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 Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 2.217824e+10 | 2.460800e+10 | 4.772725e+08 | 7.392746e+10 | 8.202666e+10 | 1.590908e+09 | 0.122440 | 3.092822e-05 | 2.771428 |
| RMSPE | 1.489236e+05 | 1.568694e+05 | 2.184657e+04 | 2.718960e+05 | 2.864030e+05 | 3.988619e+04 | 0.349915 | 5.561315e-03 | 1.664761 |
| MSPE% | 8.140880e+07 | 7.747544e+07 | 1.737449e+06 | 2.713627e+08 | 2.582515e+08 | 5.791498e+06 | 0.000456 | 1.062479e-07 | 0.010266 |
| RMSPE% | 9.022683e+03 | 8.802013e+03 | 1.318123e+03 | 1.647309e+04 | 1.607020e+04 | 2.406553e+03 | 0.021347 | 3.259569e-04 | 0.101319 |
| MAPE | 6.153180e+04 | 6.708865e+04 | 9.213899e+03 | 2.051058e+05 | 2.236288e+05 | 3.070986e+04 | 0.064339 | 4.478735e-03 | 1.341635 |
| MAPE% | 2.268142e+02 | 2.114838e+02 | 3.339764e+01 | 7.560469e+02 | 7.049460e+02 | 1.113139e+02 | 0.000242 | 1.569960e-05 | 0.004981 |
FRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 287.668133 | 606.454551 | 204.106901 | 958.847562 | 2021.515097 | 679.477379 | 0.019806 | 3.111442e-05 | 0.376696 |
| RMSPE | 16.960782 | 24.626298 | 14.286599 | 30.965264 | 44.961262 | 26.066787 | 0.140734 | 5.578030e-03 | 0.613756 |
| MSPE% | 0.885271 | 1.791370 | 0.650761 | 2.950731 | 5.971232 | 2.165942 | 0.000073 | 1.067791e-07 | 0.001398 |
| RMSPE% | 0.940888 | 1.338421 | 0.806698 | 1.717769 | 2.443611 | 1.471714 | 0.008556 | 3.267707e-04 | 0.037385 |
| MAPE | 6.783978 | 11.891524 | 5.700185 | 22.549407 | 39.627916 | 17.864731 | 0.027365 | 4.498354e-03 | 0.486809 |
| MAPE% | 0.022921 | 0.036141 | 0.019200 | 0.076165 | 0.120432 | 0.059778 | 0.000103 | 1.575909e-05 | 0.001809 |
FRK-6000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 288.493903 | 614.043616 | 205.394765 | 961.578036 | 2046.811969 | 683.785297 | 0.029275 | 3.656021e-05 | 0.370252 |
| RMSPE | 16.985108 | 24.779903 | 14.331600 | 31.009322 | 45.241706 | 26.149289 | 0.171098 | 6.046504e-03 | 0.608483 |
| MSPE% | 0.887742 | 1.815043 | 0.654965 | 2.958886 | 6.050144 | 2.180013 | 0.000108 | 1.260962e-07 | 0.001373 |
| RMSPE% | 0.942200 | 1.347235 | 0.809299 | 1.720141 | 2.459704 | 1.476487 | 0.010413 | 3.551003e-04 | 0.037060 |
| MAPE | 6.802683 | 12.009244 | 5.721437 | 22.601332 | 40.019812 | 17.943899 | 0.031833 | 4.714611e-03 | 0.483239 |
| MAPE% | 0.022980 | 0.036520 | 0.019271 | 0.076322 | 0.121694 | 0.060046 | 0.000120 | 1.652208e-05 | 0.001796 |
NoFRK-500-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 2.165960e+10 | 2.265131e+10 | 5.117194e+08 | 7.219868e+10 | 7.550437e+10 | 1.705731e+09 | 0.125066 | 0.003831 | 2.770395 |
| RMSPE | 1.471720e+05 | 1.505035e+05 | 2.262122e+04 | 2.686981e+05 | 2.747806e+05 | 4.130050e+04 | 0.353647 | 0.061896 | 1.664451 |
| MSPE% | 7.937764e+07 | 7.095983e+07 | 1.835638e+06 | 2.645921e+08 | 2.365328e+08 | 6.118792e+06 | 0.000465 | 0.000013 | 0.010262 |
| RMSPE% | 8.909413e+03 | 8.423766e+03 | 1.354857e+03 | 1.626629e+04 | 1.537962e+04 | 2.473619e+03 | 0.021561 | 0.003670 | 0.101299 |
| MAPE | 6.112671e+04 | 6.421437e+04 | 9.733431e+03 | 2.037555e+05 | 2.140478e+05 | 3.244162e+04 | 0.103014 | 0.049458 | 1.350544 |
| MAPE% | 2.252100e+02 | 2.015760e+02 | 3.496813e+01 | 7.506990e+02 | 6.719197e+02 | 1.165487e+02 | 0.000385 | 0.000175 | 0.005013 |
NoFRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 288.065561 | 606.947574 | 202.591584 | 959.507608 | 2022.415942 | 673.956164 | 0.304684 | 0.318274 | 0.578193 |
| RMSPE | 16.972494 | 24.636306 | 14.233467 | 30.975920 | 44.971279 | 25.960666 | 0.551982 | 0.564158 | 0.760390 |
| MSPE% | 0.886995 | 1.793715 | 0.645962 | 2.954026 | 5.976417 | 2.148228 | 0.001125 | 0.001129 | 0.002134 |
| RMSPE% | 0.941804 | 1.339297 | 0.803718 | 1.718728 | 2.444671 | 1.465684 | 0.033539 | 0.033595 | 0.046191 |
| MAPE | 7.080373 | 12.227398 | 5.754840 | 22.603406 | 39.689095 | 17.759070 | 0.427645 | 0.458100 | 0.610170 |
| MAPE% | 0.024020 | 0.037329 | 0.019404 | 0.076360 | 0.120639 | 0.059407 | 0.001589 | 0.001625 | 0.002260 |
NoFRK-6000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 287.379942 | 601.742362 | 200.922394 | 957.005367 | 2004.829742 | 668.238559 | 0.397617 | 0.419198 | 0.644038 |
| RMSPE | 16.952284 | 24.530437 | 14.174710 | 30.935503 | 44.775325 | 25.850311 | 0.630569 | 0.647455 | 0.802520 |
| MSPE% | 0.886438 | 1.777770 | 0.640595 | 2.951372 | 5.922438 | 2.129769 | 0.001466 | 0.001484 | 0.002378 |
| RMSPE% | 0.941508 | 1.333330 | 0.800372 | 1.717956 | 2.433606 | 1.459373 | 0.038295 | 0.038520 | 0.048761 |
| MAPE | 7.139706 | 12.201918 | 5.747947 | 22.641764 | 39.457202 | 17.658675 | 0.495967 | 0.521082 | 0.643349 |
| MAPE% | 0.024275 | 0.037264 | 0.019391 | 0.076619 | 0.119905 | 0.059072 | 0.001842 | 0.001846 | 0.002384 |
s4_dropout 0.5
FRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 292.824884 | 625.696777 | 207.702731 | 975.986746 | 2085.655847 | 691.481229 | 0.041228 | 3.228570e-05 | 0.369089 |
| RMSPE | 17.112127 | 25.013932 | 14.411895 | 31.240787 | 45.668981 | 26.296031 | 0.203047 | 5.682051e-03 | 0.607527 |
| MSPE% | 0.898607 | 1.850642 | 0.662727 | 2.995001 | 6.168805 | 2.205894 | 0.000153 | 1.108413e-07 | 0.001369 |
| RMSPE% | 0.947949 | 1.360383 | 0.814080 | 1.730607 | 2.483708 | 1.485225 | 0.012362 | 3.329284e-04 | 0.037007 |
| MAPE | 6.831439 | 12.172970 | 5.790301 | 22.687601 | 40.565927 | 18.176749 | 0.035941 | 4.559860e-03 | 0.481824 |
| MAPE% | 0.023017 | 0.037044 | 0.019521 | 0.076407 | 0.123443 | 0.060890 | 0.000135 | 1.597235e-05 | 0.001791 |
NoFRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 283.004067 | 597.119490 | 199.860559 | 942.735777 | 1989.783358 | 664.909797 | 0.261906 | 0.263547 | 0.553743 |
| RMSPE | 16.822725 | 24.436029 | 14.137205 | 30.704003 | 44.606988 | 25.785845 | 0.511767 | 0.513368 | 0.744139 |
| MSPE% | 0.871478 | 1.762914 | 0.637788 | 2.902665 | 5.874194 | 2.121188 | 0.000970 | 0.000937 | 0.002045 |
| RMSPE% | 0.933530 | 1.327748 | 0.798616 | 1.703721 | 2.423674 | 1.456430 | 0.031139 | 0.030603 | 0.045216 |
| MAPE | 6.994448 | 12.065206 | 5.722784 | 22.396170 | 39.258814 | 17.699146 | 0.393710 | 0.410802 | 0.590058 |
| MAPE% | 0.023739 | 0.036806 | 0.019308 | 0.075712 | 0.119283 | 0.059259 | 0.001466 | 0.001459 | 0.002186 |
s4_dropout 0.8
FRK-500-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 1.745211e+10 | 1.670695e+10 | 4.965882e+08 | 5.817372e+10 | 5.568985e+10 | 1.655294e+09 | 0.104649 | 0.007004 | 2.386976 |
| RMSPE | 1.321065e+05 | 1.292554e+05 | 2.228426e+04 | 2.411923e+05 | 2.359870e+05 | 4.068531e+04 | 0.323495 | 0.083689 | 1.544984 |
| MSPE% | 6.411965e+07 | 5.312137e+07 | 1.797652e+06 | 2.137322e+08 | 1.770712e+08 | 5.992173e+06 | 0.000390 | 0.000025 | 0.008878 |
| RMSPE% | 8.007474e+03 | 7.288441e+03 | 1.340765e+03 | 1.461958e+04 | 1.330681e+04 | 2.447892e+03 | 0.019738 | 0.005002 | 0.094221 |
| MAPE | 5.490279e+04 | 5.383531e+04 | 9.690287e+03 | 1.830090e+05 | 1.794509e+05 | 3.229805e+04 | 0.110129 | 0.065232 | 1.244454 |
| MAPE% | 2.025288e+02 | 1.703106e+02 | 3.498110e+01 | 6.750952e+02 | 5.677015e+02 | 1.165929e+02 | 0.000413 | 0.000232 | 0.004631 |
FRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 271.440833 | 555.219207 | 186.337310 | 904.212086 | 1850.130816 | 619.848712 | 0.253153 | 0.257089 | 0.546709 |
| RMSPE | 16.475462 | 23.563090 | 13.650542 | 30.070119 | 43.013147 | 24.896761 | 0.503143 | 0.507040 | 0.739398 |
| MSPE% | 0.844367 | 1.637644 | 0.594107 | 2.812365 | 5.456683 | 1.975641 | 0.000940 | 0.000913 | 0.002020 |
| RMSPE% | 0.918895 | 1.279705 | 0.770783 | 1.677011 | 2.335954 | 1.405575 | 0.030653 | 0.030213 | 0.044949 |
| MAPE | 6.930442 | 11.577592 | 5.445403 | 22.197605 | 37.643254 | 16.768657 | 0.387373 | 0.406594 | 0.592580 |
| MAPE% | 0.023716 | 0.035293 | 0.018377 | 0.075681 | 0.114272 | 0.056132 | 0.001445 | 0.001444 | 0.002197 |
FRK-6000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 274.144623 | 565.967324 | 188.461182 | 913.082772 | 1885.829836 | 626.872122 | 0.313988 | 0.311961 | 0.570779 |
| RMSPE | 16.557313 | 23.790068 | 13.728116 | 30.217260 | 43.426142 | 25.037414 | 0.560346 | 0.558535 | 0.755499 |
| MSPE% | 0.851421 | 1.669981 | 0.600862 | 2.835351 | 5.564016 | 1.997941 | 0.001165 | 0.001109 | 0.002114 |
| RMSPE% | 0.922725 | 1.292278 | 0.775153 | 1.683850 | 2.358817 | 1.413485 | 0.034134 | 0.033304 | 0.045975 |
| MAPE | 6.982246 | 11.739865 | 5.498835 | 22.271817 | 38.089227 | 16.926478 | 0.429573 | 0.447282 | 0.601274 |
| MAPE% | 0.023872 | 0.035812 | 0.018559 | 0.075836 | 0.115664 | 0.056658 | 0.001602 | 0.001589 | 0.002231 |
NoFRK-500-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 1.314250e+10 | 1.445521e+10 | 3.253551e+08 | 4.380834e+10 | 4.818404e+10 | 1.084517e+09 | 0.106491 | 0.008850 | 2.281263 |
| RMSPE | 1.146408e+05 | 1.202298e+05 | 1.803760e+04 | 2.093044e+05 | 2.195086e+05 | 3.293200e+04 | 0.326330 | 0.094075 | 1.510385 |
| MSPE% | 4.821748e+07 | 4.442624e+07 | 1.174455e+06 | 1.607249e+08 | 1.480875e+08 | 3.914850e+06 | 0.000396 | 0.000031 | 0.008482 |
| RMSPE% | 6.943880e+03 | 6.665301e+03 | 1.083723e+03 | 1.267773e+04 | 1.216912e+04 | 1.978598e+03 | 0.019909 | 0.005590 | 0.092096 |
| MAPE | 4.687387e+04 | 4.965348e+04 | 7.512416e+03 | 1.562460e+05 | 1.655114e+05 | 2.503857e+04 | 0.116290 | 0.075274 | 1.205813 |
| MAPE% | 1.728017e+02 | 1.551325e+02 | 2.712918e+01 | 5.760046e+02 | 5.171078e+02 | 9.042012e+01 | 0.000435 | 0.000266 | 0.004486 |
NoFRK-4000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 275.341587 | 578.725321 | 191.441450 | 917.298089 | 1928.570997 | 636.979847 | 0.217372 | 0.220031 | 0.496423 |
| RMSPE | 16.593420 | 24.056711 | 13.836237 | 30.286929 | 43.915498 | 25.238460 | 0.466231 | 0.469075 | 0.704573 |
| MSPE% | 0.851397 | 1.708122 | 0.610548 | 2.836110 | 5.691910 | 2.030880 | 0.000806 | 0.000785 | 0.001834 |
| RMSPE% | 0.922712 | 1.306952 | 0.781376 | 1.684075 | 2.385772 | 1.425089 | 0.028393 | 0.028018 | 0.042827 |
| MAPE | 6.911058 | 11.824888 | 5.571569 | 22.208307 | 38.529759 | 17.261289 | 0.355095 | 0.379943 | 0.561689 |
| MAPE% | 0.023541 | 0.036049 | 0.018798 | 0.075380 | 0.117008 | 0.057801 | 0.001324 | 0.001352 | 0.002082 |
NoFRK-6000-SP
| ALL Locs & All Time | Known Locs & All Time | Unknown Locs & All Time | ALL Locs & Future | Known Locs & Future | Unknown Locs & Future | ALL Locs & Past | Known Locs & Past | Unknown Locs & Past | |
|---|---|---|---|---|---|---|---|---|---|
| MSPE | 276.649419 | 572.927248 | 192.558413 | 921.499023 | 1909.056807 | 640.583484 | 0.285303 | 0.300295 | 0.547668 |
| RMSPE | 16.632781 | 23.935899 | 13.876542 | 30.356202 | 43.692755 | 25.309751 | 0.534137 | 0.547991 | 0.740046 |
| MSPE% | 0.856664 | 1.690146 | 0.613951 | 2.853074 | 5.631323 | 2.041781 | 0.001060 | 0.001070 | 0.002024 |
| RMSPE% | 0.925561 | 1.300056 | 0.783550 | 1.689104 | 2.373041 | 1.428909 | 0.032555 | 0.032714 | 0.044992 |
| MAPE | 6.977554 | 11.774915 | 5.582272 | 22.301943 | 38.217129 | 17.240359 | 0.409959 | 0.442538 | 0.585949 |
| MAPE% | 0.023809 | 0.035902 | 0.018833 | 0.075793 | 0.116001 | 0.057707 | 0.001529 | 0.001574 | 0.002172 |
結論
本次實驗結論如下:
最佳表現
出現在 Dropout 0.8 且 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_dropout | ALL Locs & All Time (MSPE) | Known Locs & Future (MSPE) | Unknown Locs & Future (MSPE) |
|---|---|---|---|
| 0.3 (FRK-4000-SP) | 287.66 | 2021.51 | 679.47 |
| 0.5 (FRK-4000-SP) | 292.82 | 2085.65 | 691.48 |
| 0.8 (FRK-4000-SP) | 271.44 | 1850.13 | 619.84 |
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






