基于Prophet-DeepAR模型的Web流量预测Web Traffic Prediction Based on Prophet-DeepAR
闫龙川;李妍;宋浒;邹昊东;王丽君;
摘要(Abstract):
Web流量预测一直是数据中心网络的热点问题,对于提高网络服务质量具有重要意义。由于Web流量具有非线性、自相关性和周期性等复杂特点,对其准确预测有很大的挑战性。为充分挖掘出Web流量的可预测信息,同时使预测模型具有充分的可解释性和可配置性,本文提出一种基于Prophet和深度自回归(DeepAR)的组合预测模型。其中,Prophet是基于时序分解的加性模型,对Web流量的趋势、季节性周期、节假日信息进行建模。同时,使用基于概率预测的DeepAR模型对Prophet残差隐含的自回归信息建模,捕获长短期依赖关系,以减低Prophet残差的方差,并充分捕获Web流量的自回归信息。在真实的Web流量数据集上进行验证实验,结果表明在RMSE和MAE两项评价指标上均优于对比模型,验证了该组合模型的有效性。
关键词(KeyWords): 时间序列;Web流量预测;Prophet模型;深度学习;自回归
基金项目(Foundation): 国家电网有限公司科技项目(5700-202018194A-0-0-00);; 国家自然科学基金(61972118)
作者(Authors): 闫龙川;李妍;宋浒;邹昊东;王丽君;
DOI: 10.16088/j.issn.1001-6600.2021071505
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