arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2409.02322cs.LGcs.AI

TimeDiT: 面向时间序列基础模型的通用扩散Transformer

TimeDiT: General-purpose Diffusion Transformers for Time Series Foundation Model

University of Southern California(南加州大学)

Defu Cao, Wen Ye, Yizhou Zhang, Yan Liu

AI总结:

针对时间序列数据的独特挑战及自回归Transformer的不足,提出TimeDiT扩散Transformer模型,通过统一掩码机制和无微调模型编辑策略,在多任务中表现优异,成为连接通用与领域特定模型的原型基础模型。

摘要:

基础模型(尤其是大型语言模型LLMs)彻底改变了文本和视频处理,但时间序列数据因缺失值、多分辨率特征等领域特定特性,对这类方法构成独特挑战。此外,事实上的自回归Transformer往往学习预训练数据中的确定性时间依赖,却忽略固有不确定性且缺乏物理约束整合。本文提出TimeDiT,这是一种将基于Transformer的时间依赖学习与基于扩散的概率采样协同结合的扩散Transformer模型。TimeDiT采用统一掩码机制协调不同任务的训练与推理过程,同时引入理论支撑、无需微调的模型编辑策略,使采样时能灵活整合外部知识。考虑到单一模型统一多下游任务的挑战,我们的系统评估表明,TimeDiT在基础任务(如零样本/微调的预测和插补)及领域任务(如多分辨率预测、异常检测和数据生成)中均有效,确立其为连接通用模型与领域特定模型的原型基础模型。

英文摘要:

Foundation models, particularly Large Language Models (LLMs), have revolutionized text and video processing, yet time series data presents distinct challenges for such approaches due to domain-specific features such as missing values, multi-resolution characteristics, etc. Furthermore, the de-facto autoregressive transformers tend to learn deterministic temporal dependencies within pre-trained data while overlooking inherent uncertainties and lacking integration of physical constraints. In this paper, we introduce TimeDiT, a diffusion transformer model that synergistically combines transformer-based temporal dependency learning with diffusion-based probabilistic sampling. TimeDiT employs a unified masking mechanism to harmonize the training and inference process across diverse tasks while introducing a theoretically grounded, finetuning-free model editing strategy that enables flexible integration of external knowledge during sampling. Acknowledging the challenges of unifying multiple downstream tasks under a single model, our systematic evaluation demonstrates TimeDiT's effectiveness both in fundamental tasks, i.e., forecasting and imputation, through zero-shot/fine-tuning; and in domain tasks, i.e., multi-resolution forecasting, anomaly detection, and data generation, establishing it as a \textit{proto-foundation model} that bridges the gap between general-purpose and domain-specific models.

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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