A Bi-GRU-based encoder-decoder framework for multivariate time series forecasting

被引:12
作者
Balti, Hanen [1 ]
Ben Abbes, Ali [1 ]
Farah, Imed Riadh [1 ]
机构
[1] Univ Manouba, RIADI Lab, ENSI, Manouba 2010, Tunisia
关键词
Deep learning; Multivariate time series; Encoder-decoder; Drought forecasting; PREDICTION; NORTH;
D O I
10.1007/s00500-023-09531-9
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Drought forecasting is crucial for minimizing the effects of drought, alerting people to its dangers, and assisting decision-makers in taking preventative action. This article suggests an encoder-decoder framework for multivariate times series (EDFMTS) forecasting. EDFMTS is composed of three layers: a temporal attention context layer, a gated recurrent unit (GRU)-based decoder component, and a bidirectional gated recurrent unit (Bi-GRU)-based encoder component. The proposed framework was evaluated usingmultivariate gathered from various sources in China (remote-sensing sensors, climate sensors, biophysical sensors, and so on). According to experimental results, the proposed framework outperformed the baselinemethods in univariate and multivariate times series (TS) forecasting. The correlation coefficient of determination (R-2), root-meansquared error (RMSE), and the mean absolute error (MAE) were used for the evaluation of the framework performance. The R-2, RMSE, and MAE are 0.94, 0.20, and 0.13, respectively, for EDFMTS. In contrast, the RMSE provided by autoregressive integrated moving average (ARIMA), PROPHET, long short-term memory (LSTM), GRU and convolutional neural network (CNN)-LSTM are 0.72, 0.92, 0.36, 0.40, and 0.27, respectively.
引用
收藏
页码:6775 / 6786
页数:12
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