用于多元时间序列预测的图神经网络模型

张晗

Graph neural network model for multivariate time series forecasting

Han ZHANG

表 3 单步预测任务中所有模型的实验结果

Tab.3 Experimental results of models for single-step forecasting

模型 l RSE CORR Exchange-Rate Traffic Electricity Solar-Energy Exchange-Rate Traffic Electricity Solar-Energy AR 3 0.023 0.606 0.091 0.244 0.976 0.785 0.887 0.971 6 0.028 0.628 0.101 0.379 0.965 0.763 0.864 0.926 12 0.035 0.628 0.112 0.591 0.954 0.763 0.853 0.811 24 0.045 0.639 0.123 0.870 0.942 0.752 0.875 0.531 VAR-MLP 3 0.027 0.561 0.145 0.192 0.853 0.821 0.875 0.983 6 0.039 0.663 0.167 0.268 0.875 0.775 0.842 0.966 12 0.040 0.606 0.156 0.424 0.831 0.797 0.821 0.906 24 0.057 0.628 0.134 0.684 0.777 0.785 0.862 0.715 GP 3 0.024 0.607 0.156 0.226 0.875 0.785 0.876 0.975 6 0.027 0.685 0.189 0.329 0.821 0.741 0.831 0.945 12 0.039 0.641 0.167 0.520 0.853 0.774 0.842 0.852 24 0.058 0.607 0.132 0.797 0.831 0.796 0.886 0.597 RNN-GRU 3 0.019 0.549 0.112 0.193 0.986 0.853 0.864 0.982 6 0.026 0.551 0.123 0.263 0.976 0.853 0.875 0.968 12 0.041 0.561 0.134 0.416 0.953 0.842 0.853 0.915 24 0.063 0.572 0.145 0.485 0.925 0.831 0.875 0.882 LSTNet 3 0.023 0.482 0.086 0.184 0.976 0.875 0.932 0.984 6 0.028 0.516 0.093 0.256 0.965 0.864 0.911 0.969 12 0.036 0.493 0.112 0.325 0.954 0.853 0.901 0.947 24 0.044 0.505 0.101 0.464 0.943 0.842 0.921 0.887 TPA-LSTM 3 0.019 0.459 0.082 0.180 0.987 0.886 0.943 0.985 6 0.026 0.461 0.092 0.235 0.976 0.875 0.932 0.974 12 0.036 0.471 0.096 0.323 0.965 0.886 0.921 0.949 24 0.046 0.482 0.112 0.439 0.942 0.864 0.911 0.908 MTGNN 3 0.019 0.426 0.088 0.178 0.987 0.909 0.945 0.985 6 0.026 0.471 0.091 0.235 0.977 0.875 0.943 0.973 12 0.035 0.459 0.101 0.311 0.976 0.897 0.932 0.951 24 0.046 0.461 0.112 0.427 0.954 0.886 0.943 0.903 SDGL 3 0.018 0.414 0.070 0.018 0.981 0.901 0.953 0.981 6 0.025 0.448 0.081 0.025 0.973 0.883 0.945 0.973 12 0.034 0.458 0.089 0.034 0.958 0.876 0.935 0.958 24 0.046 0.457 0.094 0.046 0.940 0.877 0.93 0.940 MTSGNN 3 0.016 0.365 0.075 0.016 0.986 0.921 0.972 0.986 6 0.023 0.415 0.079 0.023 0.982 0.942 0.961 0.982 12 0.032 0.405 0.089 0.032 0.987 0.957 0.952 0.987 24 0.041 0.415 0.089 0.041 0.965 0.943 0.963 0.965