2021
DOI: 10.1007/s00521-021-05958-z
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Parallel spatio-temporal attention-based TCN for multivariate time series prediction

Abstract: As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A recurrent neural network with attention to help extend the prediction windows is the current-state-of-the-art for this task. However, we argue that their vanishing gradients, short memories, and serial architecture make RNNs fundamentally unsuited to long-horizon forecastin… Show more

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Cited by 96 publications
(38 citation statements)
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References 36 publications
(43 reference statements)
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“…To evaluate the prediction performance of the proposed model MLGCN, we use the following metrics: Root Mean‐Squared Error (RMSE) 56 : RMSE is the root mean‐squared error on the test set. RMSE=i=1mt=1Tpitpit. $RMSE=\sum _{i=1}^{m}\sum _{t=1}^{T}{p}_{i}^{t}-{p}_{i}^{t}.$ Precision@ n (abbreviated as P@n): In the predicted n topic words, the correct probability of prediction.…”
Section: Experiments and Results Analysismentioning
confidence: 99%
See 1 more Smart Citation
“…To evaluate the prediction performance of the proposed model MLGCN, we use the following metrics: Root Mean‐Squared Error (RMSE) 56 : RMSE is the root mean‐squared error on the test set. RMSE=i=1mt=1Tpitpit. $RMSE=\sum _{i=1}^{m}\sum _{t=1}^{T}{p}_{i}^{t}-{p}_{i}^{t}.$ Precision@ n (abbreviated as P@n): In the predicted n topic words, the correct probability of prediction.…”
Section: Experiments and Results Analysismentioning
confidence: 99%
“…Root Mean‐Squared Error (RMSE) 56 : RMSE is the root mean‐squared error on the test set. RMSE=i=1mt=1Tpitpit. $RMSE=\sum _{i=1}^{m}\sum _{t=1}^{T}{p}_{i}^{t}-{p}_{i}^{t}.$…”
Section: Experiments and Results Analysismentioning
confidence: 99%
“…To show the superiority of our proposed model, we apply comparative studies with other state-of-the-art machine learning, deep learning, and attention models, including the support vector regression (SVR), decision tree regression (DTR), random forest regression (RFR), deep belief network (DBN), multilayer perception (MLP), single GRU, simpleRNN, LSTM, Dual-stage attention [39], PSTA-TCN [40] and Graph attention LSTM [41] models on NO.8 dataset. Table . 3 presents the RMSE, MAPE, MAE, and R 2 score of these models in our experiments, which demonstrates that our proposed model significantly outperforms the others in R 2 .…”
Section: Methodsmentioning
confidence: 99%
“…Time-series prediction methods have evolved from traditional parametric modeling prediction and time regression prediction to ML and DL. However, most traditional methods have simple models and cannot balance spatial and temporal correlation [20]. At this stage, timeseries prediction methods mainly focus on ML and DL.…”
Section: Related Workmentioning
confidence: 99%