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PFVAE: A Planar Flow-Based Variational Auto-Encoder Prediction Model for Time Series Data

Author

Listed:
  • Xue-Bo Jin

    (Artificial Intelligence College, Beijing Technology and Business University, Beijing 100048, China
    China Light Industry Key Laboratory of Industrial Internet and Big Data, Beijing Technology and Business University, Beijing 100048, China)

  • Wen-Tao Gong

    (Artificial Intelligence College, Beijing Technology and Business University, Beijing 100048, China
    China Light Industry Key Laboratory of Industrial Internet and Big Data, Beijing Technology and Business University, Beijing 100048, China)

  • Jian-Lei Kong

    (Artificial Intelligence College, Beijing Technology and Business University, Beijing 100048, China
    China Light Industry Key Laboratory of Industrial Internet and Big Data, Beijing Technology and Business University, Beijing 100048, China)

  • Yu-Ting Bai

    (Artificial Intelligence College, Beijing Technology and Business University, Beijing 100048, China
    China Light Industry Key Laboratory of Industrial Internet and Big Data, Beijing Technology and Business University, Beijing 100048, China)

  • Ting-Li Su

    (Artificial Intelligence College, Beijing Technology and Business University, Beijing 100048, China
    China Light Industry Key Laboratory of Industrial Internet and Big Data, Beijing Technology and Business University, Beijing 100048, China)

Abstract
Prediction based on time series has a wide range of applications. Due to the complex nonlinear and random distribution of time series data, the performance of learning prediction models can be reduced by the modeling bias or overfitting. This paper proposes a novel planar flow-based variational auto-encoder prediction model (PFVAE), which uses the long- and short-term memory network (LSTM) as the auto-encoder and designs the variational auto-encoder (VAE) as a time series data predictor to overcome the noise effects. In addition, the internal structure of VAE is transformed using planar flow, which enables it to learn and fit the nonlinearity of time series data and improve the dynamic adaptability of the network. The prediction experiments verify that the proposed model is superior to other models regarding prediction accuracy and proves it is effective for predicting time series data.

Suggested Citation

  • Xue-Bo Jin & Wen-Tao Gong & Jian-Lei Kong & Yu-Ting Bai & Ting-Li Su, 2022. "PFVAE: A Planar Flow-Based Variational Auto-Encoder Prediction Model for Time Series Data," Mathematics, MDPI, vol. 10(4), pages 1-17, February.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:4:p:610-:d:751227
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    References listed on IDEAS

    as
    1. Xue-Bo Jin & Wei-Zhen Zheng & Jian-Lei Kong & Xiao-Yi Wang & Min Zuo & Qing-Chuan Zhang & Seng Lin, 2021. "Deep-Learning Temporal Predictor via Bidirectional Self-Attentive Encoder–Decoder Framework for IOT-Based Environmental Sensing in Intelligent Greenhouse," Agriculture, MDPI, vol. 11(8), pages 1-25, August.
    2. Xiao Zhang & Feng Ding, 2020. "Hierarchical parameter and state estimation for bilinear systems," International Journal of Systems Science, Taylor & Francis Journals, vol. 51(2), pages 275-290, January.
    3. Taewoon Kong & Dongguen Choi & Geonseok Lee & Kichun Lee, 2021. "Air Pollution Prediction Using an Ensemble of Dynamic Transfer Models for Multivariate Time Series," Sustainability, MDPI, vol. 13(3), pages 1-17, January.
    4. Thanongsak Xayasouk & HwaMin Lee & Giyeol Lee, 2020. "Air Pollution Prediction Using Long Short-Term Memory (LSTM) and Deep Autoencoder (DAE) Models," Sustainability, MDPI, vol. 12(6), pages 1-17, March.
    5. Emerson Rodolfo Abraham & João Gilberto Mendes dos Reis & Oduvaldo Vendrametto & Pedro Luiz de Oliveira Costa Neto & Rodrigo Carlo Toloi & Aguinaldo Eduardo de Souza & Marcos de Oliveira Morais, 2020. "Time Series Prediction with Artificial Neural Networks: An Analysis Using Brazilian Soybean Production," Agriculture, MDPI, vol. 10(10), pages 1-18, October.
    6. Ling Xu & Feng Ding & Quanmin Zhu, 2021. "Decomposition strategy-based hierarchical least mean square algorithm for control systems from the impulse responses," International Journal of Systems Science, Taylor & Francis Journals, vol. 52(9), pages 1806-1821, July.
    7. Xue-Bo Jin & Wei-Zhen Zheng & Jian-Lei Kong & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Seng Lin, 2021. "Deep-Learning Forecasting Method for Electric Power Load via Attention-Based Encoder-Decoder with Bayesian Optimization," Energies, MDPI, vol. 14(6), pages 1-18, March.
    8. Agga, Ali & Abbou, Ahmed & Labbadi, Moussa & El Houm, Yassine, 2021. "Short-term self consumption PV plant power production forecasts based on hybrid CNN-LSTM, ConvLSTM models," Renewable Energy, Elsevier, vol. 177(C), pages 101-112.
    9. Xue-Bo Jin & Xing-Hong Yu & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Jian-Lei Kong, 2020. "Deep Learning Predictor for Sustainable Precision Agriculture Based on Internet of Things System," Sustainability, MDPI, vol. 12(4), pages 1-18, February.
    10. Xue-Bo Jin & Nian-Xiang Yang & Xiao-Yi Wang & Yu-Ting Bai & Ting-Li Su & Jian-Lei Kong, 2020. "Deep Hybrid Model Based on EMD with Classification by Frequency Characteristics for Long-Term Air Quality Prediction," Mathematics, MDPI, vol. 8(2), pages 1-17, February.
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