三支残差修正的时间序列预测

方宇, 贾春虹, 吴思琪, 闵帆

Time series prediction with three⁃way residual error amendment

Yu Fang, Chunhong Jia, Siqi Wu, Fan Min

表4 TCN，LGBM和LGBM?3WREA的余项评估指标对比

Table 4 Remain item evaluation indicators of TCN，LGBM and LGBM?3WREA

数据集 MAE RMSE TCN LGBM LGBM⁃3WREA TCN LGBM LGBM⁃3WREA 股票价格 0.2603 0.2739 0.2221 0.2667 0.3436 0.2373 燃气负荷 0.4138 0.3764 0.2443 0.5038 0.4953 0.3163 电力负荷 0.3218 0.3575 0.3058 0.3903 0.5045 0.3697 水痘病例 0.3927 0.2890 0.1668 0.4837 0.4199 0.2528 交通流量 0.2752 0.2420 0.2278 0.3828 0.4213 0.4537 停车数量 0.2439 0.2961 0.1960 0.3178 0.5698 0.3066 最低温度 0.5420 0.4237 0.2056 0.6996 0.5377 0.3162 广告数量 0.5958 0.3259 0.3466 0.7614 0.3817 0.4961 出生数量 0.5343 0.4775 0.3330 0.6565 0.6101 0.4480