基于时空维度重构的时序数据预测方法

Time series data forecasting method based on spatio-temporal dimensions reconstruction

  • 摘要: 针对多维时间序列预测中变量间依赖关系建模不足以及其与时空动态结构适应性差的问题,提出了一种基于时空维度重构的Transformer网络;通过分段编码机制,将同一维度的信息编码为二维向量矩阵,并对该矩阵进行维度倒置处理;引入2阶段注意力机制,依次对跨时间与跨维度的依赖关系建模,从而有效提升时序表示能力.设计了一个用于捕捉时间序列与空间结构之间动态演变依赖特性的动态图结构模块,并在来自真实世界的5个数据集上对其进行了测试.结果表明,基于时空维度重构的Transformer(STARFormer)模型优于其他基于Transformer的多维时序预测模型.

     

    Abstract: To address insufficient modeling of inter-variable dependencies and suboptimal adaptation to spatiotemporal dynamics in multivariate time series forecasting, this paper proposes a Transformer network, STARFormer, incorporating spatiotemporal dimension reconstruction. This approach utilizes a segmented encoding mechanism that transforms single-dimensional temporal information into 2D vector matrices through dimension inversion. A dual-phase attention architecture is developed to hierarchically capture cross-temporal and cross-dimensional dependencies, effectively strengthening temporal representation learning. Further, this work introduces a dynamic graph module to model evolving dependencies between temporal patterns and spatial structures. Experimental evaluations across five real-world datasets demonstrate that STARFormer outperforms state-of-the-art Transformer-based models in multivariate forecasting tasks.

     

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