用自适应超图建模时间序列多尺度群体关系,提升预测精度。
Ada-MSHyper: Adaptive Multi-Scale Hypergraph Transformer for Time Series Forecasting
- 构建自适应超图学习模块,捕捉时间点间群体交互关系。
- 在11个真实数据集上,长/短/超长时序预测误差分别降低4.56%、10.38%、4.97%。
- 适合处理具多变趋势的复杂时间序列,如金融、气象预测场景。
尽管基于Transformer的方法在多尺度时间模式交互建模中取得显著成功,但两个关键挑战限制了其进一步发展:(1) 单个时间点语义信息较少,依赖注意力机制建模成对交互易导致信息利用瓶颈;(2) 时间模式中存在多种内在变化(如上升、下降、波动)相互纠缠。为此,我们提出自适应多尺度超图Transformer(Ada-MSHyper)用于时间序列预测。具体地,设计自适应超图学习模块以建立群体交互基础,引入多尺度交互模块以促进不同尺度下的全面模式交互。此外,提出节点与超边约束机制,实现语义相似节点聚类,并区分各尺度内的时序变化特征。在11个真实世界数据集上的大量实验表明,Ada-MSHyper达到当前最优性能,长程、短程和超长程时间序列预测的均方误差平均分别降低4.56%、10.38%和4.97%。代码已公开于https://github.com/shangzongjiang/Ada-MSHyper。
原文摘要 · Abstract (English)
Although transformer-based methods have achieved great success in multi-scale temporal pattern interaction modeling, two key challenges limit their further development: (1) Individual time points contain less semantic information, and leveraging attention to model pair-wise interactions may cause the information utilization bottleneck. (2) Multiple inherent temporal variations (e.g., rising, falling, and fluctuating) entangled in temporal patterns. To this end, we propose Adaptive Multi-Scale Hypergraph Transformer (Ada-MSHyper) for time series forecasting. Specifically, an adaptive hypergraph learning module is designed to provide foundations for modeling group-wise interactions, then a multi-scale interaction module is introduced to promote more comprehensive pattern interactions at different scales. In addition, a node and hyperedge constraint mechanism is introduced to cluster nodes with similar semantic information and differentiate the temporal variations within each scales. Extensive experiments on 11 real-world datasets demonstrate that Ada-MSHyper achieves state-of-the-art performance, reducing prediction errors by an average of 4.56%, 10.38%, and 4.97% in MSE for long-range, short-range, and ultra-long-range time series forecasting, respectively. Code is available at https://github.com/shangzongjiang/Ada-MSHyper.
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