Data availability 数据可用性
我们提供文章中使用的数据的开源链接
Survey 调查 | Theme 主题 | Contribution 贡献 |
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Bianchi F M [20] 比安奇 FM [20] | Focus on RNN in short-term load forecasting 关注短期负荷预测中的循环神经网络 | A survey on short-term load forecasting. 短期负荷预测调查。 The case study about reviewed models. 关于已审查模型的案例研究。 |
Manibardo E L [21] 曼伊巴尔多 E L [21] | Focus on DL in road traffic forecasting 关注道路交通预测中的深度学习 | Critically analyzing the state of the art in what refers to the use of DL for Intelligent Transportation Systems research. 对使用深度学习(DL)进行智能交通系统(ITS)研究现状进行批判性分析。 An extensive experimentation comprising. 包含广泛的实验。 |
Lara-Benítez P [22] 拉拉-贝尼特斯 P [22] | Focus on DL in TSF 关注 TSF 中的深度学习 | A exhaustive review about DL in TSF. 关于 TSF 中深度学习的全面综述 An open-source deep learning framework for TSF and a comparative analysis. 开源的 TSF 深度学习框架及其比较分析 |
Deb C [23] | Focus on energy consumption forecasting based on ML 关注基于机器学习的能源消耗预测 | A comprehensive review and comparison of ML in energy consumption forecasting. 对能源消耗预测中机器学习的全面综述与比较。 Provides constructive future direction. 提供有建设性的未来方向。 |
K Benidis [24] Text: K Benidis [24] | The main focus is to educate, review and popularize the latest developments in NN-driven forecasting 主要关注点是教育、审查和普及 NN 驱动预测的最新进展 | The breadth and depth survey on DL for TSF. 对 DL 在 TSF 领域的广度和深度调查。 Digging deeper and find out future directions. 深入挖掘,探寻未来方向。 |
Our 我们的 | Focus on DL in long sequence time-series forecasting 关注长序列时间序列预测中的深度学习 | Deep explanations from multiple perspectives about LSTF definition. 关于 LSTF 定义的多角度深入解释。 New taxonomy and comprehensive review for LSTF. 新分类法和 LSTF 的全面综述 New performance evaluation for LSTF. LSTF 的新性能评估。 Abundant resources of TSF and particularly in LSTF, such as datasets, metrics, open source library, eg. TSF 资源丰富,尤其是在 LSTF 方面,例如数据集、指标、开源库等。 Future directions for LSTF. 未来 LSTF 的发展方向 |
Notations 符号 | Descriptions 描述 |
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Denotes a multidimensional time series matrix 表示一个多维时间序列矩阵 | |
Denotes a time series vector 表示时间序列向量 | |
Denotes a time series forecasting model 表示时间序列预测模型 | |
Denotes the predicted value of the th feature at time step 表示第①#时间步长第①#个特征的预测值 | |
Denotes the historical value of the th feature from time step to 表示从时间步 到 的第 个特征的历史值 | |
The current time step 当前时间步 | |
Indicates the interval between time series data 指示时间序列数据之间的间隔 | |
Indicates sample size 指示样本量 | |
Indicates the predicted value 指示预测值 | |
Indicates true value 指示真实值 | |
Denotes the mean of the real sample data 表示真实样本数据的平均值 | |
Denotes the maximum value of the real sample data 表示真实样本数据的最大值 | |
Denotes the minimum value of the real sample data 表示真实样本数据的极小值 | |
Denotes the mean value 表示平均值 | |
Denotes the statistic in the K-W test 表示 K-W 检验中的统计量 | |
denotes the sum of the rank of observations of the sample in this arrangement 表示本排列中第②个样本的第①个观测值的秩之和 | |
Denotes the corrected K-W test statistic 表示修正后的 K-W 检验统计量 | |
Indicates the significance level 指示显著性水平 | |
Degree of freedom 自由度 | |
Denotes the cardinal distribution 表示基数分布 | |
Denotes the upper lateral quantile of the chi-square distribution 表示卡方分布的上侧分位数 |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
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Dilated RNN [64] 扩张型循环神经网络[64] | 2017 | Dilated Connection+RNN 扩张连接+循环神经网络 | Vanilla RNN, Vanilla LSTM, VanillaGRU, Stacke RNN, Stack LSTM Stack GRU, Skip RNN 香草 RNN,香草 LSTM,香草 GRU,堆叠 RNN,堆叠 LSTM,堆叠 GRU,跳过 RNN | Dilated skip connection to addresses the problems of training long sequences in RNNs, 1. Capturing long-term and complex dependencies; 2. Vanishing and exploding gradients; 3. effective parallelization. 扩张跳跃连接解决 RNNs 训练长序列的问题,1. 捕获长期和复杂依赖;2. 梯度消失和爆炸;3. 有效并行化。 | § |
DA-RNN [65] | 2017 | Attention+LSTM 注意力+LSTM | ARIMA, NARX RNN, Encoder–Decoder, Attention RNN, Input-Attn-RNN ARIMA, NARX RNN, 编码器-解码器,注意力 RNN,输入-注意力-RNN | The two stages of Attention select the most relevant feature variables and hidden states in LSTM. 两个阶段的注意力机制选择 LSTM 中最相关的特征变量和隐藏状态。 | |
MQ-RNN [66] | 2017 | LSTM+ Encoder–Decoder+MLP LSTM+编码器-解码器+MLP | – | Multi horizon LSTM with encoder–decoder can cold-starts in real life LSTF. 多时域 LSTM 与编码器-解码器可以在现实生活中的 LSTF 中实现冷启动。 | |
Fan et al. [67] 范等[67] | 2019 | LSTM+Encoder–Decoder+Atten LSTM+编码器-解码器+注意力机制 | Gradient-Boosting, POS-RNN, MQ-RNN, TRMF 梯度提升,POS-RNN,MQ-RNN,TRMF | Attention to fuse multimodal features of LSTM. 关注融合 LSTM 的多模态特征。 | |
ES-LSTM [68] | 2020 | ES+LSTM ES+LSTM 翻译文本:ES+LSTM | – | ES and LSTM capture linear and nonlinear relationships. ES 和 LSTM 捕捉线性与非线性的关系。 | |
Jung el al. [35] Jung 等人 [35] | 2020 | LSTM | – | Achieved long-term power generation forecast for PV plants by LSTM. 通过 LSTM 实现了光伏电站的长期发电预测。 | |
MTSMFF [69] | 2020 | LSTM + Encoder–Decoder + Atten LSTM + 编码器-解码器 + 注意力机制 | SVR, RNN, CNN, LSTM, GRU, seq2seq, seq2seq-BI, seq2seq-ATT SVR、RNN、CNN、LSTM、GRU、seq2seq、seq2seq-BI、seq2seq-ATT | Attention to select the hidden state of BiLSTM. 关注选择 BiLSTM 的隐藏状态。 | |
LGnet [70] LG 网[70] | 2020 | GAN+LSTM | LR, XGBoost, MICE, GRUI, GRU-D, BRITS LR,XGBoost,MICE,GRUI,GRU-D,BRITS | GAN to counter training and compensate for missing data in LSTM. 生成对抗网络(GAN)用于对抗训练和补偿 LSTM 中缺失的数据。 | |
ATFN [71] | 2020 | NN + S2S + GRU + DFT | S2S, S2SAttn, SFM, mLSTM, ND | DFT for periodicity, GRU for trending, NN to fuse multiple features. DFT 用于周期性,GRU 用于趋势,NN 用于融合多个特征。 | |
Yoshimi et al. [72] 吉田等[72] | 2020 | LSTM+Atten LSTM+注意力机制 | LSTM, DSTP LSTM,DSTP | DFT for periodicity, GRU for trending, NN to fuse multiple features. DFT 用于周期性,GRU 用于趋势,NN 用于融合多个特征。 | |
Liu et al. [73] 刘等[73] | 2021 | BiLSTM 双向长短期记忆网络 | – | Long electricity demand forecast with the COVID19 impact. 长期电力需求预测及 COVID-19 影响。 | |
Gangopadhyay et al. [74] 冈哥帕达亚等。[74] | 2021 | LSTM+Atten LSTM+注意力机制 | SVR-RBF, Enc-Dec, LSTM-Att, DA-RNN SVR-RBF,编码-解码,LSTM-Att,DA-RNN | STAM to capture the most relevant variables at each time step. STAM 在每一步捕捉最相关的变量。 |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
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TCN [77] | 2018 | Causal CNN + Dilated CNN 因果卷积神经网络 + 扩展卷积神经网络 | LSTM, GRU, RNN LSTM,GRU,RNN | Dilated causal convolution can handle the long sequence inputs, residual connection to deepen the network. 扩张因果卷积可以处理长序列输入,残差连接以加深网络。 | |
DSANet [78] | 2019 | Self-Atten+CNN+AR 自注意力+CNN+AR | VAR, LRidge, LSVR, GP, GRU, LSTNet-S, LSTNet-A, TPA | Parallel convolution for global and local time correlation, AR for robustness. 并行卷积实现全局和局部时间相关性,AR 用于鲁棒性。 | |
PFNet [79] | 2020 | Highway-CNN+MLP 高速公路-CNN+MLP | VAR, RNN (AR+GRU), MHA, LSTNet, MLCNN, MTGNN VAR,RNN(AR+GRU),MHA,LSTNet,MLCNN,MTGNN | LTPM for long-term trend, SFPM for short-term volatility. LTPM 表示长期趋势,SFPM 表示短期波动。 | |
HyDCNN [80] | 2021 | Dilated CNN +AR 扩张型 CNN+AR | AR, VAR-MLP, GRU, TCN, LSTNet, TPA-LSTM, MTGNN | Autoregressive and dilated causal convolution capture cyclicality and trend, respectively. 自回归和扩张因果卷积分别捕捉循环性和趋势。 | |
SCINet [81] | 2022 | CNN + Encoder–Decoder CNN + 编码器-解码器 | Autoformer, Informer, Transformer, TCN, LSTNet, TPA-LSTM 自 former,Informer,Transformer,TCN,LSTNet,TPA-LSTM | A hierarchical downsample-convolve-interact framework to effectively models time series with complex temporal dynamics. 一个用于有效建模具有复杂时间动态的时间序列的分层下采样-卷积-交互框架。 | § § 翻译文本: |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
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MTGNN [82] | 2020 | GCN+TCN+ResNet GCN+TCN+ResNet 翻译文本:GCN+TCN+ResNet | AR, VAR-MLP, GP, RNN-GRU, LSTNet, TPA-LSTM, DCRNN, STGCN, Graph WaveNet, ST-MetaNet, GMAN, MRA-BGCN | The graph learning module for adaptive extraction of sparse graph adjacency matrix with TC and GC module. 图学习模块,用于自适应提取稀疏图邻接矩阵的 TC 和 GC 模块。 | |
AutoSTG [83] 自 STG [83] | 2021 | GCN+Meta Learning GCN+元学习 | HA, GBRT, GAT-Seq2Seq, DCRNN, Graph WaveNet, ST-MetaNet+, RANDOM, DARTS HA, GBRT, GAT-Seq2Seq, DCRNN, 图波网,ST-MetaNet+,随机,DARTS | Meta learning to learn adjacency matrix and convolution kernel size for dynamic graph learning. 元学习以学习动态图学习中的邻接矩阵和卷积核大小。 | |
DMST-GCN [84] | 2021 | Dynamic Graph Constructor+DGCN+TCN 动态图构建器+DGCN+TCN | HA, VAR, LR, XGBoost, DCRNN, ASTGCN, GMAN, Graph Wavenet, MTGNN HA, VAR, LR, XGBoost, DCRNN, ASTGCN, GMAN, 图波网, MTGNN | Dynamic graph constructor based on tensor decomposition. 基于张量分解的动态图构造器。 | |
REST [85] | 2021 | DCRNN+GCN | ARIMA, VAR, SVR, FC-LSTM, WaveNet, DCRNN, Graph WaveNet | EINS to infer multimodal directed weighted graphs. EINS 用于推断多模态有向加权图。 | |
TPGNN [86] | 2022 | GNN + Encoder–Decoder + Attention GNN + 编码器-解码器 + 注意力 | VARMLP, GP, RNN-GRU, LSTNet, TPA-LSTM, MTGNN, TPGNN, Informer, Graph WaveNet, DCRNN, STGCN VARMLP,GP,RNN-GRU,LSTNet,TPA-LSTM,MTGNN,TPGNN,Informer,Graph WaveNet,DCRNN,STGCN | A TPG module to represent the correlation as a time-varying matrix polynomial. 一个表示相关性的时变矩阵多项式 TPG 模块。 |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
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LogTrans [91] | 2019 | LogSparse self-atten + Transformer LogSparse 自注意力 + Transformer | ARIMA, ETS, TRMF, DeepAR, DeepState | Convolutional Self-Attention to reduced time complexity, demonstrated Transformer’s ability to handle long-term dependencies. 卷积自注意力降低时间复杂度,展示了 Transformer 处理长期依赖的能力。 | § § 翻译文本: |
Wu et al. [92] 吴等人[92] | 2020 | Transformer 变换器 | ARIMA, LSTM, Seq2Seq(GRU)+Attn ARIMA、LSTM、Seq2Seq(GRU)+Attn | Transformer for Influenza LSTF. 流感 LSTF 变换器 | |
AST [93] | 2020 | GAN + Transformer 生成对抗网络 + 变换器 | ARIMA, ETS, TRMF, DeepAR, DSSM, ConvTrans | Sparse attention with GAN to reduce error accumulation. 稀疏注意力与 GAN 减少误差累积。 | § § 翻译文本: |
SpringNet [94] 春季网络[94] | 2020 | Spring Attention + Transformer 春季注意力 + Transformer | DeepAR, LogSparse Transformer DeepAR,LogSparse Transformer | Spring Attention for repeatable long-term dependency fluctuating patterns. 春季重复长期依赖波动模式的关注。 | |
Lee et al. [95] 李等[95] | 2020 | Partial Correlation-based Attention + Series-wise Multi-resolution Convolution + Transformer 部分相关注意力 + 系列多分辨率卷积 + Transformer | – | Partial Correlation-based Attention for improving pair-wise comparisons-based attention disadvantages. 基于部分相关性的注意力机制,用于改善基于成对比较的注意力机制的缺点。 | |
Informer [17] 信源[17] | 2021 | ProbSparse Self-attention+ Self-attention Distilling + Generative Style Decoder ProbSparse 自注意力 + 自注意力蒸馏 + 生成风格解码器 | LogTrnas, Reformer, LSTMa, DeepAR, ARIMA, Prophet, LSTnet | Sparse and computationally effective transformer architecture. 稀疏且计算高效的 Transformer 架构。 | § § 翻译文本: |
Autoformer [33] 自变形器 [33] | 2021 | Sequence decomposition + Auto-Correlation + Transformer 序列分解 + 自相关 + Transformer | Informer, LogTrans, Reformer, LSTNet, LSTM, TCN 信息者,日志转换器,改革者,LSTNet,LSTM,TCN | Auto-Correlation and decomposition architecture. 自相关与分解架构。 | § |
Pyraformer [96] | 2022 | Pyramidal Attention Module + Transformer 金字塔注意力模块 + Transformer | Informer, LogTrans, Longformer, Reformer, ETC 信息者,LogTrans,Longformer,Reformer,等等 | Pyramidal Attention Module for multi-resolution representation. 金字塔注意力模块用于多分辨率表示。 | § |
FEDformer [97] | 2022 | Fourier Enhanced + Wavelet Enhanced + Transformer 傅里叶增强 + 小波增强 + 变换 | Autoformer, Informer, LogTrans, Reformer 自 former,Informer,LogTrans,Reformer | Time complexity reduction with frequency domain decomposition based on Autoformer architecture. 基于 Autoformer 架构的频域分解时间复杂度降低。 | § |
TCCT [98] | 2022 | CNN + CSPNet Attention + Transformer CNN + CSPNet 注意力 + Transformer | Informer, ARIMA, Prophet, LSTMa 信息提供者,ARIMA,Prophet,LSTMa | CSPAttention reduces computational costs. CSPAttention 降低计算成本。 | § § 翻译文本: |
Chu et al. [99] 朱等[99] | 2022 | Autoformer + Informer + Reformer + MLP 自动 former + 信息 former + 改形 former + 多层感知器 | Autoformer, Informer, Reformer, Transformer 自 former,信 former,改 former,转 former | Stacking ensemble learning based forecasting model incorporating multiple Transformer variants and meta-learner 基于堆叠集成学习的融合多种 Transformer 变体和元学习者的预测模型 | |
Li et al. [100] 李等[100] | 2022 | Transformer + Gate Mechanism 变换器 + 门机制 | Informer, Transformer, ProbTrans 信息者,变换器,ProbTrans | A generalizable memory-driven deformer plugin with progressive training. 一个可推广的记忆驱动变形插件,具有渐进式训练。 | |
Quatformer [101] | 2022 | Transformer + learning-to-rotate attention + trend normalization Transformer + 旋转注意力学习 + 趋势归一化 | Autoformer, Informer, LogTrans, Reformer, LSTM, TCN | A Quaternion architecture with learning-to-rotate attention. 四元数架构与学习旋转注意力 | § |
Muformer [18] 穆变形器[18] | 2022 | Multi-granularity attention + Transformer + Kullback–Leibler | Informer, LogTrans, Reformer, LSTMa, DeepAR, ARIMA, Prophet | Muformer architecture for multi-sensory domain feature enhancement and multi-headed attentional expression enhancement. Muformer 架构用于多感官域特征增强和多头注意力表达增强。 | |
Sepformer [102] | 2022 | Transformer + Discrete wavelet transform 变换器 + 离散小波变换 | Informer, LogTrans, Reformer, LSTMa, LSTnet 信息者,日志转换器,改革者,LSTMa,LSTnet | Sepformer architecture that combines discrete wavelet transforms to enhance feature extraction and reduce the computational complexity. Sepformer 架构,结合离散小波变换以增强特征提取并降低计算复杂度。 | § |
Triformer [19] 三形器[19] | 2022 | Transformer + Patch Attention Transformer + 补丁注意力 | Reformer, LogTrans, StemGNN, AGCRN, Informer, Autoformer | A triangular, variable-specific attention architecture implements the capture of linear complexity and different temporal dynamic patterns of sequences. 一个基于三角形、变量特定注意力的架构实现了对序列线性复杂度和不同时间动态模式的捕捉。 | § § 翻译文本: |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
---|---|---|---|---|---|
DCRNN [103] | 2017 | Diffusion Conv + RNN + Encoder–Decoder + Graph 扩散卷积 + RNN + 编码器-解码器 + 图 | HA, ARIMA, VAR, SVR, FNN, FC-LSTM HA,ARIMA,VAR,SVR,FNN,FC-LSTM | New form of convolution to optimize RNNs to capture spatial correlation using bi-directional random wandering on the graph. 新型卷积形式,通过图上的双向随机游走优化 RNN 以捕捉空间相关性。 | |
MTNet [104] | 2018 | CNN + Atten + RNN + AR CNN + 注意力机制 + RNN + 自回归模型 | AR, LRidge, LSVR, GP, VAR-MLP, RNN-GRU, DA-RNN, LSTNet | Large memory component with CNN, RNN, Attention to storage of long-term historical data. 大型内存组件,包含 CNN、RNN、注意力机制,用于存储长期历史数据。 | |
LSTNet [105] | 2018 | GRU + CNN + AR | AR, LRidge, LSVAR, TRMF, GP, VAR-MLP, RNN-GRU AR,LRidge,LSVAR,TRMF,GP,VAR-MLP,RNN-GRU | CNN for short-term local dependencies, RNN for long-term trend dependencies, AR for robustness improvement. CNN 用于短期局部依赖,RNN 用于长期趋势依赖,AR 用于鲁棒性提升。 | |
Zhao et al. [106] 赵等[106] | 2018 | Wavelet Transform + CNN + LSTM + Atten 小波变换 + 卷积神经网络 + 长短期记忆网络 + 注意力机制 | ARIMA, SVR, ANN, LSTM, CNN, Ensemble of LSTM & CNN ARIMA, SVR, ANN, LSTM, CNN, LSTM 与 CNN 的集成 | CNN and LSTM for long and short term dependence capture after frequency domain change. 卷积神经网络和长短期记忆网络在频率域变化后的长短期依赖捕捉。 | |
RESTFul [107] | 2018 | GNN + CNN + GRU + MLP | SVR, ARIMA, MLP, GRU, Deep-GRU, Dipole, DA-RNN SVR, ARIMA, MLP, GRU, 深度 GRU, 双极子,DA-RNN | Multi-resolution forecasting framework with CNN and GRU alternation. 多分辨率预测框架,采用 CNN 和 GRU 交替。 | |
DAQFF [108] | 2019 | CNN+LSTM CNN+LSTM 翻译文本:CNN+长短时记忆网络 | ARIMA, SVR-POLY, SVR-RBF, SVR-LINEAR, LSTM, GRU, CNN, RNN | CNN for local trend features, LSTM for long-term spatial–temporal dependence. CNN 用于局部趋势特征,LSTM 用于长期时空依赖。 | |
GC-LSTM [109] | 2019 | GCN+LSTM | MLR, FNN, LSTM MLR, FNN, LSTM 机器学习回归,前馈神经网络,长短期记忆网络 | GCN for spatial correlation to assist LSTM long-term correlation capture. GCN 用于空间相关性以辅助 LSTM 长期相关性捕获。 | |
MLCNN [110] | 2020 | CNN + RNN + AR | VAR, RNN-LSTM, MTCNN, AECRNN, LSTNet VAR,RNN-LSTM,MTCNN,AECRNN,LSTNet | CNN combined with LSTM for multi-resolution feature extraction, AR for improving robustness. CNN 结合 LSTM 进行多分辨率特征提取,AR 用于提高鲁棒性。 | |
Forecaster [111] 预测者[111] | 2020 | Markov + graph + Transformer 马尔可夫 + 图 + 生成器 | VAR, DCRNN, Transformer(same width/best width) VAR,DCRNN,Transformer(相同宽度/最佳宽度) | Gauss Markov random field theory to simplify transformer. 高斯马尔可夫随机场理论简化 Transformer。 | § |
STNN [112] | 2020 | Transformer + GCN | HA, ARIMA, LSVR, FNN, FC-LSTM, STGCN, DRCNN, Graph WaveNet | Spatial-transformer and temporal-transformer to capture directed spatial dependence and long-term temporal dependence. 空间变换器和时间变换器用于捕捉有向空间依赖和长期时间依赖。 | § |
DeepFEC [36] 深度 FEC [36] | 2021 | ResNet + BiLSTM ResNet + 双向长短时记忆网络 | MR, SVR, ANNs, RNN, GRU, LSTM, Bi-LSTM, DCNN, ST-ResNet, LC-RNN | Dynamic aggregation of spatial and temporal correlations. 动态的时空相关性聚合。 | |
NAST [113] | 2021 | Spatial–temporal Attention+ Transformer 空间-时间注意力+Transformer | RNN-ED, TRANSFORMER, TST-NOLOGSPARSE RNN-ED,转换器,TST-NOLOGSPARSE | New spatial–temporal attention and non-autoregressive architectures. 新的时空注意力机制和非自回归架构。 | § § 翻译文本: |
NET3 [114] | 2021 | TGCN+TRNN | DynaMMo, MLDS, DCRNN, STGCN | TGCN and TRNN collaboration improves long-term dependent capture and reduces the number of model parameters. TGCN 和 TRNN 协作提升长期依赖捕捉并减少模型参数数量。 | § |
GCLSTM + GCTrafo [115] | 2021 | GCN + LSTM + Transformer | STAR, STCNN, EDLSTM, SVR | GCLSTM and GCTrafo for long-term dependent capture and reduction of the number of participants. GCLSTM 和 GCTrafo 用于长期依赖捕获和减少参与者数量。 | § |
MS-LSTM [116] | 2022 | LSTM + Attention + Seq2Seq + CNN LSTM + 注意力 + Seq2Seq + CNN | AR, DeepAR, Transformer, LSTM, LST-Attn AR,DeepAR,Transformer,LSTM,LST-Attn | MS-LSTM structure for LSTM with multi-scale feature extraction. MS-LSTM 结构,用于具有多尺度特征提取的 LSTM。 | |
ST-KMRN [117] | 2022 | GNN + CNN + Koopman + Encoder–Decoder + Self-attention | HA, Static, GRU, Informer, Graph WaveNet, MTGNN, KoopmanAE HA, 静态,GRU,Informer,图波网,MTGNN,KoopmanAE | A multi-resolution long-time feature modeling framework ST-KMRN incorporating self-attention and Koopman theory for physical information modules. 多分辨率长时间特征建模框架 ST-KMRN,融合自注意力和 Koopman 理论用于物理信息模块。 |
Ref Ref 参考文献 | Year 年 | Technique 技术 | Baseline 基线 | Comments 注释 | Remark 备注 |
---|---|---|---|---|---|
HI [46] | 2021 | HI | Prophet, ARIMA, DeepAR, LSTMa, Reformer, LogTrans, Informer, Informer- 先知,ARIMA,DeepAR,LSTMa,Reformer,LogTrans,Informer,Informer- | Simple historical inertia HI as a baseline model for LSTF. 简单历史惯性 HI 作为 LSTF 的基线模型。 | § § 翻译文本: |
Oreshkin et al. [118] Oreshkin 等人[118] | 2021 | Meta learning 元学习 | – | Only meta-learning enables prediction, solving available historical samples too few in LSTF. 仅元学习能够进行预测,解决 LSTF 中可用历史样本过少的问题。 | |
N-HiTs [49] | 2022 | MLP + Residual Connection MLP + 残差连接 | N-BEATS, FEDformer, Autoformer, Informer, LogTrans, Reformer, DilRNN, ARIMA | A novel way of hierarchically synchronizing the rate of input sampling with the scale of output interpolation across blocks. 一种新颖的分层同步输入采样速率与块间输出插值规模的方法。 | § § 翻译文本: |
SNaive [119] | 2022 | Linear Regression 线性回归 | LSTNet, LSTMa, Reformer, LogTrans, Informer, TCN, SCINet | The SNaive is an effective non-parametric method to achieve a lower error limit than deep learning methods. SNaive 是一种有效的非参数方法,其误差限制低于深度学习方法。 | § § 翻译文本: |
FiLM [120] | 2022 | Legendre projection + Fourier analysis 勒让德投影 + 傅里叶分析 | FEDformer, Autoformer, S4, Informer, LogTrans, Reformer | A Frequency-Improved Legendre Memory Model (FiLM) Architecture 频率改进的勒让德记忆模型(FiLM)架构 | § § 翻译文本: |
Category 类别 | Performance measure 性能指标 | Remark 备注 | Ref Ref 参考文献 |
---|---|---|---|
Scale-dependent 规模依赖性 | Mean Absolute Error (MAE) 平均绝对误差(MAE) | Highlight the outliers even more 突出异常值 | [11], [33], [36], [46], [71], [78], [82], [83], [84], [85], [104], [107], [109], [125], [126], [127], [128], [129], [130], [131], [132] |
Mean Square Error (MSE) SE(均方误差) | Expected value reflecting the square between predicted and truth values 预测值与真实值之间平方的期望值 | [15], [33], [35], [46], [72], [106], [133] | |
Largest Absolute Error (LAE) 最大绝对误差(LAE) | Reflects only the largest error in the results and is susceptible to outliers and does not reflect the overall fit of the results 仅反映结果中的最大误差,易受异常值影响,并不能反映结果的总体拟合度 | [134], [135], [136], [137] [134]、[135]、[136]、[137] | |
Root Mean Square Error (RMSE) 均方根误差(RMSE) | For cases where the error is not very obvious 对于错误不是很明显的案例 | [11], [27], [35], [36], [70], [71], [73], [82], [83], [84], [85], [92], [104], [107], [109], [111], [125], [126], [127], [128], [129], [130], [131], [132], [138], [139], [140], [141] | |
Mean Squared Logarithmic Error (MSLE) 均方对数误差(MSLE) | Only care about the relative between the true and predicted values, reflecting the percentage difference between them 仅关注真实值与预测值之间的相对关系,反映它们之间的百分比差异 | [73] [73] 译文: | |
Mean Absolute Log-scaled Error (MALE) 平均绝对对数尺度误差(MALE) | – | [142] [142] 翻译文本: | |
Root Mean Squared Log Error (RMSLE) 均方根对数误差(RMSLE) | Significantly more penalties are imposed for under-predicted than over-predicted 显著对低估的处罚比高估的处罚更多 | [85], [128], [142] [85]、[128]、[142] | |
Scale-independent 无尺度依赖性 | Mean Absolute Percentage Error (MAPE) 平均绝对百分比误差(MAPE) | Using absolute values to avoid positive and negative errors canceling each other out 使用绝对值以避免正负误差相互抵消 | [27], [35], [36], [70], [71], [82], [84], [85], [111], [127], [128], [131], [133], [140], [141] [27]、[35]、[36]、[70]、[71]、[82]、[84]、[85]、[111]、[127]、[128]、[131]、[133]、[140]、[141] |
IA | A non-dimensional, bounded measure of the degree of model prediction error 无量纲、有界模型预测误差程度的度量 | [109] [109] [109] | |
Root Relative Squared Error (RRSE) SE 值 | Reflects the mean offset between the target and the true regression line and is used to estimate the standard deviation of the residuals 反映目标回归线与真实回归线之间的平均偏移量,用于估计残差的方差 | [78], [79], [80], [82], [104], [105], [143], [144] [78],[79],[80],[82],[104],[105],[143],[144] | |
R-Squared () R²( ) | Intuitively reflect the fit of the true and predicted values as a percentage 直观反映真实值和预测值匹配的百分比 | [35], [126] | |
Symmetric Mean Absolute Percentage Error (sMAPE) 对称平均绝对百分比误差(sMAPE) | Corrects for the asymmetric distribution characteristic of MAPE, but is unstable when both the true and predicted values are very close to zero 纠正 MAPE 的非对称分布特性,但当真实值和预测值都接近零时,稳定性较差 | [85], [121], [138], [145], [146] [85]、[121]、[138]、[145]、[146] | |
Normalized Root Mean-square Error (NRMSE) 标准化均方根误差(NRMSE) | Normalize the value of RMSE to the (0,1) interval 将 RMSE 值标准化到(0,1)区间 | [28], [35], [115] [28],[35],[115] | |
Root Mean Square Percentage Error (RMSPE) 均方根百分比误差(RMSPE) | Reflects the error rate and avoids the effect of the difference in magnitude between the true values on the error, when the predicted value is more than twice the true value, the RMSPE value may be so large that the evaluation is lost 反映误差率并避免真实值之间差异幅度对误差的影响,当预测值超过真实值的两倍时,均方根误差(RMSPE)值可能非常大,以至于评估失去意义 | [107], [147] | |
Relative Absolute Error (RAE) 相对绝对误差(RAE) | expressed as a ratio, comparing a mean error (residual) to errors produced by a trivial or naive model 表示为比率,比较平均误差(残差)与一个简单或天真模型产生的误差 | [79], [80] [79],[80] | |
Normalized Mean Absolute Error (NMAE) 标准化平均绝对误差(NMAE) | Normalize the MAE 标准化 MAE | [115] [115] [115] | |
Scaled-error 缩放误差 | Bean Absolute Scaled Error (MASE) 豆绝对缩放误差(MASE) | By comparing the prediction results with the output of a naive prediction method, it is susceptible to outliers and does not visualize the error in the prediction results 通过将预测结果与朴素预测方法的输出进行比较,它容易受到异常值的影响,并且无法可视化预测结果中的误差 | [145], [146] [145],[146] |
Median Absolute Scaled Error (MdASE) 中位数绝对缩放误差(MdASE) | More robust compared to MASE, but cannot visualize the error of prediction results 与 MASE 相比更稳健,但不能可视化预测结果的误差 | [148] [148] 翻译文本: |
Dataset 数据集 | Time Horizon and Data Granularity 时间范围和数据粒度 | Features 特性 |
---|---|---|
ETTh1 | 2016.07–2018.07 1 h 2016.07–2018.07 1 小时 | 7 features 7 特征 |
Stock 股票 | 2000.01.01–2022.02.28 1 d 2000.01.01–2022.02.28 1 天 | 12 features 12 个特征 |
PEMS03 | 2018.01.09–2018.11.30 5 min 2018.01.09–2018.11.30 5 分钟 | 358 features 358 个特征 |
WTH WTH 无法翻译,因为"WTH"是一个网络用语,通常表示"What the hell"或"What the hell is that?",在学术文本中并不常见,也没有一个固定的学术翻译。在学术翻译中,这样的缩写通常保留原文 | 2010.01.01–2013.12.31 1 h 2010.01.01–2013.12.31 1 小时 | 12 features 12 个特征 |
COVID19 COVID-19 | 2020.1.22-now 1d 2020.1.22-至今 1 天 | 4 features 4 特征 |
Model 模型 | Year 年 | Published Journals/Conferences 已发表期刊/会议 |
---|---|---|
Pyraformer 皮拉福梅尔 | 2022 | ICLR |
FEDformer | 2022 | ICML 国际机器学习会议 |
Autoformer 自 former | 2021 | NeurIPS 神经信息处理系统大会 |
Informer 情报员 | 2021 | AAAI |
Reformer 重构器 | 2020 | ICLR |
Transformer 变换器 | 2017 | NeurIPS 神经信息处理系统大会 |
MTGNN MTGNN 翻译文本:MTGNN | 2020 | SIGKDD |
Graph WaveNet 图波网 | 2019 | IJCAI 国际人工智能联合会议 |
LSTNet | 2018 | SIGIR |
Model 模型 | Metric 度量衡 | ETTh1 | ||||
---|---|---|---|---|---|---|
Empty Cell | Empty Cell | Horizons 视野 | ||||
Empty Cell | Empty Cell | 12 | 48 | 192 | 384 | 768 |
Informer 情报员 | MAE MAE 翻译文本:MAE | 0.474 | 0.631 | 0.809 | 0.884 | 0.878 |
RMSE 均方根误差 | 0.676 | 0.829 | 1.010 | 1.090 | 1.084 | |
MAPE MAPE 翻译文本:MAPE | 10.501 | 13.583 | 12.135 | 13.221 | 14.752 | |
Autoformer 自 former | MAE MAE 翻译文本:MAE | 0.422 | 0.444 | 0.479 | 0.489 | 0.519 |
RMSE 均方根误差 | 0.616 | 0.654 | 0.706 | 0.711 | 0.726 | |
MAPE MAPE 翻译文本:MAPE | 11.158 | 11.272 | 11.998 | 12.425 | 14.027 | |
Reformer 重构器 | MAE MAE 翻译文本:MAE | 0.532 | 0.613 | 0.716 | 0.742 | 0.825 |
RMSE 均方根误差 | 0.733 | 0.839 | 0.956 | 0.983 | 1.084 | |
MAPE MAPE 翻译文本:MAPE | 12.300 | 12.081 | 8.601 | 13.077 | 23.151 | |
Pyraformer 皮拉福梅尔 | MAE MAE 翻译文本:MAE | 0.444 | 0.547 | 0.676 | 0.747 | 0.780 |
RMSE 均方根误差 | 0.630 | 0.743 | 0.881 | 0.950 | 0.978 | |
MAPE MAPE 翻译文本:MAPE | 10.188 | 9.166 | 10.972 | 13.801 | 23.171 | |
FEDformer | MAE MAE 翻译文本:MAE | 0.368 | 0.390 | 0.444 | 0.466 | 0.506 |
RMSE 均方根误差 | 0.541 | 0.581 | 0.649 | 0.675 | 0.708 | |
MAPE MAPE 翻译文本:MAPE | 9.709 | 9.694 | 11.738 | 12.512 | 13.878 | |
Transformer 变换器 | MAE MAE 翻译文本:MAE | 0.485 | 0.668 | 0.779 | 0.845 | 0.817 |
RMSE 均方根误差 | 0.68 | 0.863 | 0.979 | 1.051 | 1.019 | |
MAPE MAPE 翻译文本:MAPE | 10.908 | 10.629 | 9.767 | 13.96 | 20.209 | |
MTGNN MTGNN 翻译文本:MTGNN | MAE MAE 翻译文本:MAE | 0.35 | 0.413 | 0.515 | 0.661 | 0.694 |
RMSE 均方根误差 | 0.531 | 0.609 | 0.722 | 0.863 | 0.895 | |
MAPE MAPE 翻译文本:MAPE | 8.18 | 8.508 | 8.776 | 11.825 | 14.032 | |
LSTNet | MAE MAE 翻译文本:MAE | 0.609 | 0.631 | 0.71 | 0.781 | 0.829 |
RMSE 均方根误差 | 0.827 | 0.852 | 0.931 | 0.998 | 1.031 | |
MAPE MAPE 翻译文本:MAPE | 10.237 | 10.23 | 11.006 | 14.646 | 20.746 | |
Graph WaveNet 图波网 | MAE MAE 翻译文本:MAE | 0.401 | 0.432 | 0.499 | 0.533 | 0.581 |
RMSE 均方根误差 | 0.61 | 0.653 | 0.728 | 0.759 | 0.793 | |
MAPE MAPE 翻译文本:MAPE | 8.775 | 8.29 | 8.556 | 11.146 | 14.119 |
Model 模型 | Metric 度量衡 | Stock 股票 | COVID19 COVID-19 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Empty Cell | Empty Cell | Horizons 视野 | Horizons 视野 | ||||||||
Empty Cell | Empty Cell | 12 | 48 | 96 | 288 | 480 | 12 | 24 | 48 | 60 | 72 |
Informer 情报员 | MAE MAE 翻译文本:MAE | 9.695 | 10.193 | 10.268 | 9.839 | 9.897 | 1.556 | 1.591 | 1.548 | 1.534 | 1.573 |
RMSE 均方根误差 | 12.653 | 13.171 | 13.260 | 12.738 | 12.582 | 1.805 | 1.891 | 1.789 | 1.746 | 1.803 | |
MAPE MAPE 翻译文本:MAPE | 0.824 | 0.823 | 0.859 | 0.856 | 0.928 | 0.957 | 0.974 | 1.024 | 1.047 | 1.046 | |
Autoformer 自 former | MAE MAE 翻译文本:MAE | 1.041 | 1.335 | 1.636 | 2.893 | 3.664 | 0.176 | 0.212 | 0.269 | 0.170 | 0.205 |
RMSE 均方根误差 | 1.567 | 2.006 | 2.510 | 4.375 | 5.517 | 0.274 | 0.355 | 0.418 | 0.241 | 0.316 | |
MAPE MAPE 翻译文本:MAPE | 0.249 | 0.285 | 0.315 | 0.419 | 0.450 | 0.161 | 0.185 | 0.221 | 0.161 | 0.198 | |
Reformer 重构器 | MAE MAE 翻译文本:MAE | 9.319 | 9.704 | 9.744 | 9.917 | 9.745 | 1.579 | 1.693 | 1.608 | 1.533 | 1.574 |
RMSE 均方根误差 | 12.209 | 12.606 | 12.654 | 12.721 | 12.437 | 1.855 | 2.001 | 1.878 | 1.769 | 1.824 | |
MAPE MAPE 翻译文本:MAPE | 0.753 | 0.853 | 0.924 | 0.929 | 0.958 | 0.939 | 0.972 | 0.933 | 0.948 | 0.942 | |
Pyraformer 皮拉福梅尔 | MAE MAE 翻译文本:MAE | 9.662 | 10.015 | 10.033 | 10.183 | 10.194 | 1.747 | 1.781 | 1.756 | 1.702 | 1.713 |
RMSE 均方根误差 | 12.581 | 13.004 | 13.074 | 13.073 | 12.938 | 2.054 | 2.080 | 2.032 | 1.981 | 1.984 | |
MAPE MAPE 翻译文本:MAPE | 0.866 | 0.922 | 0.929 | 0.944 | 0.980 | 1.155 | 1.214 | 1.201 | 1.133 | 1.181 | |
FEDformer | MAE MAE 翻译文本:MAE | 1.082 | 1.350 | 1.649 | 2.899 | 3.683 | 0.161 | 0.195 | 0.256 | 0.174 | 0.218 |
RMSE 均方根误差 | 1.593 | 2.019 | 2.523 | 4.381 | 5.531 | 0.269 | 0.339 | 0.406 | 0.243 | 0.325 | |
MAPE MAPE 翻译文本:MAPE | 0.291 | 0.303 | 0.327 | 0.424 | 0.461 | 0.129 | 0.160 | 0.206 | 0.164 | 0.197 | |
Transformer 变换器 | MAE MAE 翻译文本:MAE | 9.394 | 9.611 | 9.564 | 9.350 | 9.563 | 1.586 | 1.689 | 1.634 | 1.609 | 1.657 |
RMSE 均方根误差 | 12.28 | 12.501 | 12.501 | 12.292 | 12.13 | 1.806 | 1.944 | 1.909 | 1.845 | 1.909 | |
MAPE MAPE 翻译文本:MAPE | 0.765 | 0.766 | 0.780 | 0.788 | 0.866 | 1.085 | 1.143 | 0.977 | 1.245 | 1.208 | |
MTGNN MTGNN 翻译文本:MTGNN | MAE MAE 翻译文本:MAE | 8.664 | 8.953 | 9.359 | 9.483 | 9.704 | 0.994 | 1.167 | 1.488 | 1.501 | 1.586 |
RMSE 均方根误差 | 11.391 | 11.758 | 12.175 | 12.272 | 12.398 | 1.340 | 1.559 | 1.924 | 1.886 | 1.989 | |
MAPE MAPE 翻译文本:MAPE | 0.713 | 0.751 | 0.807 | 0.822 | 0.889 | 0.431 | 0.548 | 0.713 | 0.759 | 0.802 | |
LSTNet | MAE MAE 翻译文本:MAE | 7.734 | 7.917 | 8.001 | 8.404 | 8.393 | 2.098 | 2.122 | 1.971 | 1.939 | 2.081 |
RMSE 均方根误差 | 10.552 | 10.728 | 10.837 | 11.162 | 11.193 | 2.658 | 2.636 | 2.397 | 2.389 | 2.551 | |
MAPE MAPE 翻译文本:MAPE | 1.034 | 1.11 | 1.211 | 1.167 | 1.117 | 1.322 | 1.528 | 1.334 | 1.268 | 1.399 | |
Graph WaveNet 图波网 | MAE MAE 翻译文本:MAE | 10.011 | 10.377 | 10.464 | 10.605 | 10.646 | 0.641 | 0.778 | 0.873 | 0.879 | 1.002 |
RMSE 均方根误差 | 13.424 | 13.650 | 13.602 | 13.547 | 13.385 | 1.008 | 1.195 | 1.255 | 1.203 | 1.365 | |
MAPE MAPE 翻译文本:MAPE | 0.739 | 0.795 | 0.849 | 0.904 | 0.939 | 0.216 | 0.267 | 0.321 | 0.351 | 0.406 |
Model 模型 | Metric 度量衡 | PEMS03 | WTH WTH 无法翻译,因为"WTH"是一个网络用语,通常表示"What the hell"或"What the hell is that?",在学术文本中并不常见,也没有一个固定的学术翻译。在学术翻译中,这样的缩写通常保留原文 | ||||||||
---|---|---|---|---|---|---|---|---|---|---|---|
Empty Cell | Empty Cell | Horizons 视野 | Horizons 视野 | ||||||||
Empty Cell | Empty Cell | 12 | 48 | 192 | 384 | 768 | 12 | 48 | 192 | 384 | 768 |
Informer 情报员 | MAE MAE 翻译文本:MAE | 0.211 | 0.246 | 0.269 | 0.261 | 0.283 | 0.317 | 0.427 | 0.551 | 0.592 | 0.584 |
RMSE 均方根误差 | 0.327 | 0.373 | 0.405 | 0.400 | 0.449 | 0.517 | 0.622 | 0.763 | 0.799 | 0.787 | |
MAPE MAPE 翻译文本:MAPE | 2.903 | 3.452 | 4.048 | 3.914 | 4.355 | 1.086 | 1.491 | 1.914 | 2.108 | 2.002 | |
Autoformer 自 former | MAE MAE 翻译文本:MAE | 0.282 | 0.409 | 0.615 | 0.676 | 0.673 | 0.392 | 0.494 | 0.566 | 0.581 | 0.582 |
RMSE 均方根误差 | 0.389 | 0.549 | 0.796 | 0.885 | 0.869 | 0.583 | 0.699 | 0.774 | 0.791 | 0.797 | |
MAPE MAPE 翻译文本:MAPE | 3.119 | 3.906 | 5.488 | 6.867 | 6.309 | 1.368 | 1.715 | 1.968 | 2.085 | 2.122 | |
Reformer 重构器 | MAE MAE 翻译文本:MAE | 0.208 | 0.261 | 0.269 | 0.271 | 0.275 | 0.303 | 0.411 | 0.493 | 0.507 | 0.505 |
RMSE 均方根误差 | 0.324 | 0.405 | 0.431 | 0.437 | 0.447 | 0.503 | 0.611 | 0.695 | 0.709 | 0.705 | |
MAPE MAPE 翻译文本:MAPE | 2.754 | 4.047 | 4.188 | 4.212 | 4.333 | 1.03 | 1.382 | 1.644 | 1.717 | 1.728 | |
Pyraformer 皮拉福梅尔 | MAE MAE 翻译文本:MAE | 0.212 | 0.243 | 0.273 | 0.274 | 0.291 | 0.304 | 0.406 | 0.511 | 0.529 | 0.530 |
RMSE 均方根误差 | 0.329 | 0.371 | 0.408 | 0.412 | 0.443 | 0.501 | 0.602 | 0.712 | 0.731 | 0.727 | |
MAPE MAPE 翻译文本:MAPE | 2.872 | 3.495 | 4.081 | 4.096 | 4.628 | 1.023 | 1.389 | 1.776 | 1.946 | 1.931 | |
FEDformer | MAE MAE 翻译文本:MAE | 0.229 | 0.269 | 0.332 | 0.35 | 0.364 | 0.345 | 0.434 | 0.539 | 0.563 | 0.572 |
RMSE 均方根误差 | 0.328 | 0.384 | 0.462 | 0.496 | 0.517 | 0.533 | 0.632 | 0.752 | 0.779 | 0.786 | |
MAPE MAPE 翻译文本:MAPE | 0.893 | 3.376 | 4.401 | 4.487 | 4.809 | 1.184 | 1.519 | 1.868 | 1.979 | 2.019 | |
Transformer 变换器 | MAE MAE 翻译文本:MAE | 0.199 | 0.241 | 0.258 | 0.253 | 0.265 | 0.321 | 0.435 | 0.567 | 0.553 | 0.547 |
RMSE 均方根误差 | 0.313 | 0.369 | 0.391 | 0.387 | 0.421 | 0.514 | 0.637 | 0.741 | 0.762 | 0.749 | |
MAPE MAPE 翻译文本:MAPE | 2.684 | 3.403 | 3.949 | 3.804 | 3.936 | 1.087 | 1.557 | 1.883 | 2.097 | 1.991 | |
MTGNN MTGNN 翻译文本:MTGNN | MAE MAE 翻译文本:MAE | 0.163 | 0.218 | 0.285 | 0.316 | 0.356 | 0.304 | 0.404 | 0.505 | 0.526 | 0.562 |
RMSE 均方根误差 | 0.249 | 0.333 | 0.418 | 0.459 | 0.513 | 0.508 | 0.606 | 0.703 | 0.723 | 0.756 | |
MAPE MAPE 翻译文本:MAPE | 2.309 | 3.026 | 4.536 | 4.681 | 5.260 | 1.001 | 1.384 | 1.776 | 1.932 | 2.121 | |
LSTNet | MAE MAE 翻译文本:MAE | 0.259 | 0.302 | 0.360 | 0.362 | 0.380 | 0.361 | 0.439 | 0.522 | 0.544 | 0.569 |
RMSE 均方根误差 | 0.383 | 0.431 | 0.499 | 0.507 | 0.533 | 0.547 | 0.630 | 0.717 | 0.738 | 0.763 | |
MAPE MAPE 翻译文本:MAPE | 3.787 | 4.479 | 5.258 | 5.189 | 5.479 | 1.211 | 1.489 | 1.786 | 1.937 | 1.997 | |
Graph WaveNet 图波网 | MAE MAE 翻译文本:MAE | 0.198 | 0.334 | 0.449 | 0.426 | 0.448 | 0.336 | 0.456 | 0.546 | 0.571 | 0.608 |
RMSE 均方根误差 | 0.295 | 0.486 | 0.619 | 0.597 | 0.62 | 0.545 | 0.661 | 0.749 | 0.769 | 0.804 | |
MAPE MAPE 翻译文本:MAPE | 2.679 | 4.256 | 5.862 | 5.472 | 5.816 | 1.074 | 1.483 | 1.782 | 1.976 | 1.966 |
Model comparison 模型比较 | ETTh1 | Stock 股票 | ||
---|---|---|---|---|
Empty Cell | Statistic 统计 | P-value P 值 | Statistic 统计 | P-value P 值 |
Autoformer-Informer 自转型-信息者 | 445.97 | 0.013 | 493.54 | 0.002 |
Autoformer-FEDformer 自转型-FED 转型器 | 99.85 | 0.083 | 5.24 | 0.611 |
Autoformer-Pyraformer 自转型-Pyraformer | 446.48 | 0.003 | 295.78 | 0.023 |
Autoformer-Transformer 自转型-Transformer | 341.68 | 0.023 | 516.95 | 0.001 |
Autoformer-Reformer 自转型-改形器 | 361.18 | 0.044 | 494.34 | 0.009 |
Autoformer-LSTnet 自转型-LSTnet | 402.81 | 0.034 | 311.62 | 0.012 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
---|---|---|---|---|
Gold prices 金价 | [125] [125] [125] | 2014.1–2018-4 2014.1-2018.4 | Day 日 | The dataset contains daily gold prices (U.S. dollars) from January 2014 to April 2018 from http://finance.yahoo.com and includes minimum, mean, maximum, median, standard deviation (SD), skewness and kurtosis used to describe the nature of the distribution. 数据集包含从 2014 年 1 月到 2018 年 4 月的每日金价(美元),来源于 http://finance.yahoo.com,并包括用于描述分布特性的最小值、平均值、最大值、中位数、标准差(SD)、偏度和峰度。 |
GEFCom2014 Electricity Price GEFCom2014 电价 | [150] [150] 翻译文本: | – | Hour 小时 | The dataset was published in the GEFCom 2014 Forecasting Competition, which consists of four questions: electricity load forecasting, electricity price forecasting, and two additional questions related to wind and solar power generation. In the electricity price forecasting, the dataset has 21552 time points with hourly data granularity. Data source: https://www.dropbox.com/s/pqenrr2mcvl0hk9/GEFCom2014.zip?dl=0. 数据集发布于 GEFCom 2014 预测竞赛,该竞赛包含四个问题:电力负荷预测、电力价格预测以及与风能和太阳能发电相关的两个附加问题。在电力价格预测中,数据集包含 21552 个时间点,数据粒度为每小时。数据来源:https://www.dropbox.com/s/pqenrr2mcvl0hk9/GEFCom2014.zip?dl=0。 |
Exchange-Rate 汇率 | [33], [82], [104], [143] [33]、[82]、[104]、[143] | 1990–2016 1990-2016 | Day 日 | The dataset collects daily exchange rates from 1990 to 2016 for eight countries, including Australia, the United Kingdom, Canada, Switzerland, China, Japan, New Zealand and Singapore. Data source: https://github.com/laiguokun/multivariate-time-series-data. 数据集收集了 1990 年至 2016 年八个国家的每日汇率,包括澳大利亚、英国、加拿大、瑞士、中国、日本、新西兰和新加坡。数据来源:https://github.com/laiguokun/multivariate-time-series-data。 |
S&P 500 标普 500 | [126] [126] [126] | 2001.1–2017.5 2001.1–2017.5 译文:2001.1–2017.5 | Day 日 | This dataset records the daily S&P 500 index from 2001.01–2017.05, with a total of 4506 data. Data source: http://finance.yahoo.com. 此数据集记录了 2001.01-2017.05 的每日 S&P 500 指数,共计 4506 个数据。数据来源:http://finance.yahoo.com。 |
Shanghai Composite 上证综指 | [126] [126] [126] | 2005.1–2017.6 2005.1–2017.6 译文:2005.1-2017.6 | Day 日 | This dataset records the daily SSE indices from 2005.01-2017.06, with 2550 data. Data source:. 此数据集记录了 2005.01-2017.06 的每日上证指数,共 2550 个数据。数据来源:。 |
S&P500 Stocks S&P500 股票 | [71] [71] [71] | 2013.2.8–2018.2.7 | Day 日 | The dataset consists of 505 common stocks issued by 500 large-cap companies and traded on the American Stock Exchange, recording historical daily stock prices from 2013.2.8–2018.2.7 for all companies currently included in the S&P 500 index. Data source: https://www.kaggle.com/camnugent/sandp500. 数据集包括由 500 家大型公司发行的 505 只普通股票,这些股票在美国证券交易所交易,记录了自 2013 年 2 月 8 日至 2018 年 2 月 7 日所有目前包含在标准普尔 500 指数中的公司的历史每日股票价格。数据来源:https://www.kaggle.com/camnugent/sandp500。 |
CRSP’s Stocks CRSP 的股票 | [151] [151] [151] | – | Day 日 | The dataset is from CRSP and includes data on individual stock returns and prices, S& P 500 index returns, industry categories, number of shares outstanding, ticker symbols, exchange codes and trading volume. Data source: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html. 数据集来自 CRSP,包括个股回报和价格、S&P 500 指数回报、行业分类、流通股数、股票代码、交易所代码和交易量。数据来源:http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html。 |
Gas Station Revenue 加油站收入 | [78] | 2015.12.1–2018.12.1 2015.12.1-2018.12.1 | Day 日 | This dataset records the daily revenue of five gas stations, which are geographically close to each other and have interrelated effects, for the period from December 1, 2015 to December 1, 2018. Data source: https://github.com/bighuang624/DSANet/tree/master/data. 此数据集记录了五个地理位置相近、相互影响的加油站从 2015 年 12 月 1 日至 2018 年 12 月 1 日的每日收入。数据来源:https://github.com/bighuang624/DSANet/tree/master/data。 |
Finance Japan 金融日本 | [72] [72] [72] | 2003.1–2016.12 2003.1–2016.12 译文:2003.1-2016.12 | 4 months 4 个月 | The dataset was collected by the Ministry of Finance of Japan and records general partnerships, limited partnerships, limited liability companies and joint stock companies from the first quarter of 2003 to the fourth quarter of 2016. The time granularity is available on an annual and quarterly basis. The total number of companies surveyed for the quarter is 57,775 and the total number of companies surveyed for the year is 60,516. Data source: https://www.mof.go.jp/english/pri/reference/ssc/outline.htm. 数据集由日本财务省收集,记录了从 2003 年第一季度至 2016 年第四季度的一般合伙企业、有限合伙企业、有限责任公司和股份有限公司。时间粒度按年度和季度提供。每季度调查的公司总数为 57,775 家,每年调查的公司总数为 60,516 家。数据来源:https://www.mof.go.jp/english/pri/reference/ssc/outline.htm。 |
Stock Opening Prices 股票开盘价 | [106] [106] 翻译文本: | 2007–2016 2007-2016 | Day 日 | The dataset collects daily opening prices for 50 stocks in 10 sectors in Financial Yahoo from 2007–2016. Each sector involves 5 top companies and each stock contains 2518 data. Data source: https://github.com/z331565360/State-Frequency-Memory-stock-prediction. 数据集收集了 2007-2016 年金融雅虎中 10 个行业 50 只股票的每日开盘价。每个行业涉及 5 家顶级公司,每只股票包含 2518 个数据。数据来源:https://github.com/z331565360/State-Frequency-Memory-stock-prediction。 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
---|---|---|---|---|
Power Consumption 功耗 | [106] [106] 翻译文本: | 2006.12–2010.11 2006.12-2010.11 | Minute 分钟 | This dataset records the electricity consumption of a household over a period of nearly 4 years, including voltage, electricity consumption and other characteristics, at a data granularity of min. Data source: https://archive.ics.uci.edu/ml/datasets/Individual+household+electric+power+consumption. 此数据集记录了一个家庭在近 4 年内的电力消耗情况,包括电压、电力消耗和其他特征,数据粒度为分钟。数据来源:https://archive.ics.uci.edu/ml/datasets/Individual+household+electric+power+consumption。 |
Solar-Energy 太阳能 | [82], [91], [93], [104], [143] [82]、[91]、[93]、[104]、[143] | 2006 | 5 min 5 分钟 | This dataset records the highest solar power production from 137 photovoltaic plants in Alabama in 2006, with a data granularity of 5-minute sampling. Data source: https://www.nrel.gov/grid/solar-power-data.html. 此数据集记录了 2006 年阿拉巴马州 137 个光伏电站的最高太阳能发电量,数据粒度为 5 分钟采样。数据来源:https://www.nrel.gov/grid/solar-power-data.html。 |
Electricity 电力 | [33], [82], [93], [104], [143] | 2011–2014 2011-2014 | 15 min 15 分钟 | This dataset records the electricity consumption of 321 customers from 2011 to 2014, with electricity consumption measured in kWh and data granularity of 15 min. Data source: https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014. 此数据集记录了 2011 年至 2014 年间 321 名客户的电力消耗情况,电力消耗以千瓦时(kWh)为单位,数据粒度为 15 分钟。数据来源:https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014。 |
Wind 风 | [91], [93] [91],[93] | 1986–2015 1986-2015 | Hour 小时 | This dataset records hourly estimates of energy potential as a percentage of the maximum output of power plants for a European region for the period 1986–2015. Data source: https://www.kaggle.com/sohier/30-years-of-european-wind-generation. 此数据集记录了 1986-2015 年期间欧洲地区每小时能源潜力的估算值,占发电厂最大输出功率的百分比。数据来源:https://www.kaggle.com/sohier/30-years-of-european-wind-generation。 |
ETT ETT 翻译文本:ETT | [17], [33] | 2016.7–2018.7 2016.7-2018.7 | 15 min 15 分钟 | This dataset records the load and oil temperature of power transformers recorded every 15 min from July 2016 to July 2018. Has ETTh1, ETTh2 at hourly granularity and ETTm1 at 15 min granularity. Data source: https://github.com/zhouhaoyi/ETDataset. 此数据集记录了从 2016 年 7 月到 2018 年 7 月每 15 分钟记录的电力变压器的负载和油温。具有 ETTh1、ETTh2 的时分辨率和 ETTm1 的 15 分钟分辨率。数据来源:https://github.com/zhouhaoyi/ETDataset。 |
Sanyo 三洋 | [94] [94] 译文: | 2011.1.1–2017.12.31 | Day 日 | This dataset records solar power generation data for two photovoltaic power plants in Alice Springs, Northern Territory, Australia, including solar data from January 1, 2011 to December 31, 2017. Data source: http://dkasolarcentre.com.au/source/alice-springs/dka-m4-b-phase. 此数据集记录了澳大利亚北部领地爱丽丝泉两个光伏发电站从 2011 年 1 月 1 日至 2017 年 12 月 31 日的太阳能发电数据。数据来源:http://dkasolarcentre.com.au/source/alice-springs/dka-m4-b-phase。 |
Hanergy 汉能 | [94] [94] 译文: | 2011.1.1–2016.12.31 | Day 日 | This dataset records solar power generation data from two photovoltaic plants in Alice Springs, Northern Territory, Australia, and contains data from January 1, 2011 to December 31, 2016. Data source: https://dkasolarcentre.com.au/source/alice-springs/dka-m16-b-phase. 此数据集记录了澳大利亚北部领地爱丽丝泉两个光伏电站的太阳能发电数据,包含 2011 年 1 月 1 日至 2016 年 12 月 31 日的数据。数据来源:https://dkasolarcentre.com.au/source/alice-springs/dka-m16-b-phase。 |
SGSMEPC | [141] [141] [141] | 2014.1.1–2015.2.19 | Day 日 | The dataset records grid data from 2014.01.01–2015.02.19 of State Grid Shanghai Electric Power Company with a data granularity of 1 day. 数据集记录了国家电网上海电力公司从 2014.01.01 至 2015.02.19 的电网数据,数据粒度为 1 天。 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
---|---|---|---|---|
Paris metro line 巴黎地铁线路 | [27] | 2009–2010 2009-2010 | Hour 小时 | This dataset records the passenger flow on Paris metro lines 3 and 13 and consists of 1742 observations with a data granularity of 1 hour. The dataset is derived from the Artificial neural network and computational intelligence forecasting competition http://www.neural-forecasting-competition.com/. 此数据集记录了巴黎地铁 3 号线和 13 号线的客流量,包含 1742 个观测值,数据粒度为每小时。该数据集来源于人工神经网络和计算智能预测竞赛 http://www.neural-forecasting-competition.com/。 |
PeMS03, PeMS04, PeMS07, PeMS08 | [33], [82], [83], [84], [93], [104], [131], [143] [33]、[82]、[83]、[84]、[93]、[104]、[131]、[143] | – | 30 s 30 秒 | The data comes from the PeMS system. The system records traffic flow data for areas such as the Bay Area in California, where traffic data is collected every 30 s and aggregated over a five-minute period. Each sensor on the freeway has traffic flow, occupancy and speed for each time stamp. The sensors are inductive loop traffic detector devices on the mainline, exit ramp or entrance ramp locations. Users can download the data for the desired time period on demand. This data was obtained from http://pems.dot.ca.gov/. 数据来自 PeMS 系统。该系统记录加利福尼亚州湾区等地区的交通流量数据,交通数据每 30 秒收集一次,并在五分钟内汇总。高速公路上的每个传感器在每个时间戳都有交通流量、占用率和速度。传感器是主线、出口匝道或入口匝道位置的感应线圈交通检测器。用户可以按需下载所需时间段的 数据。这些数据来自 http://pems.dot.ca.gov/。 |
Birmingham Parking 伯明翰停车 | [71] [71] [71] | 2016.10.4–2016.12.19 2016.10.4-2016.12.19 | 30 min 30 分钟 | This dataset records the parking lot ID, parking lot capacity, parking lot occupancy and update time for 30 parking lots operated by Birmingham National Car Park. The data period is 8:00 16:30 per day from 2016.10.4–2016.12.19, and the data granularity is 30 min. Data source: http://archive.ics.uci.edu/ml/datasets/parking+birmingham. 此数据集记录了伯明翰国家停车场运营的 30 个停车场的停车场 ID、停车场容量、停车场占用率和更新时间。数据时间段为每天 8:00 至 16:30,从 2016 年 10 月 4 日至 2016 年 12 月 19 日,数据粒度为 30 分钟。数据来源:http://archive.ics.uci.edu/ml/datasets/parking+birmingham。 |
METR-LA | [82], [83] [82],[83] | 2012.3.1–2012.6.30 2012 年 3 月 1 日-2012 年 6 月 30 日 | 5 min 5 分钟 | This dataset records traffic information collected by loop detectors on Los Angeles County freeways. Data source: https://drive.google.com/drive/folders/10FOTa6HXPqX8Pf5WRoRwcFnW9BrNZEIX. 此数据集记录了洛杉矶县高速公路上由环状检测器收集的交通信息。数据来源:https://drive.google.com/drive/folders/10FOTa6HXPqX8Pf5WRoRwcFnW9BrNZEIX。 |
PEMS-BAY | [82], [83] [82],[83] | 2017.1.1–2017.5.13 | 30 s 30 秒 | This dataset records traffic speed readings from 325 sensors collected by PeMS, the California Transit Agency Performance Measurement System. Data source: https://drive.google.com/drive/folders/10FOTa6HXPqX8Pf5WRoRwcFnW9BrNZEIX. 此数据集记录了由加州公共交通机构绩效测量系统 PeMS 收集的 325 个传感器的交通速度读数。数据来源:https://drive.google.com/drive/folders/10FOTa6HXPqX8Pf5WRoRwcFnW9BrNZEIX。 |
SPMD | [36] | 2015.5.10–2015.10.18 2015.5.10-2015.10.18 | Hour 小时 | The dataset was extracted by the University of Michigan Transportation Research Institute and recorded the driving records of approximately 3,000 drivers in Ann Arbor, Michigan between May 10, 2015 and October 18, 2015. Data source: https://github.com/ElmiSay/DeepFEC. 数据集由密歇根大学运输研究所提取,记录了 2015 年 5 月 10 日至 2015 年 10 月 18 日期间密歇根州安阿伯市约 3,000 名驾驶员的驾驶记录。数据来源:https://github.com/ElmiSay/DeepFEC。 |
VED VED 翻译文本:VED | [36] | 2017.11–2018.11 2017.11-2018.11 | Hour 小时 | This dataset contains the fuel and energy consumption of various personal vehicles (cars, convertibles, pickup trucks, SUVs, etc.) operating under different realistic driving conditions in Michigan, USA from November 2017 to November 2018. Data source: https://github.com/ElmiSay/DeepFEC. 此数据集包含了 2017 年 11 月至 2018 年 11 月期间在美国密歇根州不同实际驾驶条件下运行的各类个人车辆(轿车、敞篷车、皮卡、SUV 等)的燃料和能源消耗。数据来源:https://github.com/ElmiSay/DeepFEC。 |
England 英国 | [84] [84] 翻译文本: | 2014.1–2014.6 2014.1–2014.6 译文:2014.1-2014.6 | 15 min 15 分钟 | The dataset is derived from UK freeway traffic data made public by the UK government, which was selected for the period January 2014 to June 2014, and the data contains national average speeds and traffic volumes. Data source: http://tris.highwaysengland.co.uk/detail/trafficflowdata. 数据集来源于英国政府公开的英国高速公路交通数据,选取了 2014 年 1 月至 2014 年 6 月的数据,数据包含全国平均速度和交通量。数据来源:http://tris.highwaysengland.co.uk/detail/trafficflowdata。 |
TaxiBJ+ 出租车 BJ+ | [132] [132] [132] | – | 30 min 30 分钟 | This dataset records the distribution and trajectory of more than 3000 cabs in Beijing. The data granularity is 30 min. time span is, respectively, P1: 2013.07.01–2013.10.31; P2: 2014.02.01–2014.06.30; P3: 2015.03.01–2015.06.30; P4: 2015.11.01–2016.03.31. 此数据集记录了北京 3000 多辆出租车的分布和轨迹。数据粒度为 30 分钟,时间跨度分别为:P1:2013.07.01-2013.10.31;P2:2014.02.01-2014.06.30;P3:2015.03.01-2015.06.30;P4:2015.11.01-2016.03.31。 |
HappyValley 快乐谷 | [132] [132] [132] | 2018.1.1–2018.10.31 2018 年 1 月 1 日-2018 年 10 月 31 日 | Hour 小时 | This dataset records the hourly population density of popular theme parks in Beijing from 01.01.2018 to 31.10.2018. 此数据集记录了 2018 年 1 月 1 日至 2018 年 10 月 31 日北京热门主题公园的每小时人口密度。 |
NYC Taxi 纽约出租车 | [111] | 2009.1.1–2016.6.30 | Hour 小时 | This dataset records details of every cab trip in New York City from 2009.01.01 to 2016.06.30. 此数据集记录了从 2009 年 01 月 01 日至 2016 年 06 月 30 日纽约市每辆出租车行程的详细信息。 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
---|---|---|---|---|
Weather pollutants 气象污染物 | [109] [109] [109] | 2015.1.1–2016.4.1 | Hour 小时 | The dataset contains data of pollutants (PM2.5, PM10, NO2, SO2, O3, and CO) sampled hourly for 76 stations in the Beijing–Tianjin–Hebei region from January 1, 2015 to April 1, 2016 (10944 h in total). Hour-by-hour meteorological observations, including wind speed, wind direction, temperature, barometric pressure, and relative humidity, for the same period were also downloaded from the China Weather website platform, which is maturely maintained by the China Meteorological Administration (CMA). 数据集包含 2015 年 1 月 1 日至 2016 年 4 月 1 日(总计 10944 小时)北京-天津-河北地区 76 个站点每小时采集的污染物(PM2.5、PM10、NO2、SO2、O3 和 CO)数据。同一时期的风速、风向、温度、气压和相对湿度等逐小时气象观测数据也从中国气象局(CMA)成熟维护的中国天气网站平台下载。 |
Beijing PM2.5 北京 PM2.5 | [104] [104] [104] | 2010.1.1–2014.12.31 | Hour 小时 | The dataset contains hourly PM2.5 data and associated meteorological data for Beijing, China. PM2.5 measurements are the target series. The data include dew point, temperature, barometric pressure, combined wind direction, cumulative wind speed, hours of snowfall, and hours of rainfall for a total of 43,824 multivariate series. The dataset was obtained from https://archive.ics.uci.edu/ml/datasets.html. 数据集包含北京,中国的小时 PM2.5 数据和相关的气象数据。PM2.5 测量值是目标序列。数据包括露点、温度、气压、综合风向、累积风速、降雪小时数和降雨小时数,共计 43,824 个多元序列。数据集来源于 https://archive.ics.uci.edu/ml/datasets.html。 |
Hangzhou Temperature 杭州温度 | [126] [126] [126] | 2011.1–2017.1 2011.1–2017.1 译文:2011.1-2017.1 | Day 日 | This dataset records the daily average temperature of Hangzhou from 2011.01 to 2017.01, with a total of 2820 pieces of data. Data source: http://data.cma.cn/data/. 这个数据集记录了 2011.01 至 2017.01 期间杭州的每日平均气温,共计 2820 条数据。数据来源:http://data.cma.cn/data/。 |
WTH WTH 无法翻译,因为"WTH"是一个网络用语,通常表示"What the hell"或"What the hell is that?",在学术文本中并不常见,也没有一个固定的学术翻译。在学术翻译中,这样的缩写通常保留原文 | [33] [33] [33] | 2020 | 10 min 10 分钟 | The dataset records weather conditions throughout 2020, with data recorded every 10 min, and contains 21 meteorological indicators such as temperature and humidity. Data source: https://www.bgc-jena.mpg.de/wetter/. 数据集记录了 2020 年全年的天气状况,每 10 分钟记录一次数据,包含温度和湿度等 21 个气象指标。数据来源:https://www.bgc-jena.mpg.de/wetter/。 |
USHCN USHCN 美国历史气候网络 | [11] | 1887–2019 1887-2019 | Day 日 | The dataset records continuous daily meteorological records from 1887 to 2009 for 1219 stations collected from each state. The data include features such as average temperature, total daily precipitation, and other characteristics at a data granularity of days. Data source: https://www.ncdc.noaa.gov/ushcn/introduction. 数据集记录了从 1887 年到 2009 年 1219 个站点的连续每日气象记录。数据包括平均温度、每日总降水量和其他日数据粒度的特征。数据来源:https://www.ncdc.noaa.gov/ushcn/introduction。 |
KDD-CUP | [11] | 2017.1–2017.12 2017.1–2017.12 译文:2017.1-2017.12 | Hour 小时 | This dataset is derived from the 2018 KDD CUP Challenge air quality dataset, which recorded PM2.5 measurements from 35 monitoring stations in Beijing from January 2017 to December 2017. Data source: https://www.kdd.org/kdd2018/kdd-cup. 此数据集来源于 2018 年 KDD CUP 挑战赛空气质量数据集,记录了 2017 年 1 月至 2017 年 12 月北京 35 个监测站的 PM2.5 测量值。数据来源:https://www.kdd.org/kdd2018/kdd-cup。 |
US | [131] [131] [131] | 2012–2017 2012-2017 | Hour 小时 | This dataset records weather datasets from 2012 to 2017 from 36 weather stations in the U.S. The data granularity is hourly and the data contains features such as temperature, humidity, pressure, wind direction, wind speed, and weather description. Data source: https://www.kaggle.com/selfishgene/historical-hourly-weather-data. 此数据集记录了 2012 年至 2017 年美国 36 个气象站的气象数据集。数据粒度为每小时,包含温度、湿度、气压、风向、风速和天气描述等特征。数据来源:https://www.kaggle.com/selfishgene/historical-hourly-weather-data。 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
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ILI ILI 翻译文本:ILI | [33], [92] | 2002–2021 2002-2021 | Week 周 | This dataset records data on patients with influenza-like illness (ILI) recorded weekly by the Centers for Disease Control and Prevention from 2002 to 2021, which describes the ratio of ILI patients to the total number of patients. Data source: https://gis.cdc.gov/grasp/fluview/fluportaldashboard.html. 此数据集记录了 2002 年至 2021 年间由疾病预防控制中心每周记录的流感样病例(ILI)数据,描述了 ILI 患者与总患者数的比例。数据来源:https://gis.cdc.gov/grasp/fluview/fluportaldashboard.html。 |
COVID-19 | [128] [128] [128] | 2020.1.22–2020.6.17 | Day 日 | This dataset records daily data on confirmed and recovered cases collected from January 22, 2020–June 17, 2020 in six countries: Italy, Spain, Italy, China, the United States, and Australia. Data source: https://github.com/CSSEGISandData/COVID-19 accessed on17/06/2020. 此数据集记录了来自六个国家(意大利、西班牙、意大利、中国、美国和澳大利亚)2020 年 1 月 22 日至 2020 年 6 月 17 日的每日确诊病例和康复病例数据。数据来源:https://github.com/CSSEGISandData/COVID-19,访问日期:2020 年 6 月 17 日。 |
2020 OhioT1DM 2020 年俄亥俄州 1 型糖尿病研究 | [156] [156] [156] | 2020 | 5 min 5 分钟 | This dataset is the glycemic prediction dataset for the 2nd BGLP Challenge 2020. The dataset records 8 weeks of continuous glucose monitoring, insulin, physiological sensor, and self-reported life event data for each of 12 patients with type 1 diabetes. The specific dataset contains CGM glucose levels every 5 min; glucose levels from regular self-monitoring of blood glucose (finger sticks); push and basal insulin doses; self-reported meal times and carbohydrate estimates; self-reported exercise, sleep, work, stress, and illness times; and data from Basis Peak or Empatica Embrace bands. Data source: http://smarthealth.cs.ohio.edu/OhioT1DM-dataset.html. 这个数据集是 2020 年第二次 BGLP 挑战赛的血糖预测数据集。该数据集记录了 12 名 1 型糖尿病患者连续 8 周的血糖监测、胰岛素、生理传感器和自我报告的生活事件数据。具体数据集包含每 5 分钟一次的连续血糖监测(CGM)血糖水平;常规自我监测血糖(指尖血)的血糖水平;推注和基础胰岛素剂量;自我报告的用餐时间和碳水化合物估算;自我报告的运动、睡眠、工作和压力以及疾病时间;以及来自 Basis Peak 或 Empatica Embrace 手环的数据。数据来源:http://smarthealth.cs.ohio.edu/OhioT1DM-dataset.html。 |
MIMIC-III | [11] [11] [11] | 2001–2012 2001-2012 | Hour 小时 | The dataset is a public clinical dataset with over 58,000 admission records. It includes several clinical characteristics such as ICU stay data, glucose and heart rate. 数据集是一个包含超过 58,000 条入院记录的公开临床数据集。它包括多个临床特征,如 ICU 住院数据、血糖和心率。 |
Dataset 数据集 | Ref Ref 参考文献 | Time range 时间范围 | Min-Granularity 最小粒度 | Information 信息 |
---|---|---|---|---|
M5 | [169] [169] [169] | – | Hour 小时 | The M5 contest is the latest in the M contest, which runs from March 2 to June 30, 2020. The contest dataset uses stratified sales data generously provided by Walmart, starting at the item level and then aggregated to departments, product categories and stores in three geographic regions of the U.S. (California, Texas and Wisconsin). In addition to time-series data, it includes explanatory variables that affect prices, such as price, promotion, day of the week and special events, which are used to improve forecast accuracy. Data source: https://github.com/Mcompetitions/M5-methods. M5 竞赛是 M 竞赛的最新一届,比赛时间从 2020 年 3 月 2 日至 6 月 30 日。竞赛数据集使用了沃尔玛慷慨提供的分层销售数据,从商品级别开始,然后汇总到美国三个地理区域的部门、产品类别和店铺(加利福尼亚、德克萨斯和威斯康星)。除了时间序列数据外,还包括影响价格的解释变量,如价格、促销、星期几和特别事件,这些变量用于提高预测准确性。数据来源:https://github.com/Mcompetitions/M5-methods。 |
M4 | [91], [170] [91],[170] | – | Hour 小时 | The M4 dataset was created by randomly selecting 100,000 time series from the ForeDeCk database. the M4 dataset consists of time series of annual, quarterly, monthly and other (weekly, daily and hourly) data, which are divided into a training set and a test set. Data source: https://github.com/Mcompetitions/M4-methods/tree/master/Dataset. M4 数据集由从 ForeDeCk 数据库中随机选取的 10 万个时间序列创建而成。M4 数据集包括年度、季度、月度以及其他(周、日和小时)数据的时间序列,这些数据被分为训练集和测试集。数据来源:https://github.com/Mcompetitions/M4-methods/tree/master/Dataset。 |
M3 | [171] [171] 翻译文本: | – | Hour 小时 | The M3 competition dataset contains 3003 time series data containing multiple series of Micro, Industry, Macro, Finance, Demog, etc. The data granularity consists of time series of annual, quarterly, monthly and other (weekly, daily and hourly) data. Data source: https://forecastingdata.org/. M3 竞赛数据集包含 3003 个时间序列数据,包括多个微观数据、行业数据、宏观经济数据、金融数据、人口统计数据等。数据粒度包括年度、季度、月度以及其他(周度、日度和小时度)时间序列数据。数据来源:https://forecastingdata.org/。 |
For instance, Wu et al. [11] propose Graph WaveNet (GWNET), a model that integrates a Graph Convolution Network (GCN) with a Gated Temporal Convolution Network (Gated TCN), yielding reliable outcomes. Moreover, transformers have shown remarkable performance in diverse research domains [12], particularly in extracting multi-modal features [13]. Researchers are now exploring their applicability in traffic flow prediction [14–16].
例如,Wu 等人[11]提出了图波网(GWNET),这是一种将图卷积网络(GCN)与门控时序卷积网络(Gated TCN)集成的模型,能够产生可靠的预测结果。此外,在多个研究领域[12]中,尤其是提取多模态特征[13]方面,Transformer 表现出了卓越的性能。研究人员现在正在探索其在交通流量预测[14-16]中的应用。