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研究生: 蕭佳媛
Chia-Yuan Hsiao
論文名稱: 通過時序模式的注意力機制和時間分佈匹配進行時間序列預測的域適應
Domain Adaptation for Time Series Forecasting via Temporal Pattern Attention and Temporal Distribution Matching
指導教授: 花凱龍
Kai-Lung Hua
口試委員: 花凱龍
鍾國亮
陳怡伶
陳雅蓁
劉士弘
學位類別: 碩士
Master
系所名稱: 電資學院 - 資訊工程系
Department of Computer Science and Information Engineering
論文出版年: 2022
畢業學年度: 110
語文別: 英文
論文頁數: 35
中文關鍵詞: 時間序列預測域適應
外文關鍵詞: Time Series Forecasting, Domain Adaptation
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  • 域適應通常用於解決計算機視覺領域中的域轉移問題。領域適應是具有挑戰性任務,同時對於時間序列數據,任務會變得更加複雜。考慮到數據的依賴性以及時間戳的關係,時間序列數據會更有複雜性。目前大多數方法基於適用於非時間序列數據的域適應的解決方案來解決這個問題。但這些方法仍然不足,因為時間戳之間的依賴關係並沒有被充分利用或考慮。本文提出了一種時間注意機制,能夠更好地捕捉歷史數據中的潛在模式。這也使模型能夠學習重要的來源和目標域特徵。之後,我們利用時間分佈匹配機制來關聯來源域和目標域。對兩個真實世界數據集的實驗驗證了我們提出的模型實現了最先進的結果。


    Domain adaptation is commonly used to address the domain shift problem in the computer vision field. Domain adaptation alone is challenging, but the task becomes even more complicated concerning time series data. Time series data involves added complexity considering the dependencies of data with considerations on timestamps. Most approaches address this problem by borrowing solutions from domain adaptation that works with non-time series data. This is insufficient since the dependency between timestamps is not fully utilized or considered. This paper proposes a temporal attention mechanism to better capture latent patterns in historical data. This also enables the model to learn important source and target domain features. Afterwhich we leveraged a temporal distribution matching mechanism to associate between source and target domain. Experiments on two real-world datasets verify that our proposed model achieves state-of-the-art results.

    Contents Recommendation Letter . . . . . . . . . . . . . . . . . . . . . . . . i Approval Letter . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii Abstract in Chinese . . . . . . . . . . . . . . . . . . . . . . . . . . iii Abstract in English . . . . . . . . . . . . . . . . . . . . . . . . . . iv Contents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v List of Figures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii List of Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix 1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 2 Related works . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3 Our proposed model . . . . . . . . . . . . . . . . . . . . . . . . 9 3.1 Temporal Pattern Attention . . . . . . . . . . . . . . . . . 10 3.1.1 Problem Formulation . . . . . . . . . . . . . . . . 13 3.1.2 Temporal Pattern Detection using CNN . . . . . . 13 3.1.3 Proposed Attention Mechanism . . . . . . . . . . 14 3.2 Temporal Distribution Match . . . . . . . . . . . . . . . . 15 3.2.1 Temporal distribution matching . . . . . . . . . . 17 3.2.2 Boosting-based importance evaluation . . . . . . . 19 3.3 Computation of the distribution distance . . . . . . . . . . 20 4 Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 4.1 Dataset . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 4.1.1 Air Quality Forecast Dataset. . . . . . . . . . . . . 21 4.1.2 Solar Power Forecast Dataset. . . . . . . . . . . . 22 4.2 Baseline . . . . . . . . . . . . . . . . . . . . . . . . . . . 22 4.3 Distribution distance . . . . . . . . . . . . . . . . . . . . 30 5 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

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