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A dilated convolution network-based LSTM model for multi-step prediction of chaotic time series
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40314_2019_1006_ReferencePDF.pdf
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1.63 MB
Format
Adobe PDF
Checksum (MD5)
3c6497bd71d0d5ff054bd1ef765b0ad4
Author(s)
Wang, Rongxi
Peng, Caiyuan
Gao, Jianmin
Gao, Zhiyong
Jiang, Hongquan
Date Issued
November 19, 2019
Publisher
Springer International Publishing
Citation
Computational and Applied Mathematics. 2019 Nov 19;39(1):30
Version
Author's final manuscript
Abstract
Abstract
Aiming to solve the problems of low accuracy of multi-step prediction and difficulty in determining the maximum number of prediction steps of chaotic time series, a multi-step time series prediction model based on the dilated convolution network and long short-term memory (LSTM), named the dilated convolution-long short-term memory (DC-LSTM), is proposed. The dilated convolution operation is used to extract the correlation between the predicted variable and correlational variables. The features extracted by dilated convolution operation and historical data of predicted variable are input into LSTM to obtain the desired multi-step prediction result. Furthermore, cross-correlation analyses (CCA) are applied to calculate the reasonable maximum prediction steps of chaotic time series. Actual applications of multi-step prediction were studied to demonstrate the effectiveness of the proposed model which has superiorities in RMSE, MAE and prediction accuracy because of the extraction of correlation between the predicted variable and correlational variables. Moreover, the proposed DC-LSTM model provides a new method for prediction of chaotic time series and lays a foundation for scientific data analysis of chaotic time series monitoring systems.
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DOI of Published Version
https://doi.org/10.1007/s40314-019-1006-2
