Time series forecasting via derivative spike encoding and bespoke loss functions for SNNs

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Manna, Davide Liberato and Vicente-Sola, Alex and Kirkland, Paul and Bihl, Trevor Joseph and Di Caterina, Gaetano (2024) Time series forecasting via derivative spike encoding and bespoke loss functions for SNNs. Computers, 13 (8). 202. ISSN 2073-431X (https://doi.org/10.3390/computers13080202)

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Abstract

The potential of neuromorphic (NM) solutions often lies in their low-SWaP (Size, Weight, and Power) capabilities, which often drive their application to domains that could benefit from this. Nevertheless, spiking neural networks (SNNs), with their inherent time-based nature, present an attractive alternative also for areas where data features are present in the time dimension, such as time series forecasting. Time series data, characterized by seasonality and trends, can benefit from the unique processing capabilities of SNNs, which offer a novel approach for this type of task. Additionally, time series data can serve as a benchmark for evaluating SNN performance, providing a valuable alternative to traditional datasets. However, the challenge lies in the real-valued nature of time series data, which is not inherently suited for SNN processing. In this work, we propose a novel spike-encoding mechanism and two loss functions to address this challenge. Our encoding system, inspired by NM event-based sensors, converts the derivative of a signal into spikes, enhancing interoperability with the NM technology and also making the data suitable for SNN processing. Our loss functions then optimize the learning of subsequent spikes by the SNN. We train a simple SNN using SLAYER as a learning rule and conduct experiments using two electricity load forecasting datasets. Our results demonstrate that SNNs can effectively learn from encoded data, and our proposed DecodingLoss function consistently outperforms SLAYER’s SpikeTime loss function. This underscores the potential of SNNs for time series forecasting and sets the stage for further research in this promising area of research.

ORCID iDs

Manna, Davide Liberato ORCID logoORCID: https://orcid.org/0000-0001-8963-5050, Vicente-Sola, Alex ORCID logoORCID: https://orcid.org/0000-0002-2370-6562, Kirkland, Paul ORCID logoORCID: https://orcid.org/0000-0001-5905-6816, Bihl, Trevor Joseph and Di Caterina, Gaetano ORCID logoORCID: https://orcid.org/0000-0002-7256-0897;
CORE (COnnecting REpositories)