0


基于回归自动机的短期时间序列预测

Short-term Time Series Forecasting with Regression Automata
课程网址: https://videolectures.net/videos/kdd2016_chenal_regression_automa...  
主讲教师: Massimo Chenal
开课单位: KDD 2016研讨会
开课时间: 2025-02-04
课程语种: 英语
中文简介:
我们提出了回归自动机(RA),这是一种用于时间序列预测的新型句法模型。在用于识别自动机的传统状态合并算法的基础上,RA除了使用符号值外还使用数值数据,并以回归方式基于这些数据进行预测。我们将我们的模型应用于小时风速和风功率预测问题。我们的结果表明,RA在预测风速和发电量方面优于其他最先进的方法。在这两种情况下,短期预测都用于资源分配和基础设施负载平衡。对于这些关键任务,检查和解释RA提供的生成模型的能力是一个额外的好处。
课程简介: We present regression automata (RA), which are novel type syntactic models for time series forecasting. Building on top of conventional state-merging algorithms for identifying automata, RA use numeric data in addition to symbolic values and make predictions based on this data in a regression fashion. We apply our model to the problem of hourly wind speed and wind power forecasting. Our results show that RA outperform other state-of-the-art approaches for predicting both wind speed and power generation. In both cases, short-term predictions are used for resource allocation and infrastructure load balancing. For those critical tasks, the ability to inspect and interpret the generative model RA provide is an additional benefit.
关 键 词: 回归自动机; 时间序列; 数值数据
课程来源: 视频讲座网
数据采集: 2025-04-06:liyq
最后编审: 2025-04-06:liyq
阅读次数: 7