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    融合时序卷积网络与傅里叶分解的时序预测模型

    Time Series Prediction Model Combining Temporal Convolutional Network and Fourier Decomposition

    • 摘要: 针对时间序列预测任务中复杂非线性模型计算复杂度高且对噪声敏感的问题,本文提出了一种融合时序卷积网络(Temporal Convolutional Network, TCN)与傅里叶分解的 FDTCNLinear 模型。该方法先利用傅里叶变换分离时序信号的长期趋势与季节周期项,随后采用线性层高效外推长期趋势,并通过多尺度 TCN 挖掘季节项的长短期依赖。此外,本文还提出了一种自适应动态加权混合损失函数(Dynamic Weighted Hybrid Loss, DWHL)函数,结合均方误差与平均绝对误差动态调整权重以降低异常值干扰。在多个公开基准数据集上的实验表明,所提模型在不同预测长度下的精度均显著优于当前Transformer模型与线性模型方法。

       

      Abstract: To tackle the high computational complexity and noise sensitivity of complex nonlinear models for time series forecasting, this paper proposes FDTCNLinear, a novel model integrating Temporal Convolutional Network (TCN) and Fourier decomposition. The model first leverages Fourier transform to decompose time-series signals into long-term trend and seasonal-cyclic components. It then adopts a linear layer for efficient extrapolation of long-term trends, and employs a multi-scale TCN to mine long- and short-term temporal dependencies hidden within seasonal components. In addition, this paper designs an adaptive Dynamic Weighted Hybrid Loss (DWHL) function. By dynamically balancing the weights of Mean Squared Error (MSE) and Mean Absolute Error (MAE), this loss alleviates disturbances caused by outliers. Experiments on multiple public benchmark datasets verify that the proposed model achieves remarkably higher prediction accuracy than state-of-the-art Transformer-based models and linear baselines across all prediction horizons.

       

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