论文标题
ARMA细胞：一种模块化和有效的神经回归建模方法
ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling
论文作者
论文摘要
自回旋移动平均值（ARMA）模型是经典的，可以说是模型时间序列数据的最多研究的方法之一。它具有引人入胜的理论特性，并在从业者中广泛使用。最近的深度学习方法普及了经常性的神经网络（RNN），尤其是长期记忆（LSTM）细胞，这些细胞已成为神经时间序列建模中表现最好和最常见的构件之一。虽然对具有长期效果的时间序列数据或序列有利，但复杂的RNN细胞并不总是必须的，有时甚至可能不如更简单的复发方法。在这项工作中，我们介绍了ARMA细胞，这是一种在神经网络中的时间序列建模的更简单，模块化和有效的方法。该细胞可用于任何存在复发结构的神经网络体系结构，并自然使用矢量自动重新收入来处理多元时间序列。我们还引入了Convarma细胞作为空间相关时间序列的自然继任者。我们的实验表明，所提出的方法在性能方面与流行替代方案具有竞争力
The autoregressive moving average (ARMA) model is a classical, and arguably one of the most studied approaches to model time series data. It has compelling theoretical properties and is widely used among practitioners. More recent deep learning approaches popularize recurrent neural networks (RNNs) and, in particular, Long Short-Term Memory (LSTM) cells that have become one of the best performing and most common building blocks in neural time series modeling. While advantageous for time series data or sequences with long-term effects, complex RNN cells are not always a must and can sometimes even be inferior to simpler recurrent approaches. In this work, we introduce the ARMA cell, a simpler, modular, and effective approach for time series modeling in neural networks. This cell can be used in any neural network architecture where recurrent structures are present and naturally handles multivariate time series using vector autoregression. We also introduce the ConvARMA cell as a natural successor for spatially-correlated time series. Our experiments show that the proposed methodology is competitive with popular alternatives in terms of performance while being more robust and compelling due to its simplicity
