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解决高频网络物理遥测中的双时间尺度预测困境:基于物理基础的动态渐近分解

Resolving the Dual-Timescale Forecasting Dilemma in High-Frequency Cyber-Physical Telemetry via Physics-Grounded Dynamic Asymptotic Decomposition

Avik Kumar Das

arXiv 2609.31361首次发表:更新:

发表机构

Tsinghua University(清华大学)

机构由 AI 辅助整理,请以论文原文为准。

AI 中文总结

针对高频网络物理系统遥测的多步预测困境,提出物理基础的动态渐近分解框架,通过渐近理论指导的权威转移与正则化,在30天工业数据上实现MAE 0.1764,较LSTM误差降低78.3%,且支持边缘实时部署。

AI 中文摘要

高频工业网络物理系统(CPS)以低于10秒的间隔持续传输传感器遥测数据。预测性维护和运行控制需要跨小时级别的多水平预测。然而,在扩展预测范围(在dt=5秒时H=2160步)上部署机器学习模型遇到了双时间尺度预测困境:短时动力学动量与长时日周期热力学平衡之间的权衡。自回归滚动预测遭受复合误差漂移,而直接多输出投影器则表现出方差爆炸和噪声外推。在本工作中,我们证明了自回归互信息在扩展提前期上指数衰减至零,并且最优最小方差估计器渐近收敛于周期日基线(引理1和定理1)。在这些界限的指导下,我们提出了动态渐近分解(DAD)框架。该架构将连续S形权威转移调度α(h)与单调L2正则化缩放λ(h)耦合,将预测权威从动力学自回归转移到日周期平衡,同时强制物理非负性。在30天工业遥测流(N=518400步)上跨16个前向验证测试窗口进行评估,DAD实现了总体平均绝对误差(MAE)为0.1764,相比深度LSTM(0.8143)误差减少78.3%,相比PatchTST(0.4431)减少60.2%,相比DLinear(0.2227)减少20.8%。计算分析表明,在单个CPU核心上边缘执行时间为0.72毫秒,计算量为0.203 MFLOPs,参数为72k(比Transformer基线快3400倍以上),并通过自动化双阶段CI/CD质量保证框架和物理故障安全架构进行了验证。

英文摘要

High-frequency industrial cyber-physical systems (CPS) stream continuous sensor telemetry at sub-10-second intervals. Multi-horizon forecasting over hours is required for predictive maintenance and operational control. However, deploying machine learning models over extended horizons (H = 2,160 steps at dt = 5 s) encounters the Dual-Timescale Forecasting Dilemma: the trade-off between short-horizon kinetic momentum and long-horizon diurnal thermodynamic equilibrium. Autoregressive rollouts suffer from compounding error drift, while direct multi-output projectors exhibit variance explosion and noise extrapolation. In this work, we prove that autoregressive mutual information decays exponentially toward zero over extended lead times, and that the optimal minimum-variance estimator converges asymptotically to the periodic diurnal baseline (Lemma 1 and Theorem 1). Guided by these bounds, we propose the Dynamic Asymptotic Decomposition (DAD) framework. The architecture couples a continuous sigmoidal authority transition schedule \(α(h)\) with monotonic L2 regularization scaling \(λ(h)\), transferring prediction authority from kinetic autoregression to diurnal equilibrium while enforcing physical non-negativity. Evaluated across a 30-day industrial telemetry stream (N = 518,400 steps) over 16 walk-forward test windows, DAD achieves an overall Mean Absolute Error (MAE) of 0.1764, representing a 78.3% error reduction over Deep LSTM (0.8143), 60.2% over PatchTST (0.4431), and 20.8% over DLinear (0.2227). Computational profiling demonstrates edge execution in 0.72 ms with 0.203 MFLOPs and 72k parameters on a single CPU core (over 3400x faster than Transformer baselines), validated by an automated dual-stage CI/CD quality assurance harness and physical fail-safe architecture.

Comments33 pages, 16 figures, 8 tables, 17 equations

论文原文

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