TCN research on multi-variable time series prediction based on temporal convolutional neural network (Matlab code implementation)

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Intelligent optimization algorithm Neural network prediction Radar communication Wireless sensor Power system

Signal processing Image processing Path planning Cellular automaton Drone

Content introduction

Time series forecasting is an important data analysis technique that can be used to predict future trends and changes. Temporal convolutional neural network (TCN) is an emerging neural network structure that performs well in time series prediction. This article will introduce the algorithm steps to implement data regression prediction based on TCN.

  1. data preparation

First, we need to prepare the data for training and testing the model. The data should be a time series with a corresponding value for each time point. We can use historical data to train a model and then use the model to predict future values.

  1. Data preprocessing

Before inputting data into the model, we need to preprocess it. This includes normalizing and scaling the data to an appropriate range so that the model can better learn the characteristics of the data. We can also use techniques such as differencing and smoothing to further reduce noise in the data.

  1. Build model

Next, we need to build the TCN model. TCN is a convolutional neural network with depth and width that can handle time series of different lengths. When building the model, we need to specify some parameters such as convolution kernel size, number of filters, and pooling size. The choice of these parameters will affect the performance of the model.

  1. Training model

Once we have built the model, we can use the training data to train it. During the training process, we need to define the loss function and optimizer so that the model can learn the characteristics of the data and reduce errors. We can use techniques such as cross-validation and regularization to further improve the performance of the model.

  1. Model evaluation

After training the model, we need to evaluate it. We can use the test data to evaluate the performance of the model, such as calculating the mean square error and mean absolute error. We can also use visualization techniques, such as graphing predicted versus actual results, to help us understand the model’s performance.

  1. Model optimization

If we find that the performance of the model is not good enough, we can use some techniques to further optimize it. This includes adjusting the parameters of the model, adding regularization terms, and using more complex model structures. We can also use techniques such as ensemble learning and transfer learning to further improve the performance of the model.

  1. Model application

Finally, we can use the trained model to make predictions. We can apply models to new data sets to predict future trends and changes. We can also use techniques such as time series decomposition and periodic analysis to further analyze the data and extract useful information.

Summarize

This article introduces the algorithm steps to implement data regression prediction based on TCN. This method excels in time series forecasting and can be used to predict future trends and changes. By carefully tuning the model’s parameters and using some techniques, we can further improve the model’s performance. This method can be applied to many fields, such as finance, meteorology and transportation.

Part of the code

%% Clear environment variables
warning off % Turn off alarm information
close all % Close the open figure window
clear % clear variables
clc % clears the command line

%%  Import Data
res = xlsread('dataset.xlsx');

%% Divide training set and test set
temp = randperm(357);

P_train = res(temp(1: 240), 1: 12)';
T_train = res(temp(1: 240), 13)';
M = size(P_train, 2);

P_test = res(temp(241: end), 1: 12)';
T_test = res(temp(241: end), 13)';
N = size(P_test, 2);

%% Data normalization
[p_train, ps_input] = mapminmax(P_train, 0, 1);
p_test = mapminmax('apply', P_test, ps_input);
t_train = ind2vec(T_train);
t_test = ind2vec(T_test );

Run results

TCN research on multi-variable time series forecasting based on temporal convolutional neural network (Matlab code implementation)_ Drone

TCN Research on Multivariable Time Series Forecasting Based on Temporal Convolutional Neural Network (Matlab code implementation)_ Data_02Edit

References

[1] Ding Wei. Research on short-term forecasting of wind power power based on temporal convolutional neural network[J].[2023-10-26].

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1 Improvements and applications of various intelligent optimization algorithms
Production scheduling, economic scheduling, assembly line scheduling, charging optimization, workshop scheduling, departure optimization, reservoir scheduling, three-dimensional packing, logistics location selection, cargo space optimization, bus scheduling optimization, charging pile layout optimization, workshop layout optimization, Container ship stowage optimization, water pump combination optimization, medical resource allocation optimization, facility layout optimization, visible area base station and drone site selection optimization
2 Machine learning and deep learning
Convolutional neural network (CNN), LSTM, support vector machine (SVM), least squares support vector machine (LSSVM), extreme learning machine (ELM), kernel extreme learning machine (KELM), BP, RBF, width Learning, DBN, RF, RBF, DELM, XGBOOST, TCN realize wind power prediction, photovoltaic prediction, battery life prediction, radiation source identification, traffic flow prediction, load prediction, stock price prediction, PM2.5 concentration prediction, battery health status prediction, water body Optical parameter inversion, NLOS signal identification, accurate subway parking prediction, transformer fault diagnosis
2. Image processing
Image recognition, image segmentation, image detection, image hiding, image registration, image splicing, image fusion, image enhancement, image compressed sensing
3 Path planning
Traveling salesman problem (TSP), vehicle routing problem (VRP, MVRP, CVRP, VRPTW, etc.), UAV three-dimensional path planning, UAV collaboration, UAV formation, robot path planning, raster map path planning , multimodal transportation problems, vehicle collaborative UAV path planning, antenna linear array distribution optimization, workshop layout optimization
4 UAV application
UAV path planning, UAV control, UAV formation, UAV collaboration, UAV task allocation, and online optimization of UAV safe communication trajectories
5 Wireless sensor positioning and layout
Sensor deployment optimization, communication protocol optimization, routing optimization, target positioning optimization, Dv-Hop positioning optimization, Leach protocol optimization, WSN coverage optimization, multicast optimization, RSSI positioning optimization
6 Signal processing
Signal recognition, signal encryption, signal denoising, signal enhancement, radar signal processing, signal watermark embedding and extraction, EMG signal, EEG signal, signal timing optimization
7 Power system aspects
Microgrid optimization, reactive power optimization, distribution network reconstruction, energy storage configuration
8 cellular automata
Traffic flow, crowd evacuation, virus spread, crystal growth
9 Radar
Kalman filter tracking, track correlation, track fusion