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arXiv 2605.14551cs.LG

SeesawNet:面向非平稳时间序列预测的常见与特定依赖平衡建模

SeesawNet: Towards Non-stationary Time Series Forecasting with Balanced Modeling of Common and Specific Dependencies

Sichuan University(四川大学);Chengdu University of Information Technology(成都信息科技大学);McGill University(麦吉尔大学);University of Macau(澳门大学)

Hao Li, Lu Zhang, Liu Chong, Yankai Chen, Pengyang Wang, Yingjie Zhou

AI总结:

SeesawNet通过动态平衡常见和实例特定依赖,解决非平稳时间序列预测中的分布偏移问题,提出ASNA模块以捕捉常见和特定依赖,实验表明其优于现有方法。

摘要:

实例归一化(IN)广泛用于非平稳多变量时间序列预测,以减少分布偏移并突出样本间的共同模式。然而,IN可能过度平滑实例特定的结构信息,这对建模时间和跨通道异质性至关重要。尽管先前方法进一步抑制分布差异或尝试恢复时间特定依赖,但往往忽视了一个核心矛盾:如何根据每个实例的非平稳结构自适应地建模常见和实例特定依赖。为此,我们提出了SeesawNet,一种统一架构,能够在时间和通道维度上动态平衡常见和实例特定依赖建模。其核心是自适应平稳-非平稳注意力(ASNA),它从归一化序列中捕捉共同依赖,从原始序列中捕捉特定依赖,并根据实例级非平稳性自适应融合。基于ASNA,SeesawNet交替进行专门的时间和通道关系建模,以联合捕捉长程和跨变量依赖。在多个现实世界基准上的广泛实验表明,SeesawNet在性能上始终优于现有最先进方法。

英文摘要:

Instance normalization (IN) is widely used in non-stationary multivariate time series forecasting to reduce distribution shifts and highlight common patterns across samples. However, IN can over-smooth instance-specific structural information that is essential for modeling temporal and cross-channel heterogeneity. While prior methods further suppress distribution discrepancies or attempt to recover temporal specific dependencies, they often ignore a central tension: how to adaptively model common and instance-specific dependency based on each instance's non-stationary structures. To address this dilemma, we propose SeesawNet, a unified architecture that dynamically balances common and instance-specific dependency modeling in both temporal and channel dimensions. At its core is Adaptive Stationary-Nonstationary Attention (ASNA), which captures common dependencies from normalized sequences and specific dependencies from raw sequences, and adaptively fuses them according to instance-level non-stationarity. Built upon ASNA, SeesawNet alternates dedicated temporal and channel relationship modeling to jointly capture long-range and cross-variable dependencies. Extensive experiments on multiple real-world benchmarks demonstrate that SeesawNet consistently outperforms state-of-the-art methods.

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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