A robust time series prediction method based on empirical mode decomposition and high-order fuzzy cognitive maps

Is Single Enough? A Joint Spatiotemporal Feature Learning Framework for Multivariate Time Series Prediction

A fuzzy cognitive map (FCM) is a simple but effective tool for modeling and predicting time series. This article focuses on the problem of multivariate time series prediction (TSP), which is essential and challenging in data mining. Although several FCM-based approaches have been designed to solve this problem, their feature extraction module designed for single mode falls short in capturing the nonlinear spatiotemporal dependencies among variates, thereby resulting in low prediction accuracy in forecasting multivariate time series, which shows that the single mode learning is not enough. Therefore, in this article, we propose a joint spatiotemporal feature learning framework for multivariate TSP, where a mix-resolution spatial module consisting of multiple sparse autoencoders (SAEs) is designed to extract the feature series with different spatial resolutions, and a mix-order spatiotemporal module concluding multiple high-order FCMs (HFCMs) is designed to model the spatiotemporal dynamics of these feature series. Finally, the outputs of the two modules are concatenated to predict future values. We refer to this framework as the spatiotemporal FCM (STFCM). Especially, an efficient learning algorithm is designed to update the integral weights of STFCM based on the batch gradient descent algorithm when it deems necessary. We validate the performance of the STFCM on four real-world datasets. Compared with the existing state-of-the-art (SOTA) methods, the experimental results not only show the advantages of the two designed modules in the STFCM but also show the excellent performance of the STFCM.

A Solar Irradiance Forecasting Framework Based on the CEE-WGAN-LSTM Model

With the rapid development of solar energy plants in recent years, the accurate prediction of solar power generation has become an important and challenging problem in modern intelligent grid systems. To improve the forecasting accuracy of solar energy generation, an effective and robust decomposition-integration method for two-channel solar irradiance forecasting is proposed in this study, which uses complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN), a Wasserstein generative adversarial network (WGAN), and a long short-term memory network (LSTM). The proposed method consists of three essential stages. First, the solar output signal is divided into several relatively simple subsequences using the CEEMDAN method, which has noticeable frequency differences. Second, high and low-frequency subsequences are predicted using the WGAN and LSTM models, respectively. Last, the predicted values of each component are integrated to obtain the final prediction results. The developed model uses data decomposition technology, together with advanced machine learning (ML) and deep learning (DL) models to identify the appropriate dependencies and network topology. The experiments show that compared with many traditional prediction methods and decomposition-integration models, the developed model can produce accurate solar output prediction results under different evaluation criteria. Compared to the suboptimal model, the MAEs, MAPEs, and RMSEs of the four seasons decreased by 3.51%, 6.11%, and 2.25%, respectively.

TEP2MP: A text-emotion prediction model oriented to multi-participant text-conversation scenario with hybrid attention enhancement

With the rapid development of online social networks, text-communication has become an indispensable part of daily life. Mining the emotion hidden behind the conversation-text is of prime significance and application value when it comes to the government public-opinion supervision, enterprise decision-making, etc. Therefore, in this paper, we propose a text emotion prediction model in a multi-participant text-conversation scenario, which aims to effectively predict the emotion of the text to be posted by target speaker in the future. Specifically, first, an affective space mapping is constructed, which represents the original conversation-text as an n-dimensional affective vector so as to obtain the text representation on different emotion categories. Second, a similar scene search mechanism is adopted to seek several sub-sequences which contain similar tendency on emotion shift to that of the current conversation scene. Finally, the text emotion prediction model is constructed in a two-layer encoder-decoder structure with the emotion fusion and hybrid attention mechanism introduced at the encoder and decoder side respectively. According to the experimental results, our proposed model can achieve an overall best performance on emotion prediction due to the auxiliary features extracted from similar scenes and the adoption of emotion fusion as well as the hybrid attention mechanism. At the same time, the prediction efficiency can still be controlled at an acceptable level.