计算机科学 ›› 2024, Vol. 51 ›› Issue (3): 128-134.doi: 10.11896/jsjkx.221200055

• 数据库&大数据&数据科学 • 上一篇    下一篇

基于双通道回声状态网络的时间序列补全及单步预测

郑伟楠1, 於志勇1,2, 黄昉菀1,2   

  1. 1 福州大学计算机与大数据学院 福州350108
    2 福建省网络计算与智能信息处理重点实验室 福州350108
  • 收稿日期:2022-12-08 修回日期:2023-04-02 出版日期:2024-03-15 发布日期:2024-03-13
  • 通讯作者: 黄昉菀(hfw@fzu.edu.cn)
  • 作者简介:(2680684101@qq.com)
  • 基金资助:
    国家自然科学基金(61772136);福建省引导性项目(2020H0008);福建省中青年教师教育科研项目(JAT210007)

Time Series Completion and One-step Prediction Based on Two-channel Echo State Network

ZHENG Weinan1, YU Zhiyong1,2, HUANG Fangwan1,2   

  1. 1 College of Computer and Data Science,Fuzhou University,Fuzhou 350108,China
    2 Fujian Key Laboratory of Network Computing and Intelligent Information Processing,Fuzhou 350108,China
  • Received:2022-12-08 Revised:2023-04-02 Online:2024-03-15 Published:2024-03-13
  • About author:ZHENG Weinan,born in 1997,postgraduate.His main research interests include data completion and so on.HUANG Fangwan,born in 1980,Ph.D,senior lecturer,is a member of CCF(No.D3015M).Her main research interests include computational intelligence,machine learning and big data analysis.
  • Supported by:
    National Natural Science Foundation of China(61772136),Fujian Provincial Guiding Project(2020H0008) and Educational Research Project for Young and Middle-aged Teachers in Fujian Province(JAT210007).

摘要: 随着物联网的发展,众多传感器采集到大量具有丰富数据相关性的时间序列,为各种数据挖掘应用提供强大的数据支持。然而,一些客观或主观原因(如设备故障、稀疏感知等)往往会造成采集到的数据出现不同程度的缺失。虽然已有很多方法被提出用于解决这一问题,但这些方法在数据相关性方面或考虑不够全面,或计算成本过高。而且,现有方法仅关注对缺失值的补全,未能兼顾下游应用。针对上述不足,设计了一种兼顾补全与预测任务的双通道回声状态网络。两个通道的网络虽共用输入层,但具有各自的储备池和输出层。两者最大的区别是左/右通道的输出层分别表示输入层前/后一个时刻对应的目标值或预补值。最后将两个通道的估计值进行融合,充分利用来自缺失时刻之前和之后的数据相关性以进一步提升性能。两种缺失现象下(随机缺失和分段缺失)不同缺失率的实验结果表明,所提模型无论是在补全精度还是预测精度上都优于目前流行的各类方法。

关键词: 数据相关性, 时间序列, 外生变量, 双通道ESN, 缺失补全, 单步预测

Abstract: With the development of the Internet of Things,numerous sensors can collect a large number of time series with rich data correlation,providing powerful data support for various data mining applications.However,some objective or subjective reasons(such as equipment failure,sparse sensing) often lead to the loss of collected data to varying degrees.Although many approaches have been proposed to solve this problem,data correlation is either not fully considered or computationally expensive.In addition,existing methods only focus on the completion of missing values,and fail to take into account downstream applications.Aiming at the above shortcomings,this paper designs a two-channel echo state network to achieve both the completion task and the prediction task.Although the two channels share the input layer,they have their own reservoir and output layer.The biggest difference between them is that the output layer of the left/right channels respectively represents the target value or prefilled va-lue corresponding to the moment before/after the input layer.Finally,by fusing the estimates of the two channels,the data correlation from before and after the missing moments is fully utilized to further improve performance.Experimental results of diffe-rent missing rates with two missing mechanisms(random missing and piecewise missing) show that the proposed model is superior to the current methods in both completion accuracy and prediction accuracy.

Key words: Data correlation, Time series, Exogenous variables, Two-channel echo state network, Missing value completion, One-step

中图分类号: 

  • TP391
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