Methodology based on spiking neural networks for univariate time-series forecasting.
Journal:
Neural networks : the official journal of the International Neural Network Society
Published Date:
Feb 16, 2024
Abstract
Spiking Neural Networks (SNN) are recognised as well-suited for processing spatiotemporal information with ultra-low energy consumption. However, proposals based on SNN for classification tasks are more common than for forecasting problems. In this sense, this paper presents a new general training methodology for univariate time-series forecasting based on SNN. The methodology is focused on one-step ahead forecasting problems and combines a PulseWidth Modulation based encoding-decoding algorithm with a Surrogate Gradient method as supervised training algorithm. In order to validate the generality of the presented methodology sine-wave, 3 UCI and 1 available real-world datasets are used. The results show very satisfactory forecasting results (MAE∈[0.0094,0.2891]) regardless of the characteristics of the dataset or the application field. In addition, weights can be initialised just once to achieve robust results, boosting the advantages of computational and energy cost of SNN.