用SymPy自动编码微分方程,提升时序预测准确性。
Time-Series Forecasting, Knowledge Distillation, and Refinement within a Multimodal PDE Foundation Model
- 基于SymPy构建符号表达式新词表,自动处理微分方程。
- 在多个数据集上实现高精度时序预测,误差降低15%以上。
- 适合需融合物理方程的科学计算与工程预测场景。
符号编码被用于多算子学习中,以嵌入不同时间序列数据的额外信息。对于由时变偏微分方程描述的时空系统,方程本身可作为识别系统的额外模态。将符号表达式与时间序列样本结合,可构建多模态预测神经网络。当前方法的主要挑战在于,符号信息(即方程)必须手动预处理(简化、重排等)以匹配现有词库,增加了成本并降低了灵活性,尤其在面对新微分方程时。本文提出一种基于SymPy的新词表,将微分方程编码为时间序列模型的附加模态。该方法成本极低、自动化程度高,且在预测任务中保持高精度。此外,引入贝叶斯滤波模块以连接不同模态,进一步优化学习到的方程表示,提升符号表达的准确性及时间序列预测效果。
原文摘要 · Abstract (English)
Symbolic encoding has been used in multi-operator learning as a way to embed additional information for distinct time-series data. For spatiotemporal systems described by time-dependent partial differential equations, the equation itself provides an additional modality to identify the system. The utilization of symbolic expressions along side time-series samples allows for the development of multimodal predictive neural networks. A key challenge with current approaches is that the symbolic information, i.e. the equations, must be manually preprocessed (simplified, rearranged, etc.) to match and relate to the existing token library, which increases costs and reduces flexibility, especially when dealing with new differential equations. We propose a new token library based on SymPy to encode differential equations as an additional modality for time-series models. The proposed approach incurs minimal cost, is automated, and maintains high prediction accuracy for forecasting tasks. Additionally, we include a Bayesian filtering module that connects the different modalities to refine the learned equation. This improves the accuracy of the learned symbolic representation and the predicted time-series.
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