The invention discloses a multivariable clustering and fusion
time series combination prediction method; aiming at solving the problems that an existing neural
network model does not have a specific learning mechanism and cannot fully mine
data structure feature information, from the multivariable directed
coupling perspective, and in combination with the advantages of a graph convolutional neuralnetwork and a long-term and short-
term memory network, the invention provides a multivariable clustering and fusion
time series combination prediction method. The method comprises the following steps: firstly, exploring a causal transfer relationship between variables based on coupled Granger causal measure analysis; secondly, establishing a directed
weighted network according to a variable
causality analysis result, extracting node and edge weight characteristics of the directed
weighted network, and embedding the weight of a target variable into a graph
convolutional neural network for training to realize accurate classification of monitoring variables; finally, taking the non-target monitoring
variable time series contained in the
community where the target monitoring variable is located as input, and predicting the target monitoring variable based on the long-term and short-
term memory neural network. The method is applied to
verification of a compressor unit monitoring sequence in a
chemical production system, and results show that the method is superior to a traditional node classification method in the aspects of prediction accuracy and calculation complexity, and the proposed method can also maintain high prediction capability in an abnormal state of the
system.