计算机科学与探索 ›› 2025, Vol. 19 ›› Issue (1): 45-64.DOI: 10.3778/j.issn.1673-9418.2403070

• 前沿·综述 • 上一篇    下一篇

基于Transformer模型的时序数据预测方法综述

孟祥福,石皓源   

  1. 辽宁工程技术大学 电子与信息工程学院,辽宁 葫芦岛 125105
  • 出版日期:2025-01-01 发布日期:2024-12-31

Survey of Transformer-Based Model for Time Series Forecasting

MENG Xiangfu, SHI Haoyuan   

  1. School of Electronic and Information Engineering, Liaoning Technical University, Huludao, Liaoning 125105, China
  • Online:2025-01-01 Published:2024-12-31

摘要: 时序数据预测(TSF)是指通过分析历史数据的趋势性、季节性等潜在信息,预测未来时间点或时间段的数值和趋势。时序数据由传感器生成,在金融、医疗、能源、交通、气象等众多领域都发挥着重要作用。随着物联网传感器的发展,海量的时序数据难以使用传统的机器学习解决,而Transformer在自然语言处理和计算机视觉等领域的诸多任务表现优秀,学者们利用Transformer模型有效捕获长期依赖关系,使得时序数据预测任务取得了飞速发展。综述了基于Transformer模型的时序数据预测方法,按时间梳理了时序数据预测的发展进程,系统介绍了时序数据预处理过程和方法,介绍了常用的时序预测评价指标和数据集。以算法框架为研究内容系统阐述了基于Transformer的各类模型在TSF任务中的应用方法和工作原理。通过实验对比了各个模型的性能、优点和局限性,并对实验结果展开了分析与讨论。结合Transformer模型在时序数据预测任务中现有工作存在的挑战提出了该方向未来发展趋势。

关键词: 深度学习, 时序数据预测, 数据预处理, Transformer模型

Abstract: Time series forecasting (TSF) refers to predicting future values and trends at specific time points or over time periods by analyzing potential information such as trends and seasonality in historical data. Time series data, generated by sensors, play a significant role in numerous fields, including finance, healthcare, energy, transportation, and meteorology. With the development of IoT sensors, the massive amounts of time series data are difficult to handle using traditional machine learning techniques. However, the Transformer model, which has shown excellent performance in various tasks within natural language processing and computer vision, has been effectively utilized by researchers to capture long-term dependencies, leading to rapid advancements in time series forecasting tasks. Therefore, this paper reviews time series forecasting methods based on the Transformer model. It chronologically outlines the development process of time series forecasting, systematically introduces the preprocessing procedures and methods for time series data, and presents commonly used evaluation metrics and datasets for time series forecasting. By focusing on algorithm frameworks, this paper systematically explains the application methods and working principles of various models based on the Transformer in TSF tasks. Through experiments, it compares the performance, advantages, and limitations of different models, and analyzes the experimental results. Finally, considering the challenges present in current work on Transformer models for time series forecasting, this paper proposes future development trends in this direction.

Key words: deep learning, time series forecasting, data preprocessing, Transformer