Spatial and Temporal Normalization for Multi-Variate Time Series Prediction Using Machine Learning Algorithms

Electronics(2022)

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摘要
Multi-variable time series (MTS) information is a typical type of data inference in the real world. Every instance of MTS is produced via a hybrid dynamical scheme, the dynamics of which are often unknown. The hybrid species of this dynamical service are the outcome of high-frequency and low-frequency external impacts, as well as global and local spatial impacts. These influences impact MTS’s future growth; hence, they must be incorporated into time series forecasts. Two types of normalization modules, temporal and spatial normalization, are recommended to accomplish this. Each boosts the original data’s local and high-frequency processes distinctly. In addition, all components are easily incorporated into well-known deep learning techniques, such as Wavenet and Transformer. However, existing methodologies have inherent limitations when it comes to isolating the variables produced by each sort of influence from the real data. Consequently, the study encompasses conventional neural networks, such as the multi-layer perceptron (MLP), complex deep learning methods such as LSTM, two recurrent neural networks, support vector machines (SVM), and their application for regression, XGBoost, and others. Extensive experimental work on three datasets shows that the effectiveness of canonical frameworks could be greatly improved by adding more normalization components to how the MTS is used. This would make it as effective as the best MTS designs are currently available. Recurrent models, such as LSTM and RNN, attempt to recognize the temporal variability in the data; however, as a result, their effectiveness might soon decline. Last but not least, it is claimed that training a temporal framework that utilizes recurrence-based methods such as RNN and LSTM approaches is challenging and expensive, while the MLP network structure outperformed other models in terms of time series predictive performance.
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关键词
spatial-temporal systems, neural networks, machine learning, information systems, forecasting, time series
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