Prediction based on Irregularly Sampled Time Series (ISTS) is of wide concern in the real-world applications. For more accurate prediction, the methods had better grasp more data characteristics. Different from ordinary time series, ISTS is characterised with irregular time intervals of intra-series and different sampling rates of inter-series. However, existing methods have suboptimal predictions due to artificially introducing new dependencies in a time series and biasedly learning relations among time series when modeling these two characteristics. In this work, we propose a novel Time Encoding (TE) mechanism. TE can embed the time information as time vectors in the complex domain. It has the the properties of absolute distance and relative distance under different sampling rates, which helps to represent both two irregularities of ISTS. Meanwhile, we create a new model structure named Time Encoding Echo State Network (TE-ESN). It is the first ESNs-based model that can process ISTS data. Besides, TE-ESN can incorporate long short-term memories and series fusion to grasp horizontal and vertical relations. Experiments on one chaos system and three real-world datasets show that TE-ESN performs better than all baselines and has better reservoir property.

提出了一种新的时间编码和模型结构，分别是Time Encoding机制和Time Encoding Echo State Network (TE-ESN)，该结构能够处理不规则时间序列，同时可以将长短期记忆和串联处理融入到模型中，用于更准确的预测。在一个混沌系统和三个实际数据集的实验证明，TE-ESN比所有基线的表现更好，并具有更好的遗传特性。

TE-ESN：基于非均匀采样时间序列数据的时间编码回声状态网络预测