1. Enhanced Multivariate Time Series Analysis Using LSTM: A Comparative Study of Min-Max and Z-Score Normalization Techniques
- Author
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Andri Pranolo, Faradini Usha Setyaputri, Andien Khansa’a Iffat Paramarta, Alfiansyah Putra Pertama Triono, Akhmad Fanny Fadhilla, Ade Kurnia Ganesh Akbari, Agung Bella Putra Utama, Aji Prasetya Wibawa, and Wako Uriu
- Subjects
multivariate time series ,lstm ,normalization ,min-max ,z-score ,Electronic computers. Computer science ,QA75.5-76.95 - Abstract
The primary objective of this study is to analyze multivariate time series data by employing the Long Short-Term Memory (LSTM) model. Deep learning models often face issues when dealing with multivariate time series data, which is defined by several variables that have diverse value ranges. These challenges arise owing to the potential biases present in the data. In order to tackle this issue, it is crucial to employ normalization techniques such as min-max and z-score to guarantee that the qualities are standardized and can be compared effectively. This study assesses the effectiveness of the LSTM model by applying two normalizing techniques in five distinct attribute selection scenarios. The aim of this study is to ascertain the normalization strategy that produces the most precise outcomes when employed in the LSTM model for the analysis of multivariate time series. The evaluation measures employed in this study comprise Mean Absolute Percentage Error (MAPE), Root Mean Square Error (RMSE), and R-Squared (R2). The results suggest that the min-max normalization method regularly yields superior outcomes in comparison to the z-score method. Min-max normalization specifically resulted in a decreased mean absolute percentage error (MAPE) and root mean square error (RMSE), as well as an increased R-squared (R2) value. These improvements indicate enhanced accuracy and performance of the model. This paper makes a significant contribution by doing a thorough comparison analysis of normalizing procedures. It offers vital insights for researchers and practitioners in choosing suitable preprocessing strategies to improve the performance of deep learning models. The study's findings underscore the importance of selecting the appropriate normalization strategy to enhance the precision and dependability of multivariate time series predictions using LSTM models. To summarize, the results indicate that min-max normalization is superior to z-score normalization for this particular use case. This provides a useful suggestion for further studies and practical applications in the field. This study emphasizes the significance of normalization in analyzing multivariate time series and contributes to the larger comprehension of data preprocessing in deep learning models
- Published
- 2024
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