论文标题
Tilde-Q:时间序列预测的转换不变损失函数
TILDE-Q: A Transformation Invariant Loss Function for Time-Series Forecasting
论文作者
论文摘要
时间序列预测在人工智能领域的关注越来越多,因为它有可能解决各个领域的现实世界问题,包括能源,天气,交通和经济。虽然预测时间序列是一个经过深入研究的领域,但预测诸如顺序数据突然变化之类的复杂时间模式仍然对当前模型构成挑战。这个困难源于将LP规范距离作为损耗函数最小化,例如平均绝对误差(MAE)或均方根误差(MSE),这些误差(MAE)易受复杂的时间动力学建模和信号形状捕获。此外,这些功能通常会导致模型的表现异常,并通过原始时间序列产生不相关的结果。因此,开发一种超出点比较比较的形状感知损失函数至关重要。在本文中,我们研究了形状和扭曲的定义,这些定义对于预测时间序列的形状意识至关重要,并为形状吸引人的损失函数提供了设计理由。基于我们的设计基本原理,我们提出了一种新颖的紧凑型损耗函数,称为Tildeq(具有距离平衡的变换损耗函数),该功能不仅考虑了振幅和相畸变,而且还允许模型捕获时间序列序列的形状。此外,Tilde-Q支持周期性和非周期性时间动力学的同时建模。我们通过在周期性和非周期性条件下进行广泛的实验来评估Tilde-Q的功效,从天真到最新的各种模型。实验结果表明,在各种现实世界中,包括电力,交通,疾病,经济学,天气和电力变压器温度(ETT),在各种现实世界应用中,接受过Tilde-Q训练的模型超过了接受其他指标(例如MSE和扩张)训练的模型。
Time-series forecasting has gained increasing attention in the field of artificial intelligence due to its potential to address real-world problems across various domains, including energy, weather, traffic, and economy. While time-series forecasting is a well-researched field, predicting complex temporal patterns such as sudden changes in sequential data still poses a challenge with current models. This difficulty stems from minimizing Lp norm distances as loss functions, such as mean absolute error (MAE) or mean square error (MSE), which are susceptible to both intricate temporal dynamics modeling and signal shape capturing. Furthermore, these functions often cause models to behave aberrantly and generate uncorrelated results with the original time-series. Consequently, developing a shape-aware loss function that goes beyond mere point-wise comparison is essential. In this paper, we examine the definition of shape and distortions, which are crucial for shape-awareness in time-series forecasting, and provide a design rationale for the shape-aware loss function. Based on our design rationale, we propose a novel, compact loss function called TILDEQ (Transformation Invariant Loss function with Distance EQuilibrium) that considers not only amplitude and phase distortions but also allows models to capture the shape of time-series sequences. Furthermore, TILDE-Q supports the simultaneous modeling of periodic and nonperiodic temporal dynamics. We evaluate the efficacy of TILDE-Q by conducting extensive experiments under both periodic and nonperiodic conditions with various models ranging from naive to state-of-the-art. The experimental results show that the models trained with TILDE-Q surpass those trained with other metrics, such as MSE and DILATE, in various real-world applications, including electricity, traffic, illness, economics, weather, and electricity transformer temperature (ETT).