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arXiv 2505.20774cs.LG

TimePro:具有变量和时间感知超状态的高效多变量长期时间序列预测

TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-state

Xiaowen Ma, Zhenliang Ni, Shuai Xiao, Xinghao Chen

AI总结:

针对多延迟问题,提出基于Mamba的TimePro模型,通过构建变量和时间感知超状态,捕捉变量关系与时间信息,在八个基准上实现高效准确预测。

摘要:

在长期时间序列预测中,不同变量往往在不同的时间间隔内影响目标变量,这一挑战被称为多延迟问题。传统模型通常统一处理所有变量或时间点,这限制了它们捕捉复杂变量关系和获得非平凡时间表示的能力。为了解决这个问题,我们提出了TimePro,一种创新的基于Mamba的模型,它构建了变量和时间感知的超状态。与仅在变量或时间维度上传递普通状态的传统方法不同,TimePro保留了每个变量标记的细粒度时间特征,并自适应地选择关注的时间点来调整普通状态。重建的超状态能够感知变量关系和显著的时间信息,这有助于模型进行准确预测。在实验中,TimePro在八个真实世界的长期预测基准上表现优异,并具有令人满意的线性复杂度。代码可在https://github.com/xwmaxwma/TimePro获取。

英文摘要:

In long-term time series forecasting, different variables often influence the target variable over distinct time intervals, a challenge known as the multi-delay issue. Traditional models typically process all variables or time points uniformly, which limits their ability to capture complex variable relationships and obtain non-trivial time representations. To address this issue, we propose TimePro, an innovative Mamba-based model that constructs variate- and time-aware hyper-states. Unlike conventional approaches that merely transfer plain states across variable or time dimensions, TimePro preserves the fine-grained temporal features of each variate token and adaptively selects the focused time points to tune the plain state. The reconstructed hyper-state can perceive both variable relationships and salient temporal information, which helps the model make accurate forecasting. In experiments, TimePro performs competitively on eight real-world long-term forecasting benchmarks with satisfactory linear complexity. Code is available at https://github.com/xwmaxwma/TimePro.

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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