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Self-Adaptive Scale Handling for Forecasting Time Series with Scale Heterogeneity

Time series forecasting (TSF) is crucial in various fields and has gained extensive research. However, most studies are conducted based on TS data with scale homogeneity. This paper proposes a self-Adaptive Scale-handling (AS) module to improve the performance of forecasting TS with scale heterogene...

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Main Authors: Zhang, Xu, Huang, Zhengang, Wu, Yunzhi, Lu, Xun, Qi, Erpeng, Chen, Yunkai, Xue, Zhongya, Wang, Peng, Wang, Wei
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Huang, Zhengang
Wu, Yunzhi
Lu, Xun
Qi, Erpeng
Chen, Yunkai
Xue, Zhongya
Wang, Peng
Wang, Wei
description Time series forecasting (TSF) is crucial in various fields and has gained extensive research. However, most studies are conducted based on TS data with scale homogeneity. This paper proposes a self-Adaptive Scale-handling (AS) module to improve the performance of forecasting TS with scale heterogeneity. It consists of scale scaling selection and calibrating. We first calculate the priori scale factors of each time variable and then selectively calibrate the priori scale factors through neural networks. Hence, we can improve the performance of TSF algorithms by reducing scale restoration errors. We validate our method in collected industrial fund sales datasets from Ant Fortune and Alipay APP. Our AS module can easily be integrated into popular TSF models.
doi_str_mv 10.1109/ICASSP48485.2024.10446923
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subjects Acoustics
Deep Learning
Forecasting
Multivariate Time Series
Neural networks
Scale Handling
Scale Heterogeneity
Signal processing
Signal processing algorithms
Task analysis
Time series analysis
Time Series Prediction
title Self-Adaptive Scale Handling for Forecasting Time Series with Scale Heterogeneity
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