A recurrent neural network based on attention mechanism to predict the trend of univariate time series Online publication date: Tue, 08-Dec-2020
by Yunxin Liu
International Journal of Collaborative Intelligence (IJCI), Vol. 2, No. 2, 2020
Abstract: For the time series with high acquisition frequency and high noise, it is difficult to establish the prediction model directly. If we simply take their average values, we will lose a lot of trend information. Therefore, we studied how to accurately obtain the trend information of the time series and establish its accurate prediction model, and proposed a prediction model based on K-means clustering. The first step of the model is to obtain the trend information of the original time series based on the K-means clustering idea, and the second step is to use the gated recurrent unit based on the attention mechanism to establish a prediction model for the trend information. Experiments on three dataset show that the proposed K-means clustering method can effectively reduce noise interference and accurately obtain trend information. Comparative experiments on different prediction models show that our proposed prediction model has the best prediction accuracy.
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