A robust federated biased learning algorithm for time series forecasting
摘要
Federated learning techniques have been successfully applied to solve multi-sensor data modeling problems. However, existing federated learning methods ignore the impact of local model’s performance on the global model. In this paper, we try to figure out the impact and propose a new federated learning algorithm to solve time series prediction problems. Firstly, we designed a new aggregation formula comprising importance levels of all local models. The importance level is used to represent individual information from the perspective of model performances. Secondly, we used this new aggregation formula to realize the update of local models and we named this method FedBiased. Thirdly, we designed a comprehensive framework comprising three scenarios of disturbances to verify and compared the strong robustness of FedBiased and other federated learning methods. Finally, a real case, air quality index prediction problem was adopted for experimental study. The experiment results show our algorithm’s effectiveness on both clean time series and noisy time series.