基于双模型并联的复杂时序预测方法OA北大核心
Complex time series forecasting method based on dual-model parallelism
传统时序预测模型通常仅关注捕捉复杂时序中的趋势和模式,而忽略了变量间的相互作用,限制了该模型在复杂时序预测中应用.提出一种Dualformer双模型并联方案,该模型并联iTransformer(inverted transformer)和PatchTST(patch time series transformer),通过激活函数替代前馈神经网络,并通过多层感知机计算输出结果.Dualformer利用注意力机制同时捕捉复杂时序中的时间维度和变量维度信息,关注时间趋势与多变量交互.实验结果显示,Dualformer在复杂时序预测效果上显著优于对比模型iTransformer、PatchTST和DLinear(decomposition linear),在实际应用中可显著提高复杂时序预测的准确度,具有广泛应用前景.
Traditional forecasting models typically focus on capturing trends and patterns in time series data while often neglecting interactions among variables,which limits their effectiveness in complex time series scenarios.To address this,a dual-model parallel approach named Dualformer is proposed,which integrates the inverted transformer(iTransformer)and patch time series transformer(PatchTST)models in a parallel architecture.In this framework,the conventional feedforward neural network components are replaced with activation functions,and a multilayer perceptron is introduced to further process the outputs of the two parallel sub-models.The Dualformer model employs attention mechanisms to simultaneously capture both the temporal and variable dimensions in the complex time series,effectively capturing time-dependent patterns and multivariate interactions.Experimental results demonstrate that the Dualformer significantly outperforms the benchmark models,including iTransformer,PatchTST,and decomposition linear(DLinear)in complex time series forecasting tasks.These results highlight Dualformer's superior accuracy and its strong potential for real-world applications in forecasting complex time series data.
郑洪英;夏林中;刘星
深圳信息职业技术学院中德机器人学院,广东 深圳 518172深圳信息职业技术学院中德机器人学院,广东 深圳 518172深圳信息职业技术学院中德机器人学院,广东 深圳 518172
计算机与自动化
人工智能深度学习复杂时序预测注意力机制多层感知机Dualformer模型
artificial intelligencedeep learningcomplex time series forecastingattention mechanismmultilayer perceptronDualformer model
《深圳大学学报(理工版)》 2025 (3)
334-341,8
National Natural Science Foundation of China(62303327)Natural Science Foundation of Guangdong Province(KJ2023B001) 国家自然科学基金资助项目(62303327)广东省自然科学基金资助项目(KJ2023B001)
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