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Abstract:
Modular neural networks have shown distinct advantages in many regimes due to the "modular design". However, how to design an effective decomposition algorithm for improving the prediction accuracy is still a challenge for time series prediction. In this article, a novel modular neural network model based on empirical mode decomposition (EMD) technique and multi-view learning (MNN-EMDMVL) is introduced for time series prediction, which can simultaneously and effectively decompose time series and improve the prediction accuracy of time series. Most of modular neural networks divide time series based on sample space using clustering algorithm without considering its time characteristic, which has an undesirable effect on prediction accuracy. Therefore, the structure of the proposed model consists of two parts: (1) time series decomposition, which can decompose time series into several subseries. (2) network learning, which can further improve the prediction performance of model. Firstly, this paper employs EMD technique to decompose time series into several subseries based on the local characteristic time scale, which can help subnetworks to learn the decomposed subseries more easily. But some subseries with high frequency feature fluctuates greatly, and changes fleetly, which may restrict the performance of subnetworks. Therefore, a novel multi-view learning with winner-take-all strategy (MVWTAS) is proposed to further improve the prediction performance of subnetworks. In MVWTAS, one or more views (features) of subseries with high frequency are selected as the auxiliary tasks and simultaneously learned. Then, the "best model" can be obtained from the auxiliary and main tasks in each time period of the subseries using winner-take-all strategy, thereby improving the prediction accuracy of the subseries with high frequency. Finally, experimental investigations using two benchmark time series and two real-world time series show that compared with other modular neural networks and single modes, MNN-EMDMVL has the distinct advantage in the terms of prediction performance both by time series decomposition using EMD and the developed multi-view learning with winner-take-all strategy.
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Source :
SOFT COMPUTING
ISSN: 1432-7643
Year: 2023
Issue: 17
Volume: 27
Page: 12609-12624
4 . 1 0 0
JCR@2022
ESI Discipline: COMPUTER SCIENCE;
ESI HC Threshold:19
Cited Count:
WoS CC Cited Count: 1
SCOPUS Cited Count: 3
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 3
Affiliated Colleges: