Semi-supervised Prediction Method for Time Series Based on Monte Carlo and Time Fusion Feature Attention

Accurate and reliable forecasting of time sequences is a challenging task in cyber-physical systems (CPS). Traditional time series prediction models struggle to provide accurate predictions for diverse types of time series data, especially with missing data due to variations in scale, types, and the complexity of real- world production environments. In this paper, we introduce a hybrid model named Temporal Feature Fusion Attention-based Monte Carlo Semi-supervised Long Short Term Memory (LSTM) network to address this issue. The model encodes the current state and historical information using a current time feature state vector. It then calculates the hidden feature vectors for the time series at different time points (past, present, and future), as well as for the current Monte Carlo filtering sequences. This approach leverages the correlation of time series features, transfers and fuses crucial historical features within the sequence with the optimized sequence feature information from the Monte Carlo algorithm. Our experiments confirm that with 10% of labeled data missing, our proposed method significantly improves the evaluation metric Mean Absolute Percentage Error (MAPE) by 17.827% compared to the baseline LSTM model. Moreover, our method surpasses other state-of-the-art methods across four distinct time series datasets, achieving the best prediction results.