DLFormer: Enhancing Explainability in Multivariate Time Series Forecasting using Distributed Lag Embedding

. Most real-world variables are multivariate time series influenced by past values and explanatory factors. Consequently, predicting these time series data using artificial intelligence is ongoing. In particular, in fields such as healthcare and finance, where reliability is crucial, having understandable explanations for predictions is essential. However, achieving a balance between high prediction accuracy and intuitive explainability has proven challenging. Although attention-based models have limitations in representing the individual influences of each variable, these models can influence the temporal dependencies in time series prediction and the magnitude of the influence of individual variables. To address this issue, this study introduced DLFormer, an attention-based architecture integrated with distributed lag embedding, to temporally embed individual variables and capture their temporal influence. Through validation against various real-world datasets, DLFormer showcased superior performance improvements compared to existing attention-based high-performance models. Furthermore, comparing the relationships between variables enhanced the reliability of explainability.

CRU: A Novel Neural Architecture for Improving the Predictive Performance of Time-Series Data

The time-series forecasting (TSF) problem is a traditional problem in the field of artificial intelligence. Models such as Recurrent Neural Network (RNN), Long Short Term Memory (LSTM), and GRU (Gate Recurrent Units) have contributed to improving the predictive accuracy of TSF. Furthermore, model structures have been proposed to combine time-series decomposition methods, such as seasonal-trend decomposition using Loess (STL) to ensure improved predictive accuracy. However, because this approach is learned in an independent model for each component, it cannot learn the relationships between time-series components. In this study, we propose a new neural architecture called a correlation recurrent unit (CRU) that can perform time series decomposition within a neural cell and learn correlations (autocorrelation and correlation) between each decomposition component. The proposed neural architecture was evaluated through comparative experiments with previous studies using five univariate time-series datasets and four multivariate time-series data. The results showed that long- and short-term predictive performance was improved by more than 10%. The experimental results show that the proposed CRU is an excellent method for TSF problems compared to other neural architectures.

Automatic Discovery of Multi-perspective Process Model using Reinforcement Learning

Process mining is a methodology for the derivation and analysis of process models based on the event log. When process mining is employed to analyze business processes, the process discovery step, the conformance checking step, and the enhancements step are repeated. If a user wants to analyze a process from multiple perspectives (such as activity perspectives, originator perspectives, and time perspectives), the above procedure, inconveniently, has to be repeated over and over again. Although past studies involving process mining have applied detailed stepwise methodologies, no attempt has been made to incorporate and optimize multi-perspective process mining procedures. This paper contributes to developing a solution approach to this problem. First, we propose an automatic discovery framework of a multi-perspective process model based on deep Q-Learning. Our Dual Experience Replay with Experience Distribution (DERED) approach can automatically perform process model discovery steps, conformance check steps, and enhancements steps. Second, we propose a new method that further optimizes the experience replay (ER) method, one of the key algorithms of deep Q-learning, to improve the learning performance of reinforcement learning agents. Finally, we validate our approach using six real-world event datasets collected in port logistics, steel manufacturing, finance, IT, and government administration. We show that our DERED approach can provide users with multi-perspective, high-quality process models that can be employed more conveniently for multi-perspective process mining.