The invention discloses a multi-head
time sequence intelligent
risk control method and
system based on weighted trend and fluctuation, and relates to the technical field of financial risk management. Comprising the following steps: S1, collecting multi-channel
time sequence data in real time, and carrying out data preprocessing; s2, calculating the
global time weight, quantifying the multi-scale fluctuation stability of the channel pair, and judging the asynchronous alignment degree of the channel pair; s3, extracting an
effective frequency band interval, calculating
frequency domain characteristic parameters of the
signal, evaluating
frequency domain energy phase characteristics of a channel
signal, and quantifying fluctuation states of a channel under different scales; s4, constructing a sparse
coupling relation graph, quantifying an edge weight in the sparse
coupling relation graph, and obtaining a network average
coupling weight; and S5, evaluating the dynamic evolution characteristics of the channel risk state, and generating risk
trend prediction and control suggestions. The problem that
risk control accuracy is affected due to the fact that trend and fluctuation
feature extraction of multi-source heterogeneous high-
noise multi-head
time series data is unstable under the condition of
concept drift and multi-scale coexistence is solved.