将时间序列填补与下游任务解耦,提升模型复用性与可解释性。
Modular Deep Learning for Multivariate Time-Series: Decoupling Imputation and Downstream Tasks
- 采用模块化设计,分开训练填补和预测模型
- 在7个数据集上保持高精度,性能不降反而更灵活
- 适合需要快速迭代和跨领域应用的工业场景
大规模时间序列数据中缺失值普遍存在,影响分析可靠性与决策质量。现有神经网络方法多为端到端架构,导致填补与下游预测任务紧密耦合,造成模型复用性差、可解释性低且难以评估。本文提出模块化方法,将填补与下游任务解耦,实现独立优化与更高适应性。基于最大的开源时间序列深度学习库 PyPOTS,我们在七个跨领域的数据集上,对六种先进模型的模块化流程进行了评估。结果表明,该方法在保持高性能的同时,显著提升了灵活性与可复用性,适用于真实世界应用。本研究展示了模块化在多变量时间序列分析中的优势,实现了性能与适应性的平衡。
原文摘要 · Abstract (English)
Missing values are pervasive in large-scale time-series data, posing challenges for reliable analysis and decision-making. Many neural architectures have been designed to model and impute the complex and heterogeneous missingness patterns of such data. Most existing methods are end-to-end, rendering imputation tightly coupled with downstream predictive tasks and leading to limited reusability of the trained model, reduced interpretability, and challenges in assessing model quality. In this paper, we call for a modular approach that decouples imputation and downstream tasks, enabling independent optimisation and greater adaptability. Using the largest open-source Python library for deep learning-based time-series analysis, PyPOTS, we evaluate a modular pipeline across six state-of-the-art models that perform imputation and prediction on seven datasets spanning multiple domains. Our results show that a modular approach maintains high performance while prioritising flexibility and reusability - qualities that are crucial for real-world applications. Through this work, we aim to demonstrate how modularity can benefit multivariate time-series analysis, achieving a balance between performance and adaptability.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。