• 中国计算机学会会刊
  • 中国科技核心期刊
  • 中文核心期刊

计算机工程与科学 ›› 2021, Vol. 43 ›› Issue (07): 1299-1307.

• 人工智能与数据挖掘 • 上一篇    下一篇

基于时间点过程的时间序列预测模型

郭全盛,李栋,张蕾,魏楚元   

  1. (北京建筑大学电气与信息工程学院,北京 100044)
  • 收稿日期:2020-05-26 修回日期:2020-07-06 接受日期:2021-07-25 出版日期:2021-07-25 发布日期:2021-08-17
  • 基金资助:
    国家重点研发计划(2020YFF0305504);北京市社会科学基金(20GLC059);住房城乡建设部科学技术计划(2017-R2-018);北京市教委科研项目-科技计划(面上项目)(Z20018)

A time series prediction model based on temporal point process

GUO Quan-sheng,LI Dong,ZHANG Lei,WEI Chu-yuan   

  1. (School of Electrical and Information Engineering,
    Beijing University of Civil Engineering and Architecture,Beijing 100044,China)
  • Received:2020-05-26 Revised:2020-07-06 Accepted:2021-07-25 Online:2021-07-25 Published:2021-08-17

摘要: 对城市中发生的事件进行有效预测,可以为政府避免、控制或减轻相关的社会风险提供决策支撑。首先,提出基于积分求导法的条件强度函数式,提高序列预测精度;其次,构建基于递归神经网络和累积危险函数的时间点过程模型,通过递归神经网络捕获历史事件的非线性依赖关系,利用全连接网络获得累积危险函数;最后,选择具有代表性的合成数据集和真实数据集对几种模型的性能进行对比分析。实验结果表明,所提模型可以更好地进行城市事件的时间序列预测,在平均绝对误差、平均负对数似然值等方面均优于传统的时间点过程模型,说明了模型的优越性。

关键词: 时间点过程;递归神经网络;时间序列;累积危险函数;对数似然函数 ,

Abstract:

The effective prediction of the urban events can provide the decision support for the government to avoid, control or mitigate the relevant social risks. Firstly, a conditional strength function based on integral derivative method is proposed to improve the precision of sequence prediction. Secondly, a temporal point process model based on recurrent neural network and cumulative hazard function is constructed. The nonlinear dependence of historical events is captured by recurrent neural network, and the cumulative hazard function is obtained by fully connected network. Finally, the representative synthetic data sets and real data sets are selected to compare the performance of several models. The experimental results show that the proposed method can better predict the time series of urban events, and is superior to the traditional temporal point processes in the aspects of mean absolute error and mean negative log-likelihood, which exhibits the superiority of the model.



Key words: temporal point process, recurrent neural network, time series, cumulative hazard function, log-likelihood function