融合结构化信息与时序演化信息的多变量间歇性时间序列预测
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1. 河南师范大学 计算机与信息工程学院,河南 新乡 453007;2. 株洲中车时代电气股份有限公司, 湖南 株洲 412000;3. “智慧商务与物联网技术”河南省工程实验室,河南 新乡 453007

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E-mail: maowt@htu.edu.cn.

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TP181

基金项目:

国家重点研发计划专项项目(2018YFB1701400);河南省科技攻关项目(212102210103).


Multivariate intermittent time series forecasting with fusion of structured information and temporal evolution information
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Affiliation:

1. School of Computer and Information Engineering,Henan Normal University,Xinxiang 453007,China;2. Zhuzhou China Railway Rolling Stock Corporation Company Limited,Zhuzhou 412000,China;3. Engineering Lab of Intelligence Business & Internet of Things,Henan Province,Xinxiang 453007,China

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    摘要:

    复杂装备制造企业的售后配件需求不定时发生、需求波动大,导致需求数据呈现典型的间歇性、小样本特点.当面对间歇性程度高、突发需求较大的序列时,现有预测模型难以准确捕获其需求波动规律,无法有效预测配件需求走势.为提高多组配件的预测精度和稳定性,同时考虑序列间结构化信息和序列自身时序演化信息,提出一种新的多变量间歇性时间序列预测方法.首先,提出一种基于张量的轻型梯度提升机模型,通过张量分解,重构原始需求数据,修正序列中的异常需求值,并利用轻型梯度提升机对多组序列进行联合预测;然后,构建一种新的线性衰减修正模型,将修正因子引入线性衰减指数平滑方法,对每条序列分别预测需求量和间隔区间;最后,将2个预测模型进行加权融合,得到最终预测结果.分别在2个复杂装备制造企业的售后配件需求数据集上进行实验验证,实验结果表明,与多个时间序列预测算法相比,所提出方法能够有效预测需求波动趋势,提升预测精度和数值稳定性.

    Abstract:

    After-sale accessory demand of complex equipment manufacturing enterprises tends to occur irregularly and fluctuates greatly, which leads to typical intermittent and small sample characteristics of demand data. When facing the series with high intermittence and large sudden demand, the existing prediction models are difficult to accurately capture the demand fluctuation rule and can not effectively predict the trend of parts demand. In order to improve the prediction accuracy and stability of multi-group parts, this paper proposes a new multivariate intermittent time series forecasting method by considering both structured information between sequences and time series evolution information. Firstly, a tensor-based light gradient boosting machine model is proposed, the original demand data is reconstructed through tensor decomposition to correct abnormal demand values in the sequences, and use the light gradient boosting machine to jointly predict multiple sequences. Then, a new linear decay correction model is constructed, and a correction factor is introduced into the linear decay exponential smoothing method to predict the demand and interval respectively for each sequence. Finally, the two prediction models are weighted and fused to obtain the final prediction results. Experimental validation is conducted on two complex equipment manufacturing enterprises' aftermarket parts demand datasets respectively, and the results show that, compared with several time series forecasting algorithms, the proposed method can effectively predict the demand fluctuation trend and improve the prediction accuracy and numerical stability.

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范黎林,杨凯,毛文涛,等.融合结构化信息与时序演化信息的多变量间歇性时间序列预测[J].控制与决策,2024,39(1):263-270

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  • 在线发布日期: 2023-12-14
  • 出版日期: 2024-01-20
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