论文标题

部分可观测时空混沌系统的无模型预测

AutoTS: Automatic Time Series Forecasting Model Design Based on Two-Stage Pruning

论文作者

Wang, Chunnan, Chen, Xingyu, Wu, Chengyue, Wang, Hongzhi

论文摘要

自动时间序列预测(TSF)模型设计旨在帮助用户为给定时间序列数据方案有效设计合适的预测模型,这是一个新的研究主题。在本文中,我们提出了自动算法,试图利用现有的设计技能和设计有效的搜索方法来有效解决此问题。在Autots中,我们从现有的TSF作品中提取有效的设计经验。我们允许从不同来源的设计经验有效组合,以创建一个有效的搜索空间,其中包含各种TSF模型来支持不同的TSF任务。考虑到巨大的搜索空间,在自动中,我们提出了一种两阶段的修剪策略,以减少搜索难度并提高搜索效率。此外,在自动方面,我们介绍了知识图,以揭示模块选项之间的关联。我们充分利用这些关系信息来学习每个模块选项的更高级别功能,以便进一步提高搜索质量。广泛的实验结果表明,自动对TSF区域非常适合。它比现有的神经体系结构搜索算法更有效,并且可以比手动设计的更快地设计强大的TSF模型。

Automatic Time Series Forecasting (TSF) model design which aims to help users to efficiently design suitable forecasting model for the given time series data scenarios, is a novel research topic to be urgently solved. In this paper, we propose AutoTS algorithm trying to utilize the existing design skills and design efficient search methods to effectively solve this problem. In AutoTS, we extract effective design experience from the existing TSF works. We allow the effective combination of design experience from different sources, so as to create an effective search space containing a variety of TSF models to support different TSF tasks. Considering the huge search space, in AutoTS, we propose a two-stage pruning strategy to reduce the search difficulty and improve the search efficiency. In addition, in AutoTS, we introduce the knowledge graph to reveal associations between module options. We make full use of these relational information to learn higher-level features of each module option, so as to further improve the search quality. Extensive experimental results show that AutoTS is well-suited for the TSF area. It is more efficient than the existing neural architecture search algorithms, and can quickly design powerful TSF model better than the manually designed ones.

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