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arXiv 2602.05646cs.LG
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通过大规模多模态预训练增强时间序列分析

Empowering Time Series Analysis with Large-Scale Multimodal Pretraining

East China Normal University, Shanghai, China(华东师范大学);HuaWei, ShenZhen, China(华为,深圳,中国)

Peng Chen, Siyuan Wang, Shiyan Hu, Xingjian Wu, Yang Shu, Zhongwen Rao, Meng Wang, Yijie Li, Bin Yang, Chenjuan Guo

AI总结:

本文提出HORAI模型,通过多模态预训练提升时间序列分析的泛化能力,实现零样本预测和异常检测的最优性能。

摘要:

尽管现有的时间序列基础模型主要依赖于大规模单模态预训练,但它们缺乏互补的模态来增强时间序列理解。构建多模态基础模型是自然的下一步,但面临关键挑战:1)缺乏统一的多模态预训练范式和大规模多模态语料库用于时间序列分析;2)如何有效整合异构模态并提升模型泛化能力。为了解决这些挑战,我们采取了向多模态基础模型迈出第一步的尝试。我们首先提出了一种多模态预训练范式,该范式利用具有内生模态(衍生图像和文本)和外源知识(现实世界新闻)的时间序列,提供了一个全面的多视角视角用于时间序列分析。为了支持这一点,我们开发了一条自动化数据构建管道,以编纂MM-TS,这是首个大规模多模态时间序列数据集,涵盖六个领域,拥有高达十亿个点。然后我们提出了HORAI,一种频率增强的多模态基础模型。它集成了两个核心组件:频率增强的跨模态编码器和时间-频率解码器,旨在有效融合多模态特征并提升跨模态和领域的模型泛化能力。在预训练MM-TS后,HORAI在时间序列预测和异常检测任务上实现了最先进的零样本性能,展示了强大的泛化能力。

英文摘要:

While existing time series foundation models primarily rely on large-scale unimodal pretraining, they lack complementary modalities to enhance time series understanding. Building multimodal foundation models is a natural next step, but it faces key challenges: 1) lack of a unified multimodal pretraining paradigm and large-scale multimodal corpora for time series analysis; 2) how to effectively integrate heterogeneous modalities and enhance model generalization. To address these challenges, we take an early step toward multimodal foundation models for time series analysis. We first propose a multimodal pretraining paradigm that leverages time series with endogenous modalities (derived images and text) and exogenous knowledge (real-world news), providing a comprehensive multi-view perspective for time series analysis. To support this, we develop an automated data construction pipeline to curate MM-TS, the first large-scale multimodal time series dataset spanning six domains, with up to one billion points. Then we propose HORAI, a frequency-enhanced multimodal foundation model. It integrates two core components: the Frequency-enhanced Cross-Modality Encoder and the Time-Frequency Decoder, designed to effectively fuse multimodal features and enhance model generalization across modalities and domains. After pretraining on MM-TS, HORAI achieves state-of-the-art zero-shot performance on time series forecasting and anomaly detection tasks, demonstrating strong generalization.

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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