2019
DOI: 10.3390/electronics8080876
|View full text |Cite
|
Sign up to set email alerts
|

Multivariate Temporal Convolutional Network: A Deep Neural Networks Approach for Multivariate Time Series Forecasting

Abstract: Multivariable time series prediction has been widely studied in power energy, aerology, meteorology, finance, transportation, etc. Traditional modeling methods have complex patterns and are inefficient to capture long-term multivariate dependencies of data for desired forecasting accuracy. To address such concerns, various deep learning models based on Recurrent Neural Network (RNN) and Convolutional Neural Network (CNN) methods are proposed. To improve the prediction accuracy and minimize the multivariate tim… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
81
0
1

Year Published

2020
2020
2024
2024

Publication Types

Select...
5
2
1

Relationship

0
8

Authors

Journals

citations
Cited by 205 publications
(82 citation statements)
references
References 28 publications
0
81
0
1
Order By: Relevance
“…In the experiments, two benchmark datasets including a Beijing PM2.5 dataset and an ISO-NE Dataset were used to compare the M-TCN with other methods for evaluating the proposed method. The results show that the root mean squared errors (RMSEs) of each case by the M-TCN were lower than the RMSEs of each case with other methods (i.e., long short term memory (LSTM), convolutional LSTM (ConvLSTM), Temporal Convolution Network (TCN) and Multivariate Attention LSTM-FCN (MALSTM-FCN)) [44].…”
Section: Wan Et Al From China In "Multivariate Temporal Convolutionamentioning
confidence: 90%
See 2 more Smart Citations
“…In the experiments, two benchmark datasets including a Beijing PM2.5 dataset and an ISO-NE Dataset were used to compare the M-TCN with other methods for evaluating the proposed method. The results show that the root mean squared errors (RMSEs) of each case by the M-TCN were lower than the RMSEs of each case with other methods (i.e., long short term memory (LSTM), convolutional LSTM (ConvLSTM), Temporal Convolution Network (TCN) and Multivariate Attention LSTM-FCN (MALSTM-FCN)) [44].…”
Section: Wan Et Al From China In "Multivariate Temporal Convolutionamentioning
confidence: 90%
“…) to analyze and denoise measured data in a variety of applications and services (e.g., wind speed prediction, air quality prediction, underground mine applications, neural audio caption, etc.). Several practical experiments were given in these articles, and the results indicated that the performance of the improved deep learning methods could be higher than the performance of conventional machine learning methods [43][44][45][46][47][48][49][50][51][52][53][54][55][56].…”
Section: Discussionmentioning
confidence: 99%
See 1 more Smart Citation
“…The second is a trainable fully-connected, which performs classification based on the features learned in the previous stage. We develop our CNN architecture based on a feature extractor which comprises a convolution layer, an activation layer, a pooling layer and a fully connected layer, each of which requires a feature map as input and as output [31], as described in Figure 2.…”
Section: Cnnmentioning
confidence: 99%
“…Furthermore, they present other advantages over RNNs such as lower memory requirements, parallel processing of long sequences as opposed to the sequential approach of RNNs, and a more stable training scheme. Several works have already used successfully TCNs for time series forecasting tasks: the original architecture using stacked dilated convolutions was proposed in [25] to improve the performance of LSTM networks for financial domain problems; [26] designed a deep TCN for multiple related time series with an encoder-decoder scheme, evaluating over data from the sales domain; the study in [27] proposes a multivariate time series forecasting model for meteorological data, which outperforms several popular deep learning models. However, to the best of our knowledge, the potential of TCNs has not yet been explored for univariate time series forecasting problems related to electricity demand data.In this work, we study the applicability and performance of TCNs for multi-step time series forecasting over two energy-related datasets.…”
mentioning
confidence: 99%