MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network

Time series is a huge quantity of data related to time sequence in real life and its forecast remains challenging. In this paper, a deep learning model, which is called MSRN-Informer (Multi-scale Residual Network Improved Informer) model, is proposed to enhance the precision of time series forecast....

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Main Authors: Xiaohui Wang, Mengchen Xia, Weiwei Deng
Format: Article
Language:English
Published: IEEE 2023-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/10164113/
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author Xiaohui Wang
Mengchen Xia
Weiwei Deng
author_facet Xiaohui Wang
Mengchen Xia
Weiwei Deng
author_sort Xiaohui Wang
collection DOAJ
description Time series is a huge quantity of data related to time sequence in real life and its forecast remains challenging. In this paper, a deep learning model, which is called MSRN-Informer (Multi-scale Residual Network Improved Informer) model, is proposed to enhance the precision of time series forecast. A multi-scale structure is added in Informer model to extract data features of different scales, and a residual network is applied to reduce data loss, which can reduce the waste of significant resources and overfitting caused by increasing the depth of the network in traditional improvement methods. To prove the effectiveness of the presented MSRN-Informer model, it is compared with Informer, Informer + and ARIMA methods on four datasets. The results show that MSRN-Informer has a better prediction ability and show a reduced error. The research findings of this paper can be potentially used as reliable reference and basis for effective time series prediction.
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spelling doaj.art-ba893bfb459343de9d00da90fc730b512023-07-04T23:00:17ZengIEEEIEEE Access2169-35362023-01-0111650596506510.1109/ACCESS.2023.328982410164113MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual NetworkXiaohui Wang0Mengchen Xia1https://orcid.org/0000-0001-8221-9660Weiwei Deng2School of Electrical and Information Engineering, Beijing University of Civil Engineering and Architecture, Beijing, ChinaSchool of Electrical and Information Engineering, Beijing University of Civil Engineering and Architecture, Beijing, ChinaSchool of Electrical and Information Engineering, Beijing University of Civil Engineering and Architecture, Beijing, ChinaTime series is a huge quantity of data related to time sequence in real life and its forecast remains challenging. In this paper, a deep learning model, which is called MSRN-Informer (Multi-scale Residual Network Improved Informer) model, is proposed to enhance the precision of time series forecast. A multi-scale structure is added in Informer model to extract data features of different scales, and a residual network is applied to reduce data loss, which can reduce the waste of significant resources and overfitting caused by increasing the depth of the network in traditional improvement methods. To prove the effectiveness of the presented MSRN-Informer model, it is compared with Informer, Informer + and ARIMA methods on four datasets. The results show that MSRN-Informer has a better prediction ability and show a reduced error. The research findings of this paper can be potentially used as reliable reference and basis for effective time series prediction.https://ieeexplore.ieee.org/document/10164113/Time seriesinformer1D-CNNmulti-scaleresidual network
spellingShingle Xiaohui Wang
Mengchen Xia
Weiwei Deng
MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
IEEE Access
Time series
informer
1D-CNN
multi-scale
residual network
title MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
title_full MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
title_fullStr MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
title_full_unstemmed MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
title_short MSRN-Informer: Time Series Prediction Model Based on Multi-Scale Residual Network
title_sort msrn informer time series prediction model based on multi scale residual network
topic Time series
informer
1D-CNN
multi-scale
residual network
url https://ieeexplore.ieee.org/document/10164113/
work_keys_str_mv AT xiaohuiwang msrninformertimeseriespredictionmodelbasedonmultiscaleresidualnetwork
AT mengchenxia msrninformertimeseriespredictionmodelbasedonmultiscaleresidualnetwork
AT weiweideng msrninformertimeseriespredictionmodelbasedonmultiscaleresidualnetwork