Yuanpeng He

Yuanpeng He

The proposed method in this paper is designed to address the problem of time series forecasting. Although some exquisitely designed models achieve excellent prediction performances, how to extract more useful information and make accurate predictions is still an open issue. Most of modern models only focus on a short range of information, which are fatal for problems such as time series forecasting which needs to capture long-term information characteristics. As a result, the main concern of this work is to further mine relationship between local and global information contained in time series to produce more precise predictions. In this paper, to satisfactorily realize the purpose, we make three main contributions that are experimentally verified to have performance advantages. Firstly, original time series is transformed into difference sequence which serves as input to the proposed model. And secondly, we introduce the global atrous sliding window into the forecasting model which references the concept of fuzzy time series to associate relevant global information with temporal data within a time period and utilizes central-bidirectional atrous algorithm to capture underlying-related features to ensure validity and consistency of captured data. Thirdly, a variation of widely-used asymmetric convolution which is called semi-asymmetric convolution is devised to more flexibly extract relationships in adjacent elements and corresponding associated global features with adjustable ranges of convolution on vertical and horizontal directions. The proposed model in this paper achieves state-of-the-art on most of time series datasets provided compared with competitive modern models.

Tianxiang Zhan, Yuanpeng He, Yong Deng et al.

In practical scenarios, time series forecasting necessitates not only accuracy but also efficiency. Consequently, the exploration of model architectures remains a perennially trending topic in research. To address these challenges, we propose a novel backbone architecture named Time Evidence Fusion Network (TEFN) from the perspective of information fusion. Specifically, we introduce the Basic Probability Assignment (BPA) Module based on evidence theory to capture the uncertainty of multivariate time series data from both channel and time dimensions. Additionally, we develop a novel multi-source information fusion method to effectively integrate the two distinct dimensions from BPA output, leading to improved forecasting accuracy. Lastly, we conduct extensive experiments to demonstrate that TEFN achieves performance comparable to state-of-the-art methods while maintaining significantly lower complexity and reduced training time. Also, our experiments show that TEFN exhibits high robustness, with minimal error fluctuations during hyperparameter selection. Furthermore, due to the fact that BPA is derived from fuzzy theory, TEFN offers a high degree of interpretability. Therefore, the proposed TEFN balances accuracy, efficiency, stability, and interpretability, making it a desirable solution for time series forecasting.

Tianxiang Zhan, Ming Jin, Yuanpeng He et al.

Recurring concept drift, a type of concept drift in which previously observed data patterns reappear after some time, is one of the most prevalent types of concept drift in time series. As time progresses, concept drift occurs and previously encountered concepts are forgotten, thereby leading to a decline in the accuracy of online predictions. Existing solutions employ parameter updating techniques to delay forgetting; however, this may result in the loss of some previously learned knowledge while neglecting the exploration of knowledge retention mechanisms. To retain all conceptual knowledge and fully utilize it when the concepts recur, we propose the Continuous Evolution Pool (CEP), a pooling mechanism that stores different instances of forecasters for different concepts. Our method first selects the forecaster nearest to the test sample and then learns the features from its neighboring samples - a process we refer to as the retrieval. If there are insufficient neighboring samples, it indicates that a new concept has emerged, and a new model will evolve from the current nearest sample to the pool to store the knowledge of the concept. Simultaneously, the elimination mechanism will enable outdated knowledge to be cleared to ensure the prediction effect of the forecasters. Experiments on different architectural models and eight real datasets demonstrate that CEP effectively retains the knowledge of different concepts. In the scenario of online forecasting with recurring concepts, CEP significantly enhances the prediction results.