论文标题
视觉时间序列预测:图像驱动的方法
Visual Time Series Forecasting: An Image-driven Approach
论文作者
论文摘要
时间序列预测对于代理商做出决策至关重要。传统方法依靠统计方法来预测过去数字值。在实践中,最终用户通常依靠可视化效果,例如图表和图,以推理其预测。受从业人员的启发,我们通过创建一个新颖的框架来产生视觉预测,类似于人类凭直觉的方式来重新想象这个话题。在这项工作中,我们利用深度学习的进步将预测时间序列的预测扩展到视觉环境。我们将输入数据作为图像捕获,并训练模型以产生后续图像。这种方法导致预测分布而不是点式值。我们检查各种复杂程度的各种合成和真实数据集。我们的实验表明,视觉预测对循环数据有效,但对于诸如股票价格等不规则数据的较少情况。重要的是,当使用基于图像的评估指标时,我们发现提出的视觉预测方法胜过各种数值基准,包括Arima和我们方法的数值变化。我们证明了将基于视觉的方法纳入预测任务的好处 - 既是预测的质量,又是可用于评估它们的指标。
Time series forecasting is essential for agents to make decisions. Traditional approaches rely on statistical methods to forecast given past numeric values. In practice, end-users often rely on visualizations such as charts and plots to reason about their forecasts. Inspired by practitioners, we re-imagine the topic by creating a novel framework to produce visual forecasts, similar to the way humans intuitively do. In this work, we leverage advances in deep learning to extend the field of time series forecasting to a visual setting. We capture input data as an image and train a model to produce the subsequent image. This approach results in predicting distributions as opposed to pointwise values. We examine various synthetic and real datasets with diverse degrees of complexity. Our experiments show that visual forecasting is effective for cyclic data but somewhat less for irregular data such as stock price. Importantly, when using image-based evaluation metrics, we find the proposed visual forecasting method to outperform various numerical baselines, including ARIMA and a numerical variation of our method. We demonstrate the benefits of incorporating vision-based approaches in forecasting tasks -- both for the quality of the forecasts produced, as well as the metrics that can be used to evaluate them.