Open AccessPosted Content
Temporal Latent Auto-Encoder: A Method for Probabilistic Multivariate Time Series Forecasting
Nam H. Nguyen,Brian Quanz +1 more
TL;DR: In this article, a temporal latent auto-encoder method is proposed to model complex distributions of the input series via the decoder, which enables nonlinear factorization of multivariate time series, learned end-to-end with a temporal deep learning latent space forecast model.
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Abstract: Probabilistic forecasting of high dimensional multivariate time series is a notoriously challenging task, both in terms of computational burden and distribution modeling. Most previous work either makes simple distribution assumptions or abandons modeling cross-series correlations. A promising line of work exploits scalable matrix factorization for latent-space forecasting, but is limited to linear embeddings, unable to model distributions, and not trainable end-to-end when using deep learning forecasting. We introduce a novel temporal latent auto-encoder method which enables nonlinear factorization of multivariate time series, learned end-to-end with a temporal deep learning latent space forecast model. By imposing a probabilistic latent space model, complex distributions of the input series are modeled via the decoder. Extensive experiments demonstrate that our model achieves state-of-the-art performance on many popular multivariate datasets, with gains sometimes as high as $50\%$ for several standard metrics.
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Citations
Long sequence time-series forecasting with deep learning: A survey
TL;DR: In this article , the authors provide a comprehensive survey of LSTF studies with deep learning technology and summarize the evolution in terms of a proposed taxonomy based on network structure, and discuss three key problems and corresponding solutions from long dependency modeling, computation cost, and evaluation metrics.
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•Posted Content
Time Series is a Special Sequence: Forecasting with Sample Convolution and Interaction.
TL;DR: Wang et al. as mentioned in this paper proposed a novel neural network architecture and applied it for the time series forecasting problem, wherein they conduct sample convolution and interaction at multiple resolutions for temporal modeling.
116
Learning the Evolutionary and Multi-scale Graph Structure for Multivariate Time Series Forecasting
Jun Ye,Zihan Liu,Bowen Du,Leilei Sun,Weimiao Li,Yanjie Fu,Hui Xiong +6 more
- 28 Jun 2022
TL;DR: A hierarchical graph structure cooperated with the dilated convolution is provided to capture the scale-specific correlations among time series and a series of adjacency matrices are constructed under a recurrent manner to represent the evolving correlations at each layer.
MetaProbformer for Charging Load Probabilistic Forecasting of Electric Vehicle Charging Stations
TL;DR: Li et al. as discussed by the authors proposed Probformer, a Transformer-based forecasting model for EV charging load forecasting, and further extended it to MetaProbformer, which is a meta-learning based forecasting framework.
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Forecasting of individual electricity consumption using Optimized Gradient Boosting Regression with Modified Particle Swarm Optimization
Luis Fernando Marin Sepulveda,Petterson Sousa Diniz,João Otávio Bandeira Diniz,Stelmo Magalhães Barros Netto,Carolina L. S. Cipriano,Alexandre Cristian Araújo,Victor Henrique Bezerra de Lemos,Alexandre C. P. Pessoa,Darlan B. P. Quintanilha,João Dallyson Sousa de Almeida,Aristófanes Corrêa Silva,Anselmo Cardoso de Paiva,Geraldo Braz,Márcia Izabel Alves da Silva,Eliana Márcia Garros Monteiro,Italo Francyles Santos da Silva,Eduardo Camacho Fernandes +16 more
TL;DR: In this article, an Optimized Gradient Boosting Regressor (OGBR) was proposed, which has been optimized by a modified version of the Particle Swarm Optimization (PSO) for fast parameter optimization.
23
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Ashish Vaswani,Noam Shazeer,Niki Parmar,Jakob Uszkoreit,Llion Jones,Aidan N. Gomez,Łukasz Kaiser,Illia Polosukhin +7 more
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