Forecasting for Chaotic Time Series Based on GRP-lstmGAN Model: Application to Temperature Series of Rotary Kiln
Abstract
:1. Introduction
- This paper proposes to use GRP to transform the series into a two-dimensional image, which gives a priori knowledge about similarity and predictability by explaining the global and local information of the time series.
- Compared with WGAN-gp, our GAN model employs one generator and two discriminators, which enhances the convergence speed of the GAN and generates a more realistic GRP.
- A new chaotic time series forecasting model is put forward, which combines GAN and LSTM to automatically extract the features of the time series by the convolutional neural network (CNN). It achieved the highest prediction accuracy compared to the other models.
- Most existing models do not consider the time delay between the model input and output variables; however, when using multiple variables for prediction, it is important to consider the correlation between time series. In this paper, we find that choosing the appropriate time delay can improve the prediction accuracy through experiments.
- Images cannot be used as an input to LSTM. Therefore, a suitable image feature-extraction method is needed to not only reduce the input vector dimension but also to reserve as much information as possible. This paper analyzes the impact of different feature-extraction methods on the prediction accuracy.
2. Preliminary Knowledge
2.1. Formulation of Temperature of Rotary Kiln Predicting Problem
2.2. Phase Space Reconstruction
2.3. Recurrence Plot
2.4. Generative Adversarial Networks
3. GRP-lstmGAN Model for Temperature Predict
4. Data Source
5. Experiments
- To allow the WGAN-gp to generate a more realistic method than the original method.
- To compare the accuracy of our model with other prediction models for ST prediction.
- To improve the prediction accuracy by analyzing the time delay characteristics of the input and output.
- To improve the prediction accuracy by analyzing the features of different feature-extraction methods.
5.1. Compare of the GANs
Algorithm 1 Improve WGAN-gp for RP Training Algorithm |
Require: The batch size , the number of discriminator iterations per generator iteration , the gradient penalty coefficient , the learning rate Require: Initial generator parameters , initial discriminator parameters while has not converged do for do for do Sample real data , a random number. Sample latent variable . Sample . end for end for Sample a batch of latent variables where end while |
5.2. Accuracy of GRP-LSTMGAN Prediction
- By comparison with other methods, the proposed model has the highest prediction accuracy, and all of the indicators are optimal.
- The precision of all of the methods using GRP is significantly higher than that using PSR. Further comparison of the precision of PSR-LSTM and GRP-LSTM shows that GRP provides more local and global information about the time series to improve the precision of the predictor compared to PSR (LSTM uses the same architecture, hyperparameters, and optimizer).
- The GRP-LSTM-Autoencoder and the proposed model use the same architecture. For comparison, our proposed model is trained using Algorithm 2, and the GAN of GRP-LSTM will not be pre-trained. The lower error shows that our proposed training method can take advantage of the GAN image generation to strengthen the model-prediction accuracy.
Algorithm 2 GRP-LSTMGAN Training Algorithm |
Require: The batch size , the learning rate Require: Initial LSTM parameters , Train GAN with Algorithm 1. Connecting GAN and LSTM, freeze parameters. for number of training iterations do Sample a batch from the pre-processing data. end for |
5.3. The Effect of Time Delay
5.4. Comparing The Effects of Different GRP Feature-Extraction Methods on Forecast Precision
6. Conclusions
Author Contributions
Funding
Conflicts of Interest
Abbreviations
RP | Recurrence Plot |
GRP | Global Recurrence Plot |
GAN | Generative Adversarial Network |
LSTM | Long Short-Term Memory |
ST | Sintering Temperature |
WGAN-gp | Wasserstein Generative Adversarial Network-Gradient Penalty |
CNN | Convolutional Neural Network |
LBP | Local Binary Pattern |
SD | Symmetry Degree |
PSR | Phase Space Reconstruction |
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Mean | Std | Min | Max | |
---|---|---|---|---|
temperature data | 610.93 | 42.86 | 479.99 | 739.51 |
Method | Logcosh | Mean Square Error | Absolute Temperature Error (°C) |
---|---|---|---|
PSR-LSTM | |||
GRP-LSTM | |||
GRP-LSTM -Autoencoder | |||
Proposed model |
Time Delay | 188 | Our Model | 168 | 158 | 98 | 38 |
Logcosh | ||||||
Mean Square Error | ||||||
Absolute Temperature Error (C°) | 4.92 | 3.17 | 4.16 | 3.51 | 4.38 | 3.97 |
Default | Original LBP, which is gray-scale but not rotation-invariant [23]. |
Ror | Extension of default implementation, which is rotation-invariant and gray-scale. |
Uniform | Improved rotation invariance with uniform patterns and finer quantization of the angular space which, is gray-scale and rotation-invariant [23]. |
Nri-uniform | Non rotation-invariant uniform patterns variant which is only gray-scale invar- iant [24,25]. |
Var | rotation-invariant variance measures of the contrast of local image texture which is rotation but not gray scale invariant. |
Pattern | Logcosh | Mean Square Error | Absolute Temperature Error () | Feature Vector Dimension |
---|---|---|---|---|
Ror | 4.92 | 256 | ||
Default | 3.17 | 256 | ||
Uniform | 4.16 | 10 | ||
Nri-uniform | 3.51 | 59 | ||
Var | 4.38 | 59 |
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Hu, W.; Mao, Z. Forecasting for Chaotic Time Series Based on GRP-lstmGAN Model: Application to Temperature Series of Rotary Kiln. Entropy 2023, 25, 52. https://doi.org/10.3390/e25010052
Hu W, Mao Z. Forecasting for Chaotic Time Series Based on GRP-lstmGAN Model: Application to Temperature Series of Rotary Kiln. Entropy. 2023; 25(1):52. https://doi.org/10.3390/e25010052
Chicago/Turabian StyleHu, Wenyu, and Zhizhong Mao. 2023. "Forecasting for Chaotic Time Series Based on GRP-lstmGAN Model: Application to Temperature Series of Rotary Kiln" Entropy 25, no. 1: 52. https://doi.org/10.3390/e25010052