对于时间序列而言,想做神经网络和传统时序结合一起时序建模,请问目前有什么好的方法吗 - V2EX
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fang151liu

对于时间序列而言,想做神经网络和传统时序结合一起时序建模,请问目前有什么好的方法吗

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  •   fang151liu May 28, 2020 3242 views
    This topic created in 2186 days ago, the information mentioned may be changed or developed.
    4 replies    2020-05-28 13:51:23 +08:00
    MinQ
        1
    MinQ  
       May 28, 2020
    的确有传统算法和神经网络结合的建模,类似于 Wide-Deep,Wide 部分可以放传统算法计算出来的特征……但还真没听说过有人搞时间序列结合的
    menc
        2
    menc  
       May 28, 2020
    第一种方法,直接做 ensemble ;
    第二种方法,用传统的时序方法做的预测结果作为一维特征传入 RNN cell
    laminux29
        3
    laminux29  
       May 28, 2020
    个人短见:没好方法,原因如下。

    时间精度低了,没什么意义。

    时间精度高了,没什么硬件能处理。
    dayeye2006199
        4
    dayeye2006199  
       May 28, 2020
    这个是 uber 拿下 M4 预测比赛的方案,使用的就是传统时序+神经网络混合的方法。不是简单的 ensemble 方案,而是将传统方法的 parametric form 加入了神经网络的结构设计中: https://eng.uber.com/m4-forecasting-competition/
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