面向长期时间序列预测的多尺度双流架构

王美佳,张帆,王桦,张明丽,张彩明

Multi-scale dual-stream architecture for long-term time series forecasting

Meijia WANG,Fan ZHANG,Hua WANG,Mingli ZHANG,Caiming ZHANG

表 2 不同模型在多个标准多元时间序列数据集上的长期预测结果(MSE)

Tab.2 Long-term forecasting results of different models on multiple standard multivariate time series datasets (MSE)

数据集 MSE Patchflow xPatch SimpleTM FilterTS Pathformer TimeMixer PatchTST TimesNet MICN DLinear ETTh1 0.420 0.428 0.423 0.434 0.439 0.447 0.446 0.458 0.440 0.456 ETTh2 0.311 0.319 0.354 0.376 0.344 0.365 0.376 0.414 0.408 0.559 ETTm1 0.369 0.377 0.381 0.385 0.382 0.381 0.391 0.400 0.406 0.403 ETTm2 0.261 0.267 0.275 0.277 0.273 0.275 0.282 0.291 0.290 0.350 Weather 0.236 0.232 0.243 0.245 0.239 0.240 0.256 0.259 0.274 0.265 Traffic 0.500 0.500 0.444 0.470 0.501 0.485 0.515 0.620 0.585 0.625 Electricity 0.183 0.179 0.186 0.181 0.182 0.182 0.203 0.193 0.209 0.212 Exchange 0.344 0.375 0.424 0.350 0.401 0.408 0.369 0.416 0.589 0.354 ILI 1.432 1.442 4.915 2.425 1.563 1.708 2.110 2.184 2.653 2.616