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CAMP:一种用于时间序列预测的周期感知多尺度补丁混合器

CAMP: A Cycle-Aware Multi-Scale Patch Mixer for Time Series Forecasting

Jung Min Choi, Vijaya Krishna yalavarthi, Lars Schmidt-Thieme

arXiv 2608.04051首次发表:更新:

发表机构

Max Planck Institute for Biogeochemistry(马克斯·普朗克生物地球化学研究所)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

CAMP是一种周期感知多尺度补丁混合器,通过自适应周期学习、horizon引导补丁混合及多分辨率建模,在七个长期预测基准和四个PEMS交通基准的十六个设置中取得优异预测性能。

AI 中文摘要

现实世界的时间序列通常由重复模式支配,但其主导周期可能在不同数据集、预测设置和单个输入窗口间存在差异。现有的周期感知预测器通常依赖于在数据集层面选择的单一周期,当周期行为随时间变化或存在多个周期共存时,这种方式会受到限制。此外,基于补丁的模型通常对所有补丁位置进行统一处理,尽管离预测边界较远的补丁可能需要更广泛的上下文细化,而近期补丁包含的信息应更直接地保留。在去除周期行为后,剩余的动态可能也跨越多个时间分辨率,无法在单一尺度上得到充分描述。我们引入CAMP,一种周期感知多尺度补丁混合器,旨在应对这些挑战。自适应周期学习模块为每个输入窗口单独识别主导频率,生成历史和未来周期分量,无需预定义的周期长度。 horizon引导补丁混合器引入位置相关的细化,允许早期补丁融入更广泛的时间上下文,同时保留靠近预测边界的信息。CAMP进一步通过时间对齐的多分辨率表示对去周期化残差进行建模,使不同尺度的互补动态能在一个预测框架内被捕获。在七个长期预测基准上,CAMP在六个数据集上取得最佳平均MSE,在六个数据集上取得最佳或并列最佳MAE;在四个PEMS交通基准的十六个设置中,其MSE获胜次数最多。

英文摘要

Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows. Existing cycle-aware forecasters commonly rely on a single period selected at the dataset level, which can be restrictive when periodic behavior changes over time or when multiple cycles coexist. Moreover, patch-based models typically process all patch positions uni- formly, although patches farther from the forecast boundary may require broader contextual refinement, while recent patches contain information that should be preserved more directly. Af- ter cyclic behavior is removed, the remaining dynamics may also span multiple temporal resolutions and cannot be adequately de- scribed at a single scale. We introduce CAMP, a Cycle-Aware Multi-Scale Patch Mixer designed to address these challenges. The Adaptive Cycle Learning module identifies dominant fre- quencies separately for each input window and generates both historical and future cyclic components without requiring a pre- defined cycle length. The Horizon-Guided Patch Mixer intro- duces position-dependent refinement, allowing earlier patches to incorporate broader temporal context while preserving infor- mation close to the forecast boundary. CAMP further models the de-cycled residual through temporally aligned multi-resolution representations, enabling complementary dynamics at different scales to be captured within one forecasting framework. Across seven long-term forecasting benchmarks, CAMP achieves the best average MSE on six datasets and the best or tied-best MAE on six. It also obtains the highest MSE win count across sixteen settings on four PEMS traffic benchmarks.

论文原文

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