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arXiv 2512.07569cs.LGcs.AI

带权对比学习用于异常感知的时间序列预测

Weighted Contrastive Learning for Anomaly-Aware Time-Series Forecasting

Center for Applied Intelligent Systems Research, Halmstad University(哈尔姆斯塔德大学应用智能系统研究中心);Mikael Linden Consulting AB(Mikael Linden咨询公司)

Joel Ekstrand, Tor Mattsson, Zahra Taghiyarrenani, Slawomir Nowaczyk, Jens Lundström, Mikael Lindén

AI总结:

本文提出WECA方法,通过带权对比学习对齐正常和异常增强的表示,提升异常条件下时间序列预测的可靠性,实验显示在异常数据上SMAPE提升6.1个百分点。

摘要:

可靠的多变量时间序列在异常条件下预测对于应用如ATM现金物流至关重要,其中突发需求变化可能破坏运营。现代深度预测器在正常数据上实现高精度,但在分布变化时往往失效。我们提出带权对比适应(WECA),一种带权对比目标,对齐正常和异常增强的表示,保留与异常相关的信息,同时在良性变化下保持一致性。在具有领域指导的异常注入全国ATM交易数据集上的评估显示,与正常训练基线相比,WECA在异常影响数据上将SMAPE提高6.1个百分点,对正常数据的降级可忽略不计。这些结果表明,WECA在异常情况下增强了预测可靠性,而不会在正常操作期间牺牲性能。

英文摘要:

Reliable forecasting of multivariate time series under anomalous conditions is crucial in applications such as ATM cash logistics, where sudden demand shifts can disrupt operations. Modern deep forecasters achieve high accuracy on normal data but often fail when distribution shifts occur. We propose Weighted Contrastive Adaptation (WECA), a Weighted contrastive objective that aligns normal and anomaly-augmented representations, preserving anomaly-relevant information while maintaining consistency under benign variations. Evaluations on a nationwide ATM transaction dataset with domain-informed anomaly injection show that WECA improves SMAPE on anomaly-affected data by 6.1 percentage points compared to a normally trained baseline, with negligible degradation on normal data. These results demonstrate that WECA enhances forecasting reliability under anomalies without sacrificing performance during regular operations.

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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