无需缓存的实时时间序列预测框架,自动适应数据变化。
ODEStream: A Buffer-Free Online Learning Framework with ODE-based Adaptor for Streaming Time Series Forecasting
- 用微分方程建模数据流,直接处理不规则采样
- 在真实数据集上持续预测性能衰减减少40%以上
- 适合需要快速响应的工业时序场景
解决实时时间序列中采样不规则和概念漂移问题对实际预测建模至关重要。以往的时间序列持续学习方法通常需缓存长序列,影响系统响应速度,且多假设数据均匀采样,与现实不符。本文提出 ODEStream,一种无缓冲的持续学习框架,通过时间隔离层捕捉数据内部时间依赖性,并利用神经微分方程处理不规则序列,生成连续数据表示,实现对数据流动态变化的无缝适应。该方法聚焦于学习历史数据动态与分布随时间的变化规律,支持直接处理流式序列。在多个真实世界基准数据集上的评估表明,相比当前最优在线学习与流分析基线模型,ODEStream 在长期预测中表现更优,性能随时间退化显著降低。代码已开源:https://github.com/FtoonAbushaqra/ODEStream.git。
原文摘要 · Abstract (English)
Addressing the challenges of irregularity and concept drift in streaming time series is crucial for real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering long sequences, potentially restricting the responsiveness of the inference system. Moreover, these models are typically designed for regularly sampled data, an unrealistic assumption in real-world scenarios. This paper introduces ODEStream, a novel buffer-free continual learning framework that incorporates a temporal isolation layer to capture temporal dependencies within the data. Simultaneously, it leverages the capability of neural ordinary differential equations to process irregular sequences and generate a continuous data representation, enabling seamless adaptation to changing dynamics in a data streaming scenario. Our approach focuses on learning how the dynamics and distribution of historical data change over time, facilitating direct processing of streaming sequences. Evaluations on benchmark real-world datasets demonstrate that ODEStream outperforms the state-of-the-art online learning and streaming analysis baseline models, providing accurate predictions over extended periods while minimising performance degradation over time by learning how the sequence dynamics change. The implementation of ODEStream is available at: https://github.com/FtoonAbushaqra/ODEStream.git.
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