Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism

In the field of intelligent decision-making, time-series data collected by sensors serves as the core carrier for interaction between the physical and digital worlds. Accurate analysis is the cornerstone of decision-making in critical scenarios, such as industrial monitoring and intelligent transpor...

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Main Authors: Zhiguo Xiao, Junli Liu, Xinyao Cao, Ke Wang, Dongni Li, Qian Liu
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Sensors
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Online Access:https://www.mdpi.com/1424-8220/25/13/4001
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author Zhiguo Xiao
Junli Liu
Xinyao Cao
Ke Wang
Dongni Li
Qian Liu
author_facet Zhiguo Xiao
Junli Liu
Xinyao Cao
Ke Wang
Dongni Li
Qian Liu
author_sort Zhiguo Xiao
collection DOAJ
description In the field of intelligent decision-making, time-series data collected by sensors serves as the core carrier for interaction between the physical and digital worlds. Accurate analysis is the cornerstone of decision-making in critical scenarios, such as industrial monitoring and intelligent transportation. However, the inherent spatio-temporal coupling characteristics and cross-period long-range dependency of sensor data cause traditional time-series prediction methods to face performance bottlenecks in feature decoupling and multi-scale modeling. This study innovatively proposes a Spatio-Temporal Attention-Enhanced Network (TSEBG). Breaking through traditional structural designs, the model employs a Squeeze-and-Excitation Network (SENet) to reconstruct the convolutional layers of the Temporal Convolutional Network (TCN), strengthening the feature expression of key time steps through dynamic channel weight allocation to address the redundancy issue of traditional causal convolutions in local pattern capture. A Bidirectional Gated Recurrent Unit (BiGRU) variant based on a global attention mechanism is designed, leveraging the collaboration between gating units and attention weights to mine cross-period long-distance dependencies and effectively alleviate the gradient disappearance problem of Recurrent Neural Network (RNN-like) models in multi-scale time-series analysis. A hierarchical feature fusion architecture is constructed to achieve multi-dimensional alignment of local spatial and global temporal features. Through residual connections and the dynamic adjustment of attention weights, hierarchical semantic representations are output. Experiments show that TSEBG outperforms current dominant models in time-series single-step prediction tasks in terms of accuracy and performance, with a cross-dataset R<sup>2</sup> standard deviation of only 3.7%, demonstrating excellent generalization stability. It provides a novel theoretical framework for feature decoupling and multi-scale modeling of complex time-series data.
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spelling doaj-art-5fe5089acf7942e4a0ef737e27275e8c2025-08-20T03:50:17ZengMDPI AGSensors1424-82202025-06-012513400110.3390/s25134001Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention MechanismZhiguo Xiao0Junli Liu1Xinyao Cao2Ke Wang3Dongni Li4Qian Liu5School of Computer Science & Technology, Beijing Institute of Technology, Beijing 100811, ChinaCollege of Computer Science and Technology, Changchun University, Changchun 130022, ChinaCollege of Computer Science and Technology, Changchun University, Changchun 130022, ChinaCollege of Computer Science and Technology, Changchun University, Changchun 130022, ChinaSchool of Computer Science & Technology, Beijing Institute of Technology, Beijing 100811, ChinaCollege of Computer Science and Technology, Changchun University, Changchun 130022, ChinaIn the field of intelligent decision-making, time-series data collected by sensors serves as the core carrier for interaction between the physical and digital worlds. Accurate analysis is the cornerstone of decision-making in critical scenarios, such as industrial monitoring and intelligent transportation. However, the inherent spatio-temporal coupling characteristics and cross-period long-range dependency of sensor data cause traditional time-series prediction methods to face performance bottlenecks in feature decoupling and multi-scale modeling. This study innovatively proposes a Spatio-Temporal Attention-Enhanced Network (TSEBG). Breaking through traditional structural designs, the model employs a Squeeze-and-Excitation Network (SENet) to reconstruct the convolutional layers of the Temporal Convolutional Network (TCN), strengthening the feature expression of key time steps through dynamic channel weight allocation to address the redundancy issue of traditional causal convolutions in local pattern capture. A Bidirectional Gated Recurrent Unit (BiGRU) variant based on a global attention mechanism is designed, leveraging the collaboration between gating units and attention weights to mine cross-period long-distance dependencies and effectively alleviate the gradient disappearance problem of Recurrent Neural Network (RNN-like) models in multi-scale time-series analysis. A hierarchical feature fusion architecture is constructed to achieve multi-dimensional alignment of local spatial and global temporal features. Through residual connections and the dynamic adjustment of attention weights, hierarchical semantic representations are output. Experiments show that TSEBG outperforms current dominant models in time-series single-step prediction tasks in terms of accuracy and performance, with a cross-dataset R<sup>2</sup> standard deviation of only 3.7%, demonstrating excellent generalization stability. It provides a novel theoretical framework for feature decoupling and multi-scale modeling of complex time-series data.https://www.mdpi.com/1424-8220/25/13/4001time-series forecastingBiGRUSENetGlobalAttention
spellingShingle Zhiguo Xiao
Junli Liu
Xinyao Cao
Ke Wang
Dongni Li
Qian Liu
Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
Sensors
time-series forecasting
BiGRU
SENet
GlobalAttention
title Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
title_full Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
title_fullStr Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
title_full_unstemmed Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
title_short Time-Series Forecasting Method Based on Hierarchical Spatio-Temporal Attention Mechanism
title_sort time series forecasting method based on hierarchical spatio temporal attention mechanism
topic time-series forecasting
BiGRU
SENet
GlobalAttention
url https://www.mdpi.com/1424-8220/25/13/4001
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