Multivariate Time Series Forecast in Industrial Process Based on XGBoost and GRU

In this paper, a time series prediction model that merges eXtreme Gradient Boosting (XGBoost) and Gate Recurrent Unit (GRU), XGB-GRU model, is proposed for multivariate time series prediction in industry. The XGB-GRU model uses XGBoost's strong feature extraction capabilities to extract the hidden information of multiple control variables in industrial data. Next, the model uses GRU's unique gating unit to extract the timing information in the industrial data. Finally, the importance of XGBoost output variables to guide actual production and solve the problem of inexplicability of neural networks. Predicting the temperature of the heating furnace verifies that the proposed XGB-GRU is better than a single XGBoost and GRU model. And the model has a good fit to the predicted value.