Modeling and Predicting Time Series with Non-stationarity and Volatility

Modeling and Predicting Time Series with Non-stationarity and Volatility

The difficulty of time series prediction lies in how to handle non-stationarity and volatility. When dealing with non-stationarity, existing deep learning models adopt a method of stabilizing the input sequences before training, which has problems of weak ability to eliminate non-stationarity or los...

Full description

Saved in:

Bibliographic Details
Main Author:	FENG Qiang, ZHAO Jianguang, YANG Rong, NIU Baoning
Format:	Article
Language:	zho
Published:	Journal of Computer Engineering and Applications Beijing Co., Ltd., Science Press 2025-05-01
Series:	Jisuanji kexue yu tansuo
Subjects:	time series prediction; non-stationarity; high volatility; long short-term memory neural network; multi-head self-attention
Online Access:	http://fcst.ceaj.org/fileup/1673-9418/PDF/2407096.pdf
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Enhanced Wind Energy Forecasting Using an Extended Long Short-Term Memory Model
by: Zachary Barbre, et al.
Published: (2025-04-01)

StabilizeNet: a novel framework for alleviating non-stationarity in time series
by: AN Junxiu, et al.
Published: (2025-03-01)

An Integrated CNN-BiLSTM-Transformer Framework for Improved Anomaly Detection Using Surveillance Videos
by: Sarfaraz Natha, et al.
Published: (2025-01-01)

Multivariate Time Series Anomaly Detection Using Working Memory Connections in Bi-Directional Long Short-Term Memory Autoencoder Network
by: Xianghua Ding, et al.
Published: (2025-03-01)

Prediction of Lithium Battery Voltage and State of Charge Using Multi-Head Attention BiLSTM Neural Network
by: Haiwen Xi, et al.
Published: (2025-03-01)

Research on the Lossless Data Compression System of the Argo Buoy Based on BiLSTM-MHSA-MLP
by: Sumin Guo, et al.
Published: (2024-12-01)

Short-Term Water Demand Forecasting Using Machine Learning Approaches in a Case Study of a Water Distribution Network Located in Italy
by: Qidong Que, et al.
Published: (2024-09-01)

Mitigating Long-Term Forecasting Bias in Time-Series Neural Networks via Ensemble of Short-Term Dependencies
by: Jiahui Wang, et al.
Published: (2025-06-01)

A Cross-Project Defect Prediction Model Based on Deep Learning With Self-Attention
by: Wanzhi Wen, et al.
Published: (2022-01-01)

IGWO-MALSTM: An Improved Grey Wolf-Optimized Hybrid LSTM with Multi-Head Attention for Financial Time Series Forecasting
by: Mingfu Zhu, et al.
Published: (2025-06-01)

Wind Power Prediction Method Based on Long Short-term Memory Neural Network
by: Xiangjun LI, et al.
Published: (2019-10-01)

Enhancing Short-Term Load Forecasting Accuracy in High-Volatility Regions Using LSTM-SCN Hybrid Models
by: Bingbing Tang, et al.
Published: (2024-12-01)

Inpatient Length of Stay and Mortality Prediction Utilizing Clinical Time Series Data
by: Junde Chen, et al.
Published: (2025-01-01)

Software Defect Prediction Based on Effective Fusion of Multiple Features
by: Chaozheng Zhang, et al.
Published: (2025-01-01)

A text classification method based on a convolutional and bidirectional long short-term memory model
by: Hai Huan, et al.
Published: (2022-12-01)

Blueberry Remaining Shelf-Life Prediction Based on the PSO-CNN-BiLSTM-MHA Model
by: Mengya Liu, et al.
Published: (2025-01-01)

Milling Cutter Wear Prediction Based on Feature Extraction and LongShort-term Memory Neural Networks
by: ZHOU Chengpeng, et al.
Published: (2021-01-01)

Urban road travel speed prediction based on multi-feature data fusion
by: HUO Jianan, et al.
Published: (2023-03-01)

A Novel Framework for Solar Irradiance Prediction Integrating Signal Decomposition With Hybrid Time-Series Models
by: Keng-Hsi Lin, et al.
Published: (2025-01-01)

Deep Time Series Intelligent Framework for Power Data Asset Evaluation
by: Lihong Ge, et al.
Published: (2025-01-01)

The consideration of processes non-stationarity in gas tract of the internal combustion engine
by: L. V. Plotnikov, et al.
Published: (2017-12-01)

CLTNet: A Hybrid Deep Learning Model for Motor Imagery Classification
by: He Gu, et al.
Published: (2025-01-01)

Rice Price Prediction with Long Short-Term Memory (LSTM) Neural Network
by: Rahmat Hidayat, et al.
Published: (2024-10-01)

Domain adaptive English aspect word extraction method based on bidirectional long and short-term memory network and multi-head attention mechanism
by: Tianxiao Wang
Published: (2025-06-01)

Application of attention mechanism-based LSTM neural network in stratigraphy identification
by: Cunde Jia, et al.
Published: (2025-09-01)

Collaborative multiview time series modeling for vehicle maintenance demand prediction
by: Fanghua Chen, et al.
Published: (2025-04-01)

AMDCnet: attention-gate-based multi-scale decomposition and collaboration network for long-term time series forecasting
by: Shikang Hou, et al.
Published: (2025-05-01)

A Multi-Spatial Scale Ocean Sound Speed Prediction Method Based on Deep Learning
by: Yu Liu, et al.
Published: (2024-10-01)

Anomaly detection of industrial state quantity time-Series data based on correlation and long short-term memory
by: Mingxin Tang, et al.
Published: (2022-12-01)

A Hybrid Deep Learning Approach for Bearing Fault Diagnosis Using Continuous Wavelet Transform and Attention-Enhanced Spatiotemporal Feature Extraction
by: Muhammad Farooq Siddique, et al.
Published: (2025-04-01)

Relation extraction based on CNN and Bi-LSTM
by: Xiaobin ZHANG, et al.
Published: (2018-09-01)

Dual-channel knowledge attention for traditional Chinese medicine syndrome differentiation
by: Boting Liu, et al.
Published: (2025-04-01)

Bridge Deformation Prediction Using KCC-LSTM With InSAR Time Series Data
by: Zechao Bai, et al.
Published: (2025-01-01)

A framework of partial discharge detection for gas-insulated switchgear based on LSTM and multi-head attention
by: YANG Zhengsheng, et al.
Published: (2025-03-01)

Time Series Data Generation Method with High Reliability Based on ACGAN
by: Fang Liu, et al.
Published: (2025-01-01)

Evaluating Methods for Detrending Time Series Using Ordinal Patterns, with an Application to Air Transport Delays
by: Felipe Olivares, et al.
Published: (2025-02-01)

IT Parkinson’s Disease Diagnostics Based on the Freezing of Gait Analysis Using Long Short Term Memory Neural Network
by: U. A. Vishniakou, et al.
Published: (2024-06-01)

Water quality prediction model based on improved long short-term memory neural network and empirical mode decomposition
by: Feng Lin, et al.
Published: (2025-08-01)

Predicting Wind Turbine Blade Tip Deformation With Long Short‐Term Memory (LSTM) Models
by: Shubham Baisthakur, et al.
Published: (2025-06-01)

Research on Maneuvering Motion Prediction for Intelligent Ships Based on LSTM-Multi-Head Attention Model
by: Dongyu Liu, et al.
Published: (2025-03-01)