Multirate Industrial Process Forecasting With Hybrid Deep Learning and Adaptive Filtering.
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- Record sourced from PubMed, PMID 41264431.
- Also identified by DOI 10.1109/TNNLS.2025.3631923.
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Abstract
Multirate industrial processes pose significant challenges for accurate forecasting due to varying sampling frequencies and missing data. This article proposes a novel hybrid deep learning framework that effectively addresses these issues. Our approach uses a combination of time series decomposition, inverted transformer (iTransformer)-based feature extraction, and a modified minimal gated unit (MGU) network. To handle missing quality variables, we introduce a robust adaptive parameter update algorithm based on dead-zone Kalman filtering. Through extensive experiments conducted on real-world industrial datasets, our method achieves a mean absolute error (MAE) reduction of 61.42%, a root-mean-square error (RMSE) reduction of 64.11%, and a high qualification rate improvement of 14.73% compared to the average performance of state-of-the-art technologies, thereby outperforming existing state-of-the-art techniques in terms of both forecasting accuracy and robustness.