arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2603.00629cs.LG
收藏

适应数据到模型:面向领域共享时间序列基础模型的自适应转换优化

Adapt Data to Model: Adaptive Transformation Optimization for Domain-shared Time Series Foundation Models

School of Software, BNRist, Tsinghua University(软件学院、BNRist、清华大学)

Yunzhong Qiu, Zhiyao Cen, Zhongyi Pei, Chen Wang, Jianmin Wang

AI总结:

TATO通过自适应转换优化提升领域适应的预测性能,显著降低MSE并提高效率。

摘要:

大型时间序列模型(LTMs)已发展为强大的通用预测工具,但它们往往在处理现实世界时间序列数据的固有多样性和非平稳性时遇到困难,导致预测精度与泛化能力之间的不满意的权衡。与其为每个领域持续微调新的LTMs实例,我们提出了一种以数据为中心的框架,即时间序列自适应转换优化(TATO),使一个冻结的预训练LTMs能够通过最优配置的转换管道适应多样化的下游领域。具体而言,TATO构建了三种代表性的转换类型,包括上下文切片、尺度归一化和异常值修正,以帮助LTMs更好地与目标领域特性对齐。为了确保鲁棒性,我们纳入了精心选择的时间序列增强方法和一个两阶段排名机制,该机制过滤掉在特定指标上表现不佳的管道。在最先进的LTMs和广泛使用的数据集上进行的大量实验表明,TATO在域适应预测性能上始终显著提高,实现了最大MSE减少65.4%和平均减少13.6%。此外,TATO效率很高,通常在2分钟内完成优化,使其在实际应用中具有实用性。源代码可在https://github.com/thulab/TATO上获得。

英文摘要:

Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between forecasting accuracy and generalization. Rather than continually finetuning new LTM instances for each domain, we propose a data-centric framework, time-series adaptive transformation optimization (TATO), that enables a single frozen pre-trained LTM to adapt to diverse downstream domains through an optimally configured transformation pipeline. Specifically, TATO constructs three representative types of transformations, including context slicing, scale normalization, and outlier correction, to help LTMs better align with target domain characteristics. To ensure robustness, we incorporate carefully selected time series augmentations and a two-stage ranking mechanism that filters out pipelines underperforming on specific metrics. Extensive experiments on state-of-the-art LTMs and widely used datasets demonstrate that TATO consistently and significantly improves domain-adaptive forecasting performance, achieving a maximum reduction in MSE of 65.4\% and an average reduction of 13.6\%. Moreover, TATO is highly efficient, typically completing optimization in under 2 minutes, making it practical for real-world deployment. The source code is available at https://github.com/thulab/TATO.

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。

↑