论文标题
多元时间序列预测的平行时空注意力
Parallel Spatio-Temporal Attention-Based TCN for Multivariate Time Series Prediction
论文作者
论文摘要
随着工业系统变得越来越复杂,从监视到健康变得更加无处不在的所有事物的传感器都变得更加无处不在,多元时间序列序列预测在我们社会的平稳运行中占据了重要地位。重复的神经网络具有关注,以帮助扩展预测窗口是该任务的当前状态。但是,我们认为它们消失的梯度,短暂的记忆和串行架构使RNN从根本上不适合使用复杂的数据预测的长马预测。时间卷积网络(TCN)不会遇到梯度问题,它们支持并行计算,使其成为更合适的选择。此外,尽管存在一些不稳定和效率问题,但它们的记忆比RNN更长。因此,我们提出了一个称为PSTA-TCN的框架,该框架结合了一个平行时空的注意机制,可以用堆叠的TCN骨干提取动态内部相关性,以从不同窗口尺寸提取特征。该框架可以充分使用并行计算,以大大减少训练时间,而稳定的预测窗口的精度大大提高了准确性,最大13倍。
As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A recurrent neural network with attention to help extend the prediction windows is the current-state-of-the-art for this task. However, we argue that their vanishing gradients, short memories, and serial architecture make RNNs fundamentally unsuited to long-horizon forecasting with complex data. Temporal convolutional networks (TCNs) do not suffer from gradient problems and they support parallel calculations, making them a more appropriate choice. Additionally, they have longer memories than RNNs, albeit with some instability and efficiency problems. Hence, we propose a framework, called PSTA-TCN, that combines a parallel spatio-temporal attention mechanism to extract dynamic internal correlations with stacked TCN backbones to extract features from different window sizes. The framework makes full use parallel calculations to dramatically reduce training times, while substantially increasing accuracy with stable prediction windows up to 13 times longer than the status quo.