Temporal Attention Based TCN-BIGRU Model for Energy Time Series Forecasting

Over the years, energy time series forecasting has been widely studied and has played an important role in various fields, such as electric energy forecasting, solar energy forecasting, etc. In energy time series forecasting, it is crucial to building forecasting models for long series in order to obtain accurate forecasting results. Since the use of long series can cause the accuracy of the model to decrease. In this paper, we propose a deep learning model (TCNTA-BiGRU) based on a bi-directional gated cyclic unit (BiGRU) with a temporal attention mechanism to address the problem of accuracy degradation in long sequence tasks. First, in order to capture long-term dependencies, this paper divide the dataset and input it into a temporal convolutional network (TCN) to transform long sequences into multiple short sequences, which not only solves the problem that to cause gradient explosion or disappearance when processing long sequences, but also reduces the spatial complexity. Then, BiGRU is used to learn historical and future information and capture more short-term dependencies. Moreover, in order to enhance the model's ability to focus on data periodicity, a temporal attention mechanism is introduced. Additionally the autoregressive module is used to increase the linear fitting ability of the model. The model proposed in this paper is applied to the Electricity and Solar Energy datasets and the results show a better performance relate to existing deep learning models.