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研究生: 郭同益
Tong-Yi Kuo
論文名稱: 針對個別使用者從其少量趨勢線樣本生成個人化趨勢線
Generating Personalized Trend Line Based on Few Labelings from One Individual
指導教授: 陳弘軒
Hung-Hsuan Chen
口試委員:
學位類別: 碩士
Master
系所名稱: 資訊電機學院 - 資訊工程學系
Department of Computer Science & Information Engineering
論文出版年: 2022
畢業學年度: 110
語文別: 中文
論文頁數: 63
中文關鍵詞: 時間序列小樣本趨勢線時間序列預測
外文關鍵詞: time series, small sample, trend line, time series prediction
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  • 時間序列資料的大致走向通常稱之為「趨勢線」,然而趨勢線未有精準描述的定義,每個人心中對趨勢線的形狀認知有些許差異,難以用一種趨勢線滿足所有人。另外個別使用者可能也不容易清楚敘述其心中的趨勢線樣貌。
    本論文提出一個框架讓個別使用者以「手繪」的方式在十張時間序列資料上標出他認定的趨勢線,讓機器學習模型從中學習該使用者心中的趨勢線樣貌,以應用在其他時間序列資料上。


    The tendency of a time series is usually referred to as a “trend line”. However, the precise definition of a trend line is still ambiguous. Given a time series, different users may come up with varying shapes of trend lines – some may prefer smooth lines, while others may hope the trend line responds to local turbulence. Therefore, a single trend line definition is challenging to meet everyone’s needs. Meanwhile, it could be complicated for users to clearly describe the requirements of a trend line in their minds.
    This thesis proposes a framework to learn the customized trend lines that meet users’ demands. First, the framework asks users to plot the expected trend lines on ten time-series datasets. The framework then learns users’ preferred shapes and automatically draws the customized trend lines for other time-series datasets.

    目錄 頁次 摘要 iv Abstract v 誌謝 vi 目錄 vii 圖目錄 ix 表目錄 xi 一、 緒論 1 1.1 研究動機 .................................................................. 1 1.2 方法簡介 .................................................................. 2 1.3 研究貢獻 .................................................................. 2 1.4 論文架構 .................................................................. 3 二、 趨勢線定義相關研究 4 2.1 L1 Trend Filtering, HP Filtering .................................... 4 2.2 STL......................................................................... 7 2.3 RobustSTL ............................................................... 9 三、 資料集跟模型介紹 12 3.1 Yahoo S5 資料集 ........................................................ 12 3.2 生成模擬使用者作為資料 ............................................. 12 3.3 學習個人化趨勢線 ...................................................... 14 四、 實驗結果 18 4.1 實驗比較之模型介紹 ................................................... 18 4.1.1 非個人化趨勢線 ................................................ 18 4.1.2 使用神經網路模型學習個人化趨勢線 ..................... 19 4.2 訓練及測試用資料集 ................................................... 20 4.3 評量標準 .................................................................. 23 4.3.1 均方誤差 ......................................................... 23 4.3.2 對稱性平均絕對百分比誤差 ................................. 23 4.4 實驗一:MSE 和 SMAPE 評量結果................................ 23 4.5 實驗二:受測者主觀模型評分 ....................................... 29 4.6 個案討論 .................................................................. 33 4.7 使用者混成比例討論 ................................................... 40 五、 總結 42 5.1 結論 ........................................................................ 42 5.2 未來展望 .................................................................. 42 六、 附錄 44 參考文獻 49

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