发表机构
Minjiang University(闽江学院)
机构由 AI 辅助整理,请以论文原文为准。AI 中文总结
本文提出一种轻量级编码器前门控模块,作为即插即用接口调节协变量表示,在零额外调参下提升TimeXer、iTransformer和PatchTST的预测性能,并验证了使用正则化的有效性。
AI 中文摘要
协变量丰富的时间序列预测需要决定外部变量如何进入目标预测路径。现有的基于Transformer的预测器通常构建协变量表示并将其传递给编码器,而没有显式的准入阶段。本文研究编码器前的协变量准入作为输入侧接口,在编码器处理之前立即调节该表示。我们使用一个轻量级的表示级编码器前门控来实现该接口,该门控为表示单元分配sigmoid分数,并且我们还研究了一种使用正则化变体,该变体对平均准入进行惩罚。该接口作为TimeXer、倒置Transformer(iTransformer)和Patch时间序列Transformer(PatchTST)的即插即用模块进行评估,采用零额外调参协议,其中每个带门控的模型继承相应的基线配置。在电力变压器温度分钟级(ETTm1和ETTm2)数据集、交通、能源和流感样疾病(ILI)上的实验包括配对预测比较、门控位置消融、初始化消融、受控协变量准入分析以及基于方差膨胀因子(VIF)的置换特征重要性(PFI)诊断案例研究。在测试的设置中,该门控与相应的基线具有竞争力,并且使用惩罚降低了平均准入分数,同时保持预测误差接近未惩罚的TimeXer设置。
英文摘要
Covariate-rich time-series forecasting requires deciding how external variables enter the target forecasting path. Existing Transformer-based forecasters usually build a covariate representation and pass it to the encoder without an explicit admission stage. This paper studies pre-encoder covariate admission as an input-side interface that regulates that representation immediately before encoder processing. We implement the interface with a lightweight representation-level pre-encoder gate that assigns sigmoid scores to representation units, and we also study a usage-regularized variant that penalizes average admission. The interface is evaluated as a plug-in module for TimeXer, Inverted Transformer (iTransformer), and Patch Time Series Transformer (PatchTST) under a zero-extra-tuning protocol, where each gated model inherits the corresponding baseline configuration. Experiments on the Electricity Transformer Temperature minute-level (ETTm1 and ETTm2) datasets, Traffic, Energy, and influenza-like illness (ILI) include paired forecasting comparisons, gate-placement ablation, initialization ablation, controlled covariate-admission analysis, and a variance inflation factor (VIF)-informed permutation feature importance (PFI) diagnostic case study. In the tested settings, the gate is competitive with the corresponding baselines, and the usage penalty reduces average admission scores while keeping forecasting errors close to the unpenalized TimeXer setting.