1. Multivariate Time Series Forecasting with Dilated Residual Convolutional Neural Networks for Urban Air Quality Prediction.
- Author
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Benhaddi, Meriem and Ouarzazi, Jamal
- Subjects
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CONVOLUTIONAL neural networks , *TIME series analysis , *AIR quality , *RECURRENT neural networks , *FORECASTING , *DEEP learning - Abstract
Multivariate time series (MTS) forecasting is a research field that is gaining more and more importance as time series data generators proliferate in the growing era of Internet of Things. Deep learning architecture for MTS data has been and still a very active research area as there is no comprehensive comparative study of the different architectures, let alone a perfect architecture that can solve all types of time series modeling problem. In this paper, we start by highlighting time series analysis requirements, to propose a new model for conditional multivariate time series forecasting based on the lately introduced WaveNet architecture. Our model is composed of stacked residual causal dilated convolutions that provide large scope in time series history and foster learning of long-term dependencies. Parameterized skip connections allow catching early trends and properties while conditioning enables modeling the associations that exist between multivariate data. We used group normalization for its stability and independence from the batch size. We present a deep comparison of the structure, flexibility, flow control, memory consumption, robustness and stability capacities of our new model against those of recurrent neural networks state-of-the-art approaches—long-short-term-memory (LSTM) and gated recurrent unit (GRU). To assess the performances of our model, we conduct extensive experimental testing on the task of urban air quality prediction in Marrakesh city using six real-world multi-sensor and multivariate time series datasets. We compare the results of our model against the results of LSTM and GRU. Our experiments revealed that our proposed WaveNet-temporal-CNN outperform recurrent models ability to learn long-term dependencies in a time-efficient way. [ABSTRACT FROM AUTHOR]
- Published
- 2021
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