MTS Decomposition and Recombining Significantly Improves Training Efficiency in Deep Learning: A Case Study in Air Quality Prediction over Sub-Tropical Area

It is crucial to speed up the training process of multivariate deep learning models for forecasting time series data in a real-time adaptive computing service with automated feature engineering. Multivariate time series decomposition and recombining (MTS-DR) is proposed for this purpose with better accuracy. A proposed MTS-DR model was built to prove that not only the training time is shortened but also the error loss is slightly reduced. A case study is for demonstrating air quality forecasting in sub-tropical urban cities. Since MTS decomposition reduces complexity and makes the features to be explored easier, the speed of deep learning models as well as their accuracy are improved. The experiments show it is easier to train the trend component, and there is no need to train the seasonal component with zero MSE. All forecast results are visualized to show that the total training time has been shortened greatly and that the forecast is ideal for changing trends. The proposed method is also suitable for other time series MTS with seasonal oscillations since it was applied to the datasets of six different kinds of air pollutants individually. Thus, this proposed method has some commonality and could be applied to other datasets with obvious seasonality.