Search Results (6)

The spread of COVID-19 is influenced by multiple factors, including control policies, virus characteristics, individual behaviors, and environmental conditions, exhibiting highly complex nonlinear dynamic features. The time series of new confirmed cases shows significant nonlinearity and non-stationarity. Traditional prediction methods that rely solely on one-dimensional case data struggle to capture the multi-dimensional features of the data and are limited in handling nonlinear and non-stationary characteristics. Their prediction accuracy and generalization capabilities remain insufficient, and most existing studies focus on single-step forecasting, with limited attention to multi-step prediction. To address these challenges, this paper proposes a multi-module fusion prediction model—TSMixer-BiKSA network—that integrates multi-feature inputs, Variational Mode Decomposition (VMD), and a dual-branch parallel architecture for 1- to 3-day-ahead multi-step forecasting of new COVID-19 cases. First, variables highly correlated with the target sequence are selected through correlation analysis to construct a feature matrix, which serves as one input branch. Simultaneously, the case sequence is decomposed using VMD to extract low-complexity, highly regular multi-scale modal components as the other input branch, enhancing the model’s ability to perceive and represent multi-source information. The two input branches are then processed in parallel by the TSMixer-BiKSA network model. Specifically, the TSMixer module employs a multilayer perceptron (MLP) structure to alternately model along the temporal and feature dimensions, capturing cross-time and cross-variable dependencies. The BiGRU module extracts bidirectional dynamic features of the sequence, improving long-term dependency modeling. The KAN module introduces hierarchical nonlinear transformations to enhance high-order feature interactions. Finally, the SA attention mechanism enables the adaptive weighted fusion of multi-source information, reinforcing inter-module synergy and enhancing the overall feature extraction and representation capability. Experimental results based on COVID-19 case data from Italy and the United States demonstrate that the proposed model significantly outperforms existing mainstream methods across various error metrics, achieving higher prediction accuracy and robustness. Full article

As a core strategy for carbon emission reduction, carbon trading plays a critical role in policy guidance and market stability. Accurate forecasting of carbon prices is essential, yet remains challenging due to the nonlinear, non-stationary, noisy, and uncertain nature of carbon price time series. To address this, this paper proposes a novel hybrid deep learning framework that integrates dual-mode decomposition and a TKMixer-BiGRU-SA model for carbon price prediction. First, external variables with high correlation to carbon prices are identified through correlation analysis and incorporated as inputs. Then, the carbon price series is decomposed using Variational Mode Decomposition (VMD) and Empirical Wavelet Transform (EWT) to extract multi-scale features embedded in the original data. The core prediction model, TKMixer-BiGRU-SA Net, comprises three integrated branches: the first processes the raw carbon price and highly relevant external time series, and the second and third process multi-scale components obtained from VMD and EWT, respectively. The proposed model embeds Kolmogorov–Arnold Networks (KANs) into the Time-Series Mixer (TSMixer) module, replacing the conventional time-mapping layer to form the TKMixer module. Each branch alternately applies the TKMixer along the temporal and feature-channel dimensions to capture dependencies across time steps and variables. Hierarchical nonlinear transformations enhance higher-order feature interactions and improve nonlinear modeling capability. Additionally, the BiGRU component captures bidirectional long-term dependencies, while the Self-Attention (SA) mechanism adaptively weights critical features for integrated prediction. This architecture is designed to uncover global fluctuation patterns in carbon prices, multi-scale component behaviors, and external factor correlations, thereby enabling autonomous learning and the prediction of complex non-stationary and nonlinear price dynamics. Empirical evaluations using data from the EU Emission Allowance (EUA) and Hubei Emission Allowance (HBEA) demonstrate the model’s high accuracy in both single-step and multi-step forecasting tasks. For example, the e_MAPE of EUA predictions for 1–4 step forecasts are 0.2081%, 0.5660%, 0.8293%, and 1.1063%, respectively—outperforming benchmark models and confirming the proposed method’s effectiveness and robustness. This study provides a novel approach to carbon price forecasting with practical implications for market regulation and decision-making. Full article

With the growing demand for global energy transition, integrated energy systems (IESs) have emerged as a key pathway for sustainable development due to their deep coupling of multi-energy flows. Accurate load forecasting is crucial for IES optimization and scheduling, yet conventional methods struggle with complex spatio-temporal correlations and long-term dependencies. This study proposes ST-ScaleFusion, a multi-scale time–frequency complementary hybrid model to enhance comprehensive energy load forecasting accuracy. The model features three core modules: a multi-scale decomposition hybrid module for fine-grained extraction of multi-time-scale features via hierarchical down-sampling and seasonal-trend decoupling; a frequency domain interpolation forecasting (FI) module using complex linear projection for amplitude-phase joint modeling to capture long-term patterns and suppress noise; and an FI sub-module extending series length via frequency domain interpolation to adapt to non-stationary loads. Experiments on 2021–2023 multi-energy load and meteorological data from the Arizona State University Tempe campus show that ST-ScaleFusion achieves 24 h forecasting MAE values of 667.67 kW for electric load, 1073.93 kW/h for cooling load, and 85.73 kW for heating load, outperforming models like TimesNet and TSMixer. Robust in long-step (96 h) forecasting, it reduces MAE by 30% compared to conventional methods, offering an efficient tool for real-time IES scheduling and risk decision-making. Full article

With the rapid development of renewable energy, wind power forecasting has become increasingly important in power system scheduling and management. However, the forecasting of wind power is subject to the complex influence of multiple variable features and their interrelationships, which poses challenges to traditional forecasting methods. As an effective feature extraction technique, representation learning can better capture complex feature relationships and improve forecasting performance. This paper proposes a two-stage forecasting framework based on lightweight representation learning and multivariate feature mixing. In the representation learning stage, the efficient spatial pyramid module is introduced to reconstruct the dilated convolution part of the original TS2Vec representation learning model to fuse multi-scale features and better improve the gridding effect caused by dilated convolution while significantly reducing the number of parameters in the representation learning model. In the feature mixing stage, TSMixer is used as the basic model to extract cross-dimensional interaction features through its multivariate linear mixing mechanism, and the SimAM lightweight attention mechanism is introduced to adaptively focus on the contribution of key time steps and optimize the allocation of forecasting weights. The experimental results conducted on actual wind farm datasets show that the model proposed in this paper significantly improves the accuracy of wind power forecasting, providing new ideas and methods for the field of wind power forecasting. Full article

The ability to predict the volume of methane outbursts in coal mines is critical for the prevention of methane outburst accidents and the assurance of coal-mine safety. This paper’s central argument is that existing prediction models are limited in several ways. These limitations include the complexity of the models and their poor ability to generalize. The paper proposes a methane outburst volume-prediction and early-warning method. This method is based on a secondary decomposition and improved TSMixer model. First, data smoothing is achieved through an STL decomposition–adaptive Savitzky–Golay filtering–reconstruction framework to reduce temporal complexity. Second, a CEEMDAN-Kmeans-VMD secondary decomposition strategy is adopted to integrate intrinsic mode functions (IMFs) using K-means clustering. Variational mode decomposition (VMD) parameters are optimized via a novel exponential triangular optimization (ETO) algorithm to extract multi-scale features. Additionally, a refined TSMixer model is proposed, integrating reversible instance normalization (RevIn) to bolster the model’s generalizability and employing ETO to fine-tune model hyperparameters. This approach enables multi-component joint modeling, thereby averting error accumulation. The experimental results demonstrate that the enhanced model attains RMSE, MAE, and R² values of 0.0151, 0.0117, and 0.9878 on the test set, respectively, thereby exhibiting a substantial improvement in performance when compared to the reference models. Furthermore, we propose an anomaly detection framework based on STL decomposition and dual lonely forests. This framework improves sensitivity to sudden feature changes and detection robustness through a weighted fusion strategy of global trends and residual anomalies. This method provides efficient and reliable dynamic early-warning technology support for coal-mine gas disaster prevention and control, demonstrating significant engineering application value. Full article

With the advancement of deep learning, its application in financial market forecasting has become a research hotspot. This paper proposes an innovative Multi-Scale TsMixer model for predicting stock index futures in the A-share market, covering SSE50, CSI300, and CSI500. By integrating Multi-Scale time-series features across the short, medium, and long term, the model effectively captures market fluctuations and trends. Moreover, since stock index futures reflect the collective movement of their constituent stocks, we introduce a novel approach: predicting individual constituent stocks and merging their forecasts using three fusion strategies (average fusion, weighted fusion, and weighted decay fusion). Experimental results demonstrate that the weighted decay fusion method significantly improves the prediction accuracy and stability, validating the effectiveness of Multi-Scale TsMixer. Full article