A Reinforced, Event-Driven, and Attention-Based Convolution Spiking Neural Network for Multivariate Time Series Prediction

Despite spiking neural networks (SNNs) inherently exceling at processing time series due to their rich spatio-temporal information and efficient event-driven computing, the challenge of extracting complex correlations between variables in multivariate time series (MTS) remains to be addressed. This paper proposes a reinforced, event-driven, and attention-based convolution SNN model (REAT-CSNN) with three novel features. First, a joint Gramian Angular Field and Rate (GAFR) coding scheme is proposed to convert MTS into spike images, preserving the inherent features in MTS, such as the temporal patterns and spatio-temporal correlations between time series. Second, an advanced LIF-pooling strategy is developed, which is then theoretically and empirically proved to be effective in preserving more features from the regions of interest in spike images than average-pooling strategies. Third, a convolutional block attention mechanism (CBAM) is redesigned to support spike-based input, enhancing event-driven characteristics in weighting operations while maintaining outstanding capability to capture the information encoded in spike images. Experiments on multiple MTS data sets, such as stocks and PM2.5 data sets, demonstrate that our model rivals, and even surpasses, some CNN- and RNN-based techniques, with up to 3% better performance, while consuming significantly less energy.