The invention discloses a multivariable
time sequence prediction method and
system based on an implicit neural network. The method comprises the following steps: 1) collecting data and preprocessing the data; 2) performing window division on the standardized or normalized multivariable
time sequence and determining the length of a to-be-predicted window; 3) performing variable correlation coding on the input window to obtain a variable-level
feature vector; 4) the implicit neural network based on time attention predicts target parameters by using the
variable features in the step 3), and implicit neural representation of the target sequence is modeled through the parameters; 5) taking the output of the implicit nerve representation and the original input window as the input of the multi-head attention predictor, and obtaining a prediction result through cross-sequence cross attention calculation performed in the implicit space and multi-layer
perceptron conversion output dimension; and 6) training and optimizing
model parameters, calculating a
mean square error of a prediction result and a real result, taking the
mean square error as a
loss function, carrying out back propagation to optimize trainable parameters of the variable correlation coding module, the implicit neural
network module multi-head attention predictor and the multi-layer
perceptron, and then repeating the steps 3) to 6) to obtain the multi-head attention predictor. Until the preset number of iterations is reached or the error of the model on the
verification set meets the requirement of early stop; and 7) performing prediction by using a model of training convergence, and performing reverse normalization on a prediction result to obtain a final prediction result. The method has good generalization, and meanwhile, the
interpretability of the attention mechanism is remarkably improved by generating the hidden space characteristics of the trend component and the season component.