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arXiv 2406.04777cs.LG
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面向长期时间序列预测的目标内时间依赖关系建模

Modeling Temporal Dependencies within the Target for Long-Term Time Series Forecasting

School of Computing and Artificial Intelligence, Engineering Research Center of Sustainable Urban Intelligent Transportation, Ministry of Education, National Engineering Laboratory of Integrated Transportation Big Data Application Technology, Manufacturing Industry Chains Collaboration and Information Support Technology Key Laboratory of Sichuan Province, Southwest Jiaotong University, Chengdu 611756, China(计算机学院与人工智能学院,可持续城市智能交通工程研究中心,教育部,集成交通运输大数据应用技术国家工程实验室,四川省制造业链条协同与信息支撑技术重点实验室,西南交通大学,成都611756,中国);School of Computing, The University of Leeds, LS2 9JT Leeds, U.K.(计算机学院,利兹大学,利兹,英国)

Qi Xiong, Kai Tang, Minbo Ma, Ji Zhang, Jie Xu, Tianrui Li

AI总结:

针对长期时间序列预测中目标内时间依赖关系建模不足的问题,提出即插即用框架TDAlign,通过变化值对齐损失和自适应平衡策略增强现有方法,在多个基线和数据集上显著降低预测误差。

摘要:

长期时间序列预测(LTSF)是跨多个领域的一项关键任务。尽管LTSF研究取得了显著进展,我们发现现有LTSF方法存在一个性能瓶颈,该瓶颈源于对目标内时间依赖关系(TDT)建模不足。为解决这一问题,我们提出了一种新颖且通用的时间建模框架——时间依赖对齐(TDAlign),该框架使现有LTSF方法具备TDT学习能力。TDAlign引入了两项关键创新:1)一种损失函数,将预测中相邻时间步之间的变化值与目标中的变化值对齐,确保与变化模式一致;2)一种自适应损失平衡策略,在不引入额外可学习参数的情况下,将新损失函数与现有LTSF方法无缝集成。作为一个即插即用框架,TDAlign以最小的计算开销增强现有方法,相对于预测长度仅具有线性时间复杂度和常数空间复杂度。在六个强LTSF基线模型和七个真实世界数据集上进行的大量实验证明了TDAlign的有效性和灵活性。平均而言,TDAlign将基线预测误差降低了1.47%至9.19%,将变化值误差降低了4.57%至15.78%,凸显了其显著的性能提升。

英文摘要:

Long-term time series forecasting (LTSF) is a critical task across diverse domains. Despite significant advancements in LTSF research, we identify a performance bottleneck in existing LTSF methods caused by the inadequate modeling of Temporal Dependencies within the Target (TDT). To address this issue, we propose a novel and generic temporal modeling framework, Temporal Dependency Alignment (TDAlign), that equips existing LTSF methods with TDT learning capabilities. TDAlign introduces two key innovations: 1) a loss function that aligns the change values between adjacent time steps in the predictions with those in the target, ensuring consistency with variation patterns, and 2) an adaptive loss balancing strategy that seamlessly integrates the new loss function with existing LTSF methods without introducing additional learnable parameters. As a plug-and-play framework, TDAlign enhances existing methods with minimal computational overhead, featuring only linear time complexity and constant space complexity relative to the prediction length. Extensive experiments on six strong LTSF baselines across seven real-world datasets demonstrate the effectiveness and flexibility of TDAlign. On average, TDAlign reduces baseline prediction errors by \textbf{1.47\%} to \textbf{9.19\%} and change value errors by \textbf{4.57\%} to \textbf{15.78\%}, highlighting its substantial performance improvements.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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