基于双重时间依赖的多元长时间序列预测模型
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中国民航大学计算机科学与技术学院 天津 300300

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TP391;TN911

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国家自然科学民航联合研究基金(U2333204)项目资助


Multivariate long-term series forecasting based on dual time-dependent learning
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College of Computer Science and Technology, Civil Aviation University of China,Tianjin 300300, China

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    摘要:

    考虑到时间序列数据因其复杂的长短期模式和多周期特征,为预测带来了独特的挑战。传统的固定尺度分片方法难以有效捕捉多周期信息,同时周期性和趋势性变化进一步增加了建模难度,影响了预测精度和可解释性。基于上述问题,本文提出了基于双重时间依赖学习的多周期模型MDTDNet。该模型首先通过傅里叶变换自适应获取多周期信息;然后对于每个周期,结合季节趋势增强模块,通过周期分片设计、频域季节性增强和时域趋势性增强,提升了子序列的语义表达;引入双重时间依赖模块,通过长期变化提取器和局部波动提取器,分别捕捉分片间和分片内的不同时间依赖模式,实现特征提取和融合;实验结果表明,在六个数据集中的模型实验效果均超越了当前的最优模型PatchTST,在ETTh1数据集上均方误差(MSE)平均下降了9%,最高下降了10.14%。

    Abstract:

    Time series data pose unique challenges for forecasting due to their complex long- and short-term patterns and multi-period characteristics. Traditional fixed-scale patching methods are difficult to effectively capture multi-period information, while periodicity and trend changes further increase the modeling difficulty, affecting forecast accuracy and interpretability. Based on the above problems, this paper proposes a multi-periodic model MDTDNet based on dual time-dependent learning. The model firstly acquires multi-period information adaptively by Fourier transform; then for each period, combined with the seasonal trend enhancement module, it improves the semantic expression of the subsequence through period patch design, frequency domain seasonal enhancement and time domain trend enhancement. A dual time-dependence module is introduced to realize feature extraction and fusion by capturing different time-dependent patterns inter- and intra-patchs by means of a long-term change extractor and a local fluctuation extractor, respectively. The experimental results show that the experimental results of the models in all six datasets outperform the current optimal model, PatchTST, with an average decrease of 9% in the mean square error (MSE) on ETTh1 dataset, with a maximum decrease of 10.14%.

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衡红军,周晨晓.基于双重时间依赖的多元长时间序列预测模型[J].电子测量技术,2025,48(22):37-47

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  • 在线发布日期: 2026-01-09
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