and global temporal features.Finally,by combining a channel-independent strategy,adaptive length patch embedding,and a time dependency capture module,the problems of extracting multiple periodic patterns and preventing the loss of temporal information during the training process are effectively solved.Through experiments on seven real-world datasets,the accuracy and effectiveness of the proposed model for prediction have been verified.
刘博;郭景峰;陈晓;刘苗苗
燕山大学 信息科学与工程学院,河北 秦皇岛 066004燕山大学 信息科学与工程学院,河北 秦皇岛 066004||燕山大学 河北省虚拟技术与系统集成重点实验室,河北 秦皇岛 066004河北科技师范学院 海洋科学研究中心,河北 秦皇岛 066004河北科技师范学院 海洋科学研究中心,河北 秦皇岛 066004
信息技术与安全科学
自适应长度补丁通道独立策略多层感知机长时间序列预测
adaptive length patcheschannel-independent strategymultilayer perceptronlong-time series prediction
《燕山大学学报》 2026 (2)
121-129,9
中央引导地方科技发展资金资助项目(226Z0102G)国家自然科学基金资助项目(42306218)河北省自然科学基金资助项目(F2023407003,D2023107002)河北省海洋动力过程与资源环境重点实验室开放基金资助项目(HBHY02)
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