目錄

1150224 meeting

前情提要

本次實驗使用與前次(1150224 meeting)相同的 MERRA-2 資料集作為實驗樣本。

前次實驗使用地表溫度作為實驗樣本,本次實驗使用臭氧濃度作為實驗樣本。其中, diffusion 參數設為

  • T: 500
  • beta_0: 0.0008
  • beta_T: 0.08

本次實驗皆使用以上參數進行。其餘參數僅修改 s4_dropout 為 0.3 、 0.5 、 0.8 ,用於測試不同的丟失率對於模型預測的效果;同時採用 500 、 4,000 、 6,000 三種不同的迭代次數,測試在不同迭代下的丟失率對於預測是否有影響。

命名方式

以下各實驗命名方式遵照 XXX-XXXX-XX 的方式進行命名,其中 XXX 指的是是否有在訓練過程中使用 $autoFRK$ , XXXX 指的是訓練的迭代次數, XX 則是是否有對地點做標準化。如 NoFRK-4000-NoSP 指的是在訓練中未使用 $autoFRK$ ,迭代 4,000 次,且在填補時未對地點做標準化。

s4_dropout 0.3

FRK-500-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE2.217824e+102.460800e+104.772725e+087.392746e+108.202666e+101.590908e+090.1224403.092822e-052.771428
RMSPE1.489236e+051.568694e+052.184657e+042.718960e+052.864030e+053.988619e+040.3499155.561315e-031.664761
MSPE%8.140880e+077.747544e+071.737449e+062.713627e+082.582515e+085.791498e+060.0004561.062479e-070.010266
RMSPE%9.022683e+038.802013e+031.318123e+031.647309e+041.607020e+042.406553e+030.0213473.259569e-040.101319
MAPE6.153180e+046.708865e+049.213899e+032.051058e+052.236288e+053.070986e+040.0643394.478735e-031.341635
MAPE%2.268142e+022.114838e+023.339764e+017.560469e+027.049460e+021.113139e+020.0002421.569960e-050.004981

FRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE287.668133606.454551204.106901958.8475622021.515097679.4773790.0198063.111442e-050.376696
RMSPE16.96078224.62629814.28659930.96526444.96126226.0667870.1407345.578030e-030.613756
MSPE%0.8852711.7913700.6507612.9507315.9712322.1659420.0000731.067791e-070.001398
RMSPE%0.9408881.3384210.8066981.7177692.4436111.4717140.0085563.267707e-040.037385
MAPE6.78397811.8915245.70018522.54940739.62791617.8647310.0273654.498354e-030.486809
MAPE%0.0229210.0361410.0192000.0761650.1204320.0597780.0001031.575909e-050.001809

FRK-6000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE288.493903614.043616205.394765961.5780362046.811969683.7852970.0292753.656021e-050.370252
RMSPE16.98510824.77990314.33160031.00932245.24170626.1492890.1710986.046504e-030.608483
MSPE%0.8877421.8150430.6549652.9588866.0501442.1800130.0001081.260962e-070.001373
RMSPE%0.9422001.3472350.8092991.7201412.4597041.4764870.0104133.551003e-040.037060
MAPE6.80268312.0092445.72143722.60133240.01981217.9438990.0318334.714611e-030.483239
MAPE%0.0229800.0365200.0192710.0763220.1216940.0600460.0001201.652208e-050.001796

NoFRK-500-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE2.165960e+102.265131e+105.117194e+087.219868e+107.550437e+101.705731e+090.1250660.0038312.770395
RMSPE1.471720e+051.505035e+052.262122e+042.686981e+052.747806e+054.130050e+040.3536470.0618961.664451
MSPE%7.937764e+077.095983e+071.835638e+062.645921e+082.365328e+086.118792e+060.0004650.0000130.010262
RMSPE%8.909413e+038.423766e+031.354857e+031.626629e+041.537962e+042.473619e+030.0215610.0036700.101299
MAPE6.112671e+046.421437e+049.733431e+032.037555e+052.140478e+053.244162e+040.1030140.0494581.350544
MAPE%2.252100e+022.015760e+023.496813e+017.506990e+026.719197e+021.165487e+020.0003850.0001750.005013

NoFRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE288.065561606.947574202.591584959.5076082022.415942673.9561640.3046840.3182740.578193
RMSPE16.97249424.63630614.23346730.97592044.97127925.9606660.5519820.5641580.760390
MSPE%0.8869951.7937150.6459622.9540265.9764172.1482280.0011250.0011290.002134
RMSPE%0.9418041.3392970.8037181.7187282.4446711.4656840.0335390.0335950.046191
MAPE7.08037312.2273985.75484022.60340639.68909517.7590700.4276450.4581000.610170
MAPE%0.0240200.0373290.0194040.0763600.1206390.0594070.0015890.0016250.002260

NoFRK-6000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE287.379942601.742362200.922394957.0053672004.829742668.2385590.3976170.4191980.644038
RMSPE16.95228424.53043714.17471030.93550344.77532525.8503110.6305690.6474550.802520
MSPE%0.8864381.7777700.6405952.9513725.9224382.1297690.0014660.0014840.002378
RMSPE%0.9415081.3333300.8003721.7179562.4336061.4593730.0382950.0385200.048761
MAPE7.13970612.2019185.74794722.64176439.45720217.6586750.4959670.5210820.643349
MAPE%0.0242750.0372640.0193910.0766190.1199050.0590720.0018420.0018460.002384

s4_dropout 0.5

FRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE292.824884625.696777207.702731975.9867462085.655847691.4812290.0412283.228570e-050.369089
RMSPE17.11212725.01393214.41189531.24078745.66898126.2960310.2030475.682051e-030.607527
MSPE%0.8986071.8506420.6627272.9950016.1688052.2058940.0001531.108413e-070.001369
RMSPE%0.9479491.3603830.8140801.7306072.4837081.4852250.0123623.329284e-040.037007
MAPE6.83143912.1729705.79030122.68760140.56592718.1767490.0359414.559860e-030.481824
MAPE%0.0230170.0370440.0195210.0764070.1234430.0608900.0001351.597235e-050.001791

NoFRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE283.004067597.119490199.860559942.7357771989.783358664.9097970.2619060.2635470.553743
RMSPE16.82272524.43602914.13720530.70400344.60698825.7858450.5117670.5133680.744139
MSPE%0.8714781.7629140.6377882.9026655.8741942.1211880.0009700.0009370.002045
RMSPE%0.9335301.3277480.7986161.7037212.4236741.4564300.0311390.0306030.045216
MAPE6.99444812.0652065.72278422.39617039.25881417.6991460.3937100.4108020.590058
MAPE%0.0237390.0368060.0193080.0757120.1192830.0592590.0014660.0014590.002186

s4_dropout 0.8

FRK-500-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE1.745211e+101.670695e+104.965882e+085.817372e+105.568985e+101.655294e+090.1046490.0070042.386976
RMSPE1.321065e+051.292554e+052.228426e+042.411923e+052.359870e+054.068531e+040.3234950.0836891.544984
MSPE%6.411965e+075.312137e+071.797652e+062.137322e+081.770712e+085.992173e+060.0003900.0000250.008878
RMSPE%8.007474e+037.288441e+031.340765e+031.461958e+041.330681e+042.447892e+030.0197380.0050020.094221
MAPE5.490279e+045.383531e+049.690287e+031.830090e+051.794509e+053.229805e+040.1101290.0652321.244454
MAPE%2.025288e+021.703106e+023.498110e+016.750952e+025.677015e+021.165929e+020.0004130.0002320.004631

FRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE271.440833555.219207186.337310904.2120861850.130816619.8487120.2531530.2570890.546709
RMSPE16.47546223.56309013.65054230.07011943.01314724.8967610.5031430.5070400.739398
MSPE%0.8443671.6376440.5941072.8123655.4566831.9756410.0009400.0009130.002020
RMSPE%0.9188951.2797050.7707831.6770112.3359541.4055750.0306530.0302130.044949
MAPE6.93044211.5775925.44540322.19760537.64325416.7686570.3873730.4065940.592580
MAPE%0.0237160.0352930.0183770.0756810.1142720.0561320.0014450.0014440.002197

FRK-6000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE274.144623565.967324188.461182913.0827721885.829836626.8721220.3139880.3119610.570779
RMSPE16.55731323.79006813.72811630.21726043.42614225.0374140.5603460.5585350.755499
MSPE%0.8514211.6699810.6008622.8353515.5640161.9979410.0011650.0011090.002114
RMSPE%0.9227251.2922780.7751531.6838502.3588171.4134850.0341340.0333040.045975
MAPE6.98224611.7398655.49883522.27181738.08922716.9264780.4295730.4472820.601274
MAPE%0.0238720.0358120.0185590.0758360.1156640.0566580.0016020.0015890.002231

NoFRK-500-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE1.314250e+101.445521e+103.253551e+084.380834e+104.818404e+101.084517e+090.1064910.0088502.281263
RMSPE1.146408e+051.202298e+051.803760e+042.093044e+052.195086e+053.293200e+040.3263300.0940751.510385
MSPE%4.821748e+074.442624e+071.174455e+061.607249e+081.480875e+083.914850e+060.0003960.0000310.008482
RMSPE%6.943880e+036.665301e+031.083723e+031.267773e+041.216912e+041.978598e+030.0199090.0055900.092096
MAPE4.687387e+044.965348e+047.512416e+031.562460e+051.655114e+052.503857e+040.1162900.0752741.205813
MAPE%1.728017e+021.551325e+022.712918e+015.760046e+025.171078e+029.042012e+010.0004350.0002660.004486

NoFRK-4000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE275.341587578.725321191.441450917.2980891928.570997636.9798470.2173720.2200310.496423
RMSPE16.59342024.05671113.83623730.28692943.91549825.2384600.4662310.4690750.704573
MSPE%0.8513971.7081220.6105482.8361105.6919102.0308800.0008060.0007850.001834
RMSPE%0.9227121.3069520.7813761.6840752.3857721.4250890.0283930.0280180.042827
MAPE6.91105811.8248885.57156922.20830738.52975917.2612890.3550950.3799430.561689
MAPE%0.0235410.0360490.0187980.0753800.1170080.0578010.0013240.0013520.002082

NoFRK-6000-SP

ALL Locs & All TimeKnown Locs & All TimeUnknown Locs & All TimeALL Locs & FutureKnown Locs & FutureUnknown Locs & FutureALL Locs & PastKnown Locs & PastUnknown Locs & Past
MSPE276.649419572.927248192.558413921.4990231909.056807640.5834840.2853030.3002950.547668
RMSPE16.63278123.93589913.87654230.35620243.69275525.3097510.5341370.5479910.740046
MSPE%0.8566641.6901460.6139512.8530745.6313232.0417810.0010600.0010700.002024
RMSPE%0.9255611.3000560.7835501.6891042.3730411.4289090.0325550.0327140.044992
MAPE6.97755411.7749155.58227222.30194338.21712917.2403590.4099590.4425380.585949
MAPE%0.0238090.0359020.0188330.0757930.1160010.0577070.0015290.0015740.002172

結論

本次實驗結論如下:

  • 最佳表現

    出現在 Dropout 0.8迭代 4,000 次 的組合(FRK-4000-SP),其全時空 MSPE 為 271.44

  • 關鍵機制

    高 Dropout(0.8)能有效抑制模型對氣象噪聲的過擬合,顯著提升「未來(Future)」預測的泛化能力。

  • 收斂特性

    對於複雜度較高的臭氧資料,4,000 次迭代為性能飽和點,500 次迭代則完全不足以令擴散模型收斂,會導致數值爆炸。

s4_dropout 的影響

透過固定迭代次數(4,000次)比較不同 s4_dropout 率對預測效果的影響:

s4_dropoutALL Locs & All Time (MSPE)Known Locs & Future (MSPE)Unknown Locs & Future (MSPE)
0.3 (FRK-4000-SP)287.662021.51679.47
0.5 (FRK-4000-SP)292.822085.65691.48
0.8 (FRK-4000-SP)271.441850.13619.84

隨著 Dropout 從 0.3 提升至 0.8,整體的 MSPE 下降了約 5.6%。這表明臭氧濃度的變化規律中存在較多隨機微擾,強力的丟失率能強迫 S4 結構學習更本質的時空特徵。且 Dropout 0.8 在「未來預測(Future)」中,不論已知或未知地點,其誤差均為全實驗組最低,驗證了高 Dropout 雖會減緩訓練收斂速度,但能換取更佳的測試集表現。

迭代的影響

比較不同迭代次數(500, 4,000, 6,000)在同一 Dropout 設定下的表現:

  • 500 次迭代:數值爆炸

    • 無論是 FRK 還是 NoFRK ,500 次迭代的 MSPE 均呈現異常高值。

    • 臭氧濃度的數值分佈與時空變化遠比溫度資料複雜。在擴散模型中,僅 500 次的訓練不足以讓模型學習到逆轉擴散過程(Reverse Diffusion)的去噪規律,導致生成的數值脫離正常量級。

  • 4,000 次 vs. 6,000 次:邊際效益遞減

    以 Dropout 0.8 為例:

    • 4,000 Iterations: MSPE = 271.44
    • 6,000 Iterations: MSPE = 274.14
    • 發現:增加到 6,000 次迭代後,誤差反而輕微回升。這暗示模型在 4,000 次左右已達到最佳收斂點,過多的訓練迭代反而可能導致模型開始記憶訓練集 中的特定雜訊。

參考資料

  • Zhu X, Xiong Y, Wu M, et al. Weather2K: A Multivariate Spatio-Temporal Benchmark Dataset for Meteorological Forecasting Based on Real-Time Observation Data from Ground Weather Stations[C]//International Conference on Artificial Intelligence and Statistics. PMLR, 2023: 2704-2722.
  • Juan Lopez Alcaraz 、 Nils Strodthoff(2022)。Diffusion-based time series imputation and forecasting with structured state space models。Transactions on Machine Learning Research。參考自 https://openreview.net/forum?id=hHiIbk7ApW
  • SSSD(2022)。GitHub。參考自 https://github.com/AI4HealthUOL/SSSD