Time series forecasting plays an important role in various fields, such as energy, finance, transport, and weather. Temporal convolutional networks (TCNs) based on dilated causal convolution have been widely used in t...Time series forecasting plays an important role in various fields, such as energy, finance, transport, and weather. Temporal convolutional networks (TCNs) based on dilated causal convolution have been widely used in time series forecasting. However, two problems weaken the performance of TCNs. One is that in dilated casual convolution, causal convolution leads to the receptive fields of outputs being concentrated in the earlier part of the input sequence, whereas the recent input information will be severely lost. The other is that the distribution shift problem in time series has not been adequately solved. To address the first problem, we propose a subsequence-based dilated convolution method (SDC). By using multiple convolutional filters to convolve elements of neighboring subsequences, the method extracts temporal features from a growing receptive field via a growing subsequence rather than a single element. Ultimately, the receptive field of each output element can cover the whole input sequence. To address the second problem, we propose a difference and compensation method (DCM). The method reduces the discrepancies between and within the input sequences by difference operations and then compensates the outputs for the information lost due to difference operations. Based on SDC and DCM, we further construct a temporal subsequence-based convolutional network with difference (TSCND) for time series forecasting. The experimental results show that TSCND can reduce prediction mean squared error by 7.3% and save runtime, compared with state-of-the-art models and vanilla TCN.展开更多
The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries an...The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries and other fields.Furthermore,it is important to construct a digital twin system.However,existing methods do not take full advantage of the potential properties of variables,which results in poor predicted accuracy.In this paper,we propose the Adaptive Fused Spatial-Temporal Graph Convolutional Network(AFSTGCN).First,to address the problem of the unknown spatial-temporal structure,we construct the Adaptive Fused Spatial-Temporal Graph(AFSTG)layer.Specifically,we fuse the spatial-temporal graph based on the interrelationship of spatial graphs.Simultaneously,we construct the adaptive adjacency matrix of the spatial-temporal graph using node embedding methods.Subsequently,to overcome the insufficient extraction of disordered correlation features,we construct the Adaptive Fused Spatial-Temporal Graph Convolutional(AFSTGC)module.The module forces the reordering of disordered temporal,spatial and spatial-temporal dependencies into rule-like data.AFSTGCN dynamically and synchronously acquires potential temporal,spatial and spatial-temporal correlations,thereby fully extracting rich hierarchical feature information to enhance the predicted accuracy.Experiments on different types of MTS datasets demonstrate that the model achieves state-of-the-art single-step and multi-step performance compared with eight other deep learning models.展开更多
In the fast-evolving landscape of digital networks,the incidence of network intrusions has escalated alarmingly.Simultaneously,the crucial role of time series data in intrusion detection remains largely underappreciat...In the fast-evolving landscape of digital networks,the incidence of network intrusions has escalated alarmingly.Simultaneously,the crucial role of time series data in intrusion detection remains largely underappreciated,with most systems failing to capture the time-bound nuances of network traffic.This leads to compromised detection accuracy and overlooked temporal patterns.Addressing this gap,we introduce a novel SSAE-TCN-BiLSTM(STL)model that integrates time series analysis,significantly enhancing detection capabilities.Our approach reduces feature dimensionalitywith a Stacked Sparse Autoencoder(SSAE)and extracts temporally relevant features through a Temporal Convolutional Network(TCN)and Bidirectional Long Short-term Memory Network(Bi-LSTM).By meticulously adjusting time steps,we underscore the significance of temporal data in bolstering detection accuracy.On the UNSW-NB15 dataset,ourmodel achieved an F1-score of 99.49%,Accuracy of 99.43%,Precision of 99.38%,Recall of 99.60%,and an inference time of 4.24 s.For the CICDS2017 dataset,we recorded an F1-score of 99.53%,Accuracy of 99.62%,Precision of 99.27%,Recall of 99.79%,and an inference time of 5.72 s.These findings not only confirm the STL model’s superior performance but also its operational efficiency,underpinning its significance in real-world cybersecurity scenarios where rapid response is paramount.Our contribution represents a significant advance in cybersecurity,proposing a model that excels in accuracy and adaptability to the dynamic nature of network traffic,setting a new benchmark for intrusion detection systems.展开更多
Time series classification is an important task in time series data mining, and has attracted great interests and tremendous efforts during last decades. However, it remains a challenging problem due to the nature of ...Time series classification is an important task in time series data mining, and has attracted great interests and tremendous efforts during last decades. However, it remains a challenging problem due to the nature of time series data: high dimensionality, large in data size and updating continuously. The deep learning techniques are explored to improve the performance of traditional feature-based approaches. Specifically, a novel convolutional neural network (CNN) framework is proposed for time series classification. Different from other feature-based classification approaches, CNN can discover and extract the suitable internal structure to generate deep features of the input time series automatically by using convolution and pooling operations. Two groups of experiments are conducted on simulated data sets and eight groups of experiments are conducted on real-world data sets from different application domains. The final experimental results show that the proposed method outperforms state-of-the-art methods for time series classification in terms of the classification accuracy and noise tolerance. ? 1990-2011 Beijing Institute of Aerospace Information.展开更多
As COVID-19 poses a major threat to people’s health and economy,there is an urgent need for forecasting methodologies that can anticipate its trajectory efficiently.In non-stationary time series forecasting jobs,ther...As COVID-19 poses a major threat to people’s health and economy,there is an urgent need for forecasting methodologies that can anticipate its trajectory efficiently.In non-stationary time series forecasting jobs,there is frequently a hysteresis in the anticipated values relative to the real values.The multilayer deep-time convolutional network and a feature fusion network are combined in this paper’s proposal of an enhanced Multilayer Deep Time Convolutional Neural Network(MDTCNet)for COVID-19 prediction to address this problem.In particular,it is possible to record the deep features and temporal dependencies in uncertain time series,and the features may then be combined using a feature fusion network and a multilayer perceptron.Last but not least,the experimental verification is conducted on the prediction task of COVID-19 real daily confirmed cases in the world and the United States with uncertainty,realizing the short-term and long-term prediction of COVID-19 daily confirmed cases,and verifying the effectiveness and accuracy of the suggested prediction method,as well as reducing the hysteresis of the prediction results.展开更多
With the rapid development of mechanical equipment, the mechanical health monitoring field has entered the era of big data. However, the method of manual feature extraction has the disadvantages of low efficiency and ...With the rapid development of mechanical equipment, the mechanical health monitoring field has entered the era of big data. However, the method of manual feature extraction has the disadvantages of low efficiency and poor accuracy, when handling big data. In this study, the research object was the asynchronous motor in the drivetrain diagnostics simulator system. The vibration signals of different fault motors were collected. The raw signal was pretreated using short time Fourier transform （STFT） to obtain the corresponding time-frequency map. Then, the feature of the time-frequency map was adap- tively extracted by using a convolutional neural network （CNN）. The effects of the pretreatment method, and the hyper parameters of network diagnostic accuracy, were investigated experimentally. The experimental results showed that the influence of the preprocessing method is small, and that the batch-size is the main factor affecting accuracy and training efficiency. By investigating feature visualization, it was shown that, in the case of big data, the extracted CNN features can represent complex mapping relationships between signal and health status, and can also overcome the prior knowledge and engineering experience requirement for feature extraction, which is used by tra- ditional diagnosis methods. This paper proposes a new method, based on STFT and CNN, which can complete motor fault diagnosis tasks more intelligently and accurately.展开更多
When employing penetration ammunition to strike multi-story buildings,the detection methods using acceleration sensors suffer from signal aliasing,while magnetic detection methods are susceptible to interference from ...When employing penetration ammunition to strike multi-story buildings,the detection methods using acceleration sensors suffer from signal aliasing,while magnetic detection methods are susceptible to interference from ferromagnetic materials,thereby posing challenges in accurately determining the number of layers.To address this issue,this research proposes a layer counting method for penetration fuze that incorporates multi-source information fusion,utilizing both the temporal convolutional network(TCN)and the long short-term memory(LSTM)recurrent network.By leveraging the strengths of these two network structures,the method extracts temporal and high-dimensional features from the multi-source physical field during the penetration process,establishing a relationship between the multi-source physical field and the distance between the fuze and the target plate.A simulation model is developed to simulate the overload and magnetic field of a projectile penetrating multiple layers of target plates,capturing the multi-source physical field signals and their patterns during the penetration process.The analysis reveals that the proposed multi-source fusion layer counting method reduces errors by 60% and 50% compared to single overload layer counting and single magnetic anomaly signal layer counting,respectively.The model's predictive performance is evaluated under various operating conditions,including different ratios of added noise to random sample positions,penetration speeds,and spacing between target plates.The maximum errors in fuze penetration time predicted by the three modes are 0.08 ms,0.12 ms,and 0.16 ms,respectively,confirming the robustness of the proposed model.Moreover,the model's predictions indicate that the fitting degree for large interlayer spacings is superior to that for small interlayer spacings due to the influence of stress waves.展开更多
Financial time series prediction,whether for classification or regression,has been a heated research topic over the last decade.While traditional machine learning algorithms have experienced mediocre results,deep lear...Financial time series prediction,whether for classification or regression,has been a heated research topic over the last decade.While traditional machine learning algorithms have experienced mediocre results,deep learning has largely contributed to the elevation of the prediction performance.Currently,the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking,making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better,what techniques and components are involved,and how themodel can be designed and implemented.This review article provides an overview of techniques,components and frameworks for financial time series prediction,with an emphasis on state-of-the-art deep learning models in the literature from2015 to 2023,including standalonemodels like convolutional neural networks(CNN)that are capable of extracting spatial dependencies within data,and long short-term memory(LSTM)that is designed for handling temporal dependencies;and hybrid models integrating CNN,LSTM,attention mechanism(AM)and other techniques.For illustration and comparison purposes,models proposed in recent studies are mapped to relevant elements of a generalized framework comprised of input,output,feature extraction,prediction,and related processes.Among the state-of-the-artmodels,hybrid models like CNNLSTMand CNN-LSTM-AM in general have been reported superior in performance to stand-alone models like the CNN-only model.Some remaining challenges have been discussed,including non-friendliness for finance domain experts,delayed prediction,domain knowledge negligence,lack of standards,and inability of real-time and highfrequency predictions.The principal contributions of this paper are to provide a one-stop guide for both academia and industry to review,compare and summarize technologies and recent advances in this area,to facilitate smooth and informed implementation,and to highlight future research directions.展开更多
基金supported by the National Key Research and Development Program of China(No.2018YFB2101300)the National Natural Science Foundation of China(Grant No.61871186)the Dean’s Fund of Engineering Research Center of Software/Hardware Co-Design Technology and Application,Ministry of Education(East China Normal University).
文摘Time series forecasting plays an important role in various fields, such as energy, finance, transport, and weather. Temporal convolutional networks (TCNs) based on dilated causal convolution have been widely used in time series forecasting. However, two problems weaken the performance of TCNs. One is that in dilated casual convolution, causal convolution leads to the receptive fields of outputs being concentrated in the earlier part of the input sequence, whereas the recent input information will be severely lost. The other is that the distribution shift problem in time series has not been adequately solved. To address the first problem, we propose a subsequence-based dilated convolution method (SDC). By using multiple convolutional filters to convolve elements of neighboring subsequences, the method extracts temporal features from a growing receptive field via a growing subsequence rather than a single element. Ultimately, the receptive field of each output element can cover the whole input sequence. To address the second problem, we propose a difference and compensation method (DCM). The method reduces the discrepancies between and within the input sequences by difference operations and then compensates the outputs for the information lost due to difference operations. Based on SDC and DCM, we further construct a temporal subsequence-based convolutional network with difference (TSCND) for time series forecasting. The experimental results show that TSCND can reduce prediction mean squared error by 7.3% and save runtime, compared with state-of-the-art models and vanilla TCN.
基金supported by the China Scholarship Council and the CERNET Innovation Project under grant No.20170111.
文摘The prediction for Multivariate Time Series(MTS)explores the interrelationships among variables at historical moments,extracts their relevant characteristics,and is widely used in finance,weather,complex industries and other fields.Furthermore,it is important to construct a digital twin system.However,existing methods do not take full advantage of the potential properties of variables,which results in poor predicted accuracy.In this paper,we propose the Adaptive Fused Spatial-Temporal Graph Convolutional Network(AFSTGCN).First,to address the problem of the unknown spatial-temporal structure,we construct the Adaptive Fused Spatial-Temporal Graph(AFSTG)layer.Specifically,we fuse the spatial-temporal graph based on the interrelationship of spatial graphs.Simultaneously,we construct the adaptive adjacency matrix of the spatial-temporal graph using node embedding methods.Subsequently,to overcome the insufficient extraction of disordered correlation features,we construct the Adaptive Fused Spatial-Temporal Graph Convolutional(AFSTGC)module.The module forces the reordering of disordered temporal,spatial and spatial-temporal dependencies into rule-like data.AFSTGCN dynamically and synchronously acquires potential temporal,spatial and spatial-temporal correlations,thereby fully extracting rich hierarchical feature information to enhance the predicted accuracy.Experiments on different types of MTS datasets demonstrate that the model achieves state-of-the-art single-step and multi-step performance compared with eight other deep learning models.
基金supported in part by the Gansu Province Higher Education Institutions Industrial Support Program:Security Situational Awareness with Artificial Intelligence and Blockchain Technology.Project Number(2020C-29).
文摘In the fast-evolving landscape of digital networks,the incidence of network intrusions has escalated alarmingly.Simultaneously,the crucial role of time series data in intrusion detection remains largely underappreciated,with most systems failing to capture the time-bound nuances of network traffic.This leads to compromised detection accuracy and overlooked temporal patterns.Addressing this gap,we introduce a novel SSAE-TCN-BiLSTM(STL)model that integrates time series analysis,significantly enhancing detection capabilities.Our approach reduces feature dimensionalitywith a Stacked Sparse Autoencoder(SSAE)and extracts temporally relevant features through a Temporal Convolutional Network(TCN)and Bidirectional Long Short-term Memory Network(Bi-LSTM).By meticulously adjusting time steps,we underscore the significance of temporal data in bolstering detection accuracy.On the UNSW-NB15 dataset,ourmodel achieved an F1-score of 99.49%,Accuracy of 99.43%,Precision of 99.38%,Recall of 99.60%,and an inference time of 4.24 s.For the CICDS2017 dataset,we recorded an F1-score of 99.53%,Accuracy of 99.62%,Precision of 99.27%,Recall of 99.79%,and an inference time of 5.72 s.These findings not only confirm the STL model’s superior performance but also its operational efficiency,underpinning its significance in real-world cybersecurity scenarios where rapid response is paramount.Our contribution represents a significant advance in cybersecurity,proposing a model that excels in accuracy and adaptability to the dynamic nature of network traffic,setting a new benchmark for intrusion detection systems.
文摘Time series classification is an important task in time series data mining, and has attracted great interests and tremendous efforts during last decades. However, it remains a challenging problem due to the nature of time series data: high dimensionality, large in data size and updating continuously. The deep learning techniques are explored to improve the performance of traditional feature-based approaches. Specifically, a novel convolutional neural network (CNN) framework is proposed for time series classification. Different from other feature-based classification approaches, CNN can discover and extract the suitable internal structure to generate deep features of the input time series automatically by using convolution and pooling operations. Two groups of experiments are conducted on simulated data sets and eight groups of experiments are conducted on real-world data sets from different application domains. The final experimental results show that the proposed method outperforms state-of-the-art methods for time series classification in terms of the classification accuracy and noise tolerance. ? 1990-2011 Beijing Institute of Aerospace Information.
基金supported by the major scientific and technological research project of Chongqing Education Commission(KJZD-M202000802)The first batch of Industrial and Informatization Key Special Fund Support Projects in Chongqing in 2022(2022000537).
文摘As COVID-19 poses a major threat to people’s health and economy,there is an urgent need for forecasting methodologies that can anticipate its trajectory efficiently.In non-stationary time series forecasting jobs,there is frequently a hysteresis in the anticipated values relative to the real values.The multilayer deep-time convolutional network and a feature fusion network are combined in this paper’s proposal of an enhanced Multilayer Deep Time Convolutional Neural Network(MDTCNet)for COVID-19 prediction to address this problem.In particular,it is possible to record the deep features and temporal dependencies in uncertain time series,and the features may then be combined using a feature fusion network and a multilayer perceptron.Last but not least,the experimental verification is conducted on the prediction task of COVID-19 real daily confirmed cases in the world and the United States with uncertainty,realizing the short-term and long-term prediction of COVID-19 daily confirmed cases,and verifying the effectiveness and accuracy of the suggested prediction method,as well as reducing the hysteresis of the prediction results.
基金Supported by National Natural Science Foundation of China(Grant No.51405241,51505234,51575283)
文摘With the rapid development of mechanical equipment, the mechanical health monitoring field has entered the era of big data. However, the method of manual feature extraction has the disadvantages of low efficiency and poor accuracy, when handling big data. In this study, the research object was the asynchronous motor in the drivetrain diagnostics simulator system. The vibration signals of different fault motors were collected. The raw signal was pretreated using short time Fourier transform （STFT） to obtain the corresponding time-frequency map. Then, the feature of the time-frequency map was adap- tively extracted by using a convolutional neural network （CNN）. The effects of the pretreatment method, and the hyper parameters of network diagnostic accuracy, were investigated experimentally. The experimental results showed that the influence of the preprocessing method is small, and that the batch-size is the main factor affecting accuracy and training efficiency. By investigating feature visualization, it was shown that, in the case of big data, the extracted CNN features can represent complex mapping relationships between signal and health status, and can also overcome the prior knowledge and engineering experience requirement for feature extraction, which is used by tra- ditional diagnosis methods. This paper proposes a new method, based on STFT and CNN, which can complete motor fault diagnosis tasks more intelligently and accurately.
文摘When employing penetration ammunition to strike multi-story buildings,the detection methods using acceleration sensors suffer from signal aliasing,while magnetic detection methods are susceptible to interference from ferromagnetic materials,thereby posing challenges in accurately determining the number of layers.To address this issue,this research proposes a layer counting method for penetration fuze that incorporates multi-source information fusion,utilizing both the temporal convolutional network(TCN)and the long short-term memory(LSTM)recurrent network.By leveraging the strengths of these two network structures,the method extracts temporal and high-dimensional features from the multi-source physical field during the penetration process,establishing a relationship between the multi-source physical field and the distance between the fuze and the target plate.A simulation model is developed to simulate the overload and magnetic field of a projectile penetrating multiple layers of target plates,capturing the multi-source physical field signals and their patterns during the penetration process.The analysis reveals that the proposed multi-source fusion layer counting method reduces errors by 60% and 50% compared to single overload layer counting and single magnetic anomaly signal layer counting,respectively.The model's predictive performance is evaluated under various operating conditions,including different ratios of added noise to random sample positions,penetration speeds,and spacing between target plates.The maximum errors in fuze penetration time predicted by the three modes are 0.08 ms,0.12 ms,and 0.16 ms,respectively,confirming the robustness of the proposed model.Moreover,the model's predictions indicate that the fitting degree for large interlayer spacings is superior to that for small interlayer spacings due to the influence of stress waves.
基金funded by the Natural Science Foundation of Fujian Province,China (Grant No.2022J05291)Xiamen Scientific Research Funding for Overseas Chinese Scholars.
文摘Financial time series prediction,whether for classification or regression,has been a heated research topic over the last decade.While traditional machine learning algorithms have experienced mediocre results,deep learning has largely contributed to the elevation of the prediction performance.Currently,the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking,making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better,what techniques and components are involved,and how themodel can be designed and implemented.This review article provides an overview of techniques,components and frameworks for financial time series prediction,with an emphasis on state-of-the-art deep learning models in the literature from2015 to 2023,including standalonemodels like convolutional neural networks(CNN)that are capable of extracting spatial dependencies within data,and long short-term memory(LSTM)that is designed for handling temporal dependencies;and hybrid models integrating CNN,LSTM,attention mechanism(AM)and other techniques.For illustration and comparison purposes,models proposed in recent studies are mapped to relevant elements of a generalized framework comprised of input,output,feature extraction,prediction,and related processes.Among the state-of-the-artmodels,hybrid models like CNNLSTMand CNN-LSTM-AM in general have been reported superior in performance to stand-alone models like the CNN-only model.Some remaining challenges have been discussed,including non-friendliness for finance domain experts,delayed prediction,domain knowledge negligence,lack of standards,and inability of real-time and highfrequency predictions.The principal contributions of this paper are to provide a one-stop guide for both academia and industry to review,compare and summarize technologies and recent advances in this area,to facilitate smooth and informed implementation,and to highlight future research directions.
