计算机工程与科学2024,Vol.46Issue(4):590-598,9.DOI:10.3969/j.issn.1007-130X.2024.04.003
基于GGInformer模型的多维时间序列特征提取与预测研究
Feature extraction and prediction of multidimensional time series based on GGInformer model
摘要
Abstract
With the rapid development of big data and Internet of Things(IoT)technologies,the ap-plication scope of multidimensional time series data has become increasingly widespread.Faced with a large amount of complex time series data characterized by non-linearity and high-dimensional redundant features,traditional time series analysis methods struggle to effectively address the complexity of multi-dimensional time series with high-dimensional features,resulting in suboptimal predictive performance.To address these issues,this paper proposes the GGInformer model,which improves upon the Genetic Algorithm and Informer model while incorporating the GRU network.This model not only efficiently extracts key features from multidimensional time series but also effectively addresses long-term depend-ency issues.To validate the predictive capability of the model,experiments are conducted on two real datasets and three public benchmark datasets,all of which demonstrated superior performance compared to the baseline models.Specifically,compared to the Informer baseline model,the GGInformer model achieves reductions in Mean Squared Error(MSE)values of 22%,13%,20%,23%,and 38%across the five datasets.The experimental results indicate that the GGInformer model can effectively address the complex feature extraction challenges of multidimensional time series data and further enhance time series prediction capabilities.关键词
多维时间序列/特征提取/预测/改进遗传算法Key words
multidimensional time series/feature extraction/prediction/improved genetic algorithm分类
信息技术与安全科学引用本文复制引用
任晟岐,宋伟..基于GGInformer模型的多维时间序列特征提取与预测研究[J].计算机工程与科学,2024,46(4):590-598,9.基金项目
国家重点研发计划(2023YFC2206400) (2023YFC2206400)
河南省高等学校重点科研项目(22A520010) (22A520010)