Unsteady Multi-Element Time Series Analysis and Prediction Based on Spatial-Temporal Attention and Error Forecast Fusion
Abstract
:1. Introduction
2. Materials and Methods
2.1. Problem Formulation
2.2. Model
2.2.1. Encoder with Multidimensional Spatial Attentions
2.2.2. Decoder with Temporal Attentions
3. Experiment and Results
3.1. Datasets
3.2. Evaluation Metrics and Determination of Parameters
3.3. Experiment-I
- BP: Back-propagation neural network (BP) [9] is the most widely used ML method to predict harmful algal blooms. A lot of studies have shown the efficiency of it.
- Seq2seq: It uses an RNN to encode the input sequences into a feature representation and another RNN to make predictions iteratively [19].
- Attention RNN: Attention RNN is the attention-based encoder decoder network that employs an attention mechanism to select parts of hidden states across all the time steps [12].
3.4. Experiment-II
4. Discussion
4.1. The Discussion of Experiment-I
4.1.1. The Influence of Temporal Attention
4.1.2. The Influence of Multidimensional Spatial Attention
4.1.3. Comparison with BP Network
4.2. The Discussion of Experiment-II
5. Conclusions
Author Contributions
Funding
Acknowledgments
Conflicts of Interest
References
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Dataset | Fujian Marine Forecasts Station | |
Attributes | 8 | |
Target Series | Chlorophyll-a | |
Time Intervals | 30 min | |
Time Spans | 18/01/2009–27/08/2011 | |
Size | train | 6337 |
test | 834 |
SDO | DO | Temperature | Air-Temperature | Press | Wind-Speed | Wind-Direction | |
---|---|---|---|---|---|---|---|
PCC | 0.381 | 0.438 | −0.372 | −0.365 | 0.253 | 0.177 | 0.210 |
m = p | Prediction Intervals | ||||
---|---|---|---|---|---|
6 | 12 | 18 | 24 | ||
32 | RMSE | 1.265 | 1.229 | 1.233 | 1.29 |
MAE | 0.795 | 0.819 | 0.836 | 0.855 | |
64 | RMSE | 1.269 | 1.201 | 1.205 | 1.215 |
MAE | 0.79 | 0.778 | 0.814 | 0.848 | |
128 | RMSE | 1.286 | 1.255 | 1.321 | 1.322 |
MAE | 0.819 | 0.909 | 0.939 | 0.904 | |
256 | RMSE | 1.389 | 1.285 | 1.345 | 1.404 |
MAE | 0.834 | 1.017 | 1.104 | 1.112 |
Models | Metrics | Prediction Intervals | |||
---|---|---|---|---|---|
6 | 12 | 18 | 24 | ||
Seq2seq | RMSE | 1.398 | 1.411 | 1.456 | 1.499 |
MAE | 0.922 | 0.972 | 0.993 | 1.027 | |
Attention LSTM | RMSE | 1.29 | 1.254 | 1.305 | 1.32 |
MAE | 0.837 | 0.855 | 0.894 | 0.902 | |
BP | RMSE | 1.404 | 1.207 | 1.256 | 1.28 |
MAE | 1.12 | 0.854 | 0.816 | 0.831 | |
DA-RNN | RMSE | 1.269 | 1.201 | 1.205 | 1.215 |
MAE | 0.79 | 0.778 | 0.814 | 0.848 |
SDO | DO | Temperature | Air-Temperature | Press | Wind-Speed | Wind-Direction | |
---|---|---|---|---|---|---|---|
PCC | 0.252 | 0.241 | −0.137 | −0.124 | 0.092 | 0.121 | 0.10 |
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Wang, X.; Xu, L. Unsteady Multi-Element Time Series Analysis and Prediction Based on Spatial-Temporal Attention and Error Forecast Fusion. Future Internet 2020, 12, 34. https://doi.org/10.3390/fi12020034
Wang X, Xu L. Unsteady Multi-Element Time Series Analysis and Prediction Based on Spatial-Temporal Attention and Error Forecast Fusion. Future Internet. 2020; 12(2):34. https://doi.org/10.3390/fi12020034
Chicago/Turabian StyleWang, Xiaofan, and Lingyu Xu. 2020. "Unsteady Multi-Element Time Series Analysis and Prediction Based on Spatial-Temporal Attention and Error Forecast Fusion" Future Internet 12, no. 2: 34. https://doi.org/10.3390/fi12020034
APA StyleWang, X., & Xu, L. (2020). Unsteady Multi-Element Time Series Analysis and Prediction Based on Spatial-Temporal Attention and Error Forecast Fusion. Future Internet, 12(2), 34. https://doi.org/10.3390/fi12020034