| 研究生: |
楊舒惠 Yang, Shu-Huei |
|---|---|
| 論文名稱: |
製造業銷量預測訂單與防疫策略於疫情時代 Manufacturing Sales Forecasting and Epidemic Prevention Policies in Epidemic Era |
| 指導教授: |
王宏鍇
Wang, Hung-Kai |
| 共同指導教授: |
李家岩
Lee, Chia-Yen |
| 學位類別: |
碩士 Master |
| 系所名稱: |
電機資訊學院 - 製造資訊與系統研究所 Institute of Manufacturing Information and Systems |
| 論文出版年: | 2022 |
| 畢業學年度: | 110 |
| 語文別: | 英文 |
| 論文頁數: | 60 |
| 中文關鍵詞: | 圖卷積網路 、時間序列 、相關變量 、時間序列分解 、數據稀缺性 、數據擴增和正則化 |
| 外文關鍵詞: | graph convolutional networks, time series, variable correlation, time series decomposition, data scarcity, data augmentation and regularization |
| 相關次數: | 點閱:161 下載:30 |
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由於數據易於獲得,時空模型變得更加重要,而圖卷積網路(Graph Convolution Network, GCN) 因為可以考慮圖中的信息,也可以考慮到它的鄰居為模型提供更多信息。然而,圖卷積網路GCN 卻很少應用於序列數據。 Attention-adjusted Graph Spatio-Temporal Network (AGSTN) 解決了圖卷積網路預測需要提前定義圖像並針對特定類型數據的問題,結合多層圖卷積網路(Multi-Graph Convolution Network, MGCN)和注意力調整(attention)來學習隨時間變化的空間和時間相關性,最終順利將 圖卷積網路應用於時間序列預測。
本文基於AGSTN的方法,並將此模型應用於一般數據集,除了希望解決原始序列模型(Long Short-Term Memory, LSTM)在預測中遇到的變量相關問題,我們還通過數據擴增(Data Augmentation)和正則化(Regularization)的方法解決了數據稀缺帶來的收斂問題,從原本的約50%的收斂機率進步到100%收斂。最後,將修改後的模型用於製造業相關數據,並使用不同的時間區段進行模型驗證。此外,在修正模型中我們還添加了時間序列分解特徵和防疫策略的變量等附加特徵來替換原來的本徵模式函數(Intrinsic Mode Function, IMF) 特徵,兩者都能改善模型表現,前者可將評估模型的均方誤差(Mean Squared Error, MSE)改善約20%;而後者則可使預測變量在變動幅度較大的時間範圍內預測較為準確。
Spatial-Temporal Model becomes more important due to the easy availability of data, and the GCN can provide more information to the model because it can take into account the information in the graph but also to its neighbors. However, GCN is rarely applied to sequence data. Attention-adjusted Graph Spatio-Temporal Network (AGSTN) solves the problem that GCN prediction needs to define images in advance and target specific types of data. Combining multi-graph convolution and attention adjustment to learn spatial and temporal correlations over time. Then GCN is applied to time series forecasting.
This paper is based on AGSTN, and this model is applied to non-sensor datasets, we hope to solve the variable-related problems encountered in the prediction of the original sequence model. At the same time, we also solves the convergence problem caused by scarcity of data through a method of data Augmentation and regularization. Convergence probability is improved from 50% to 100%.
Finally, the modified model was used in manufacturing-related data, and use different time periods to do model verification. Furthermore, additional features such as time series decomposition features and policy variable were added to replace the original IMF features, both of them make the model perform better. The mean squared error (MSE) of the model evaluation is improved about 20% in time series decomposition features; the latter makes the prediction to be more accurate in time horizons with large fluctuations.
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