arXiv:2411.17382cs.LG2024-11被引 1

通过频域与时域多尺度融合,提升时间序列预测的抗噪与泛化能力。

MFF-FTNet: Multi-scale Feature Fusion across Frequency and Temporal Domains for Time Series Forecasting

  • 结合对比学习与多尺度特征提取,跨频域与时域融合特征。
  • 在五个真实数据集上,多变量任务的均方误差降低7.7%。
  • 适合处理噪声大、稀疏且具有复杂时序模式的数据场景。

时间序列预测在众多领域至关重要,但现有深度学习模型难以应对噪声、数据稀疏性及复杂多尺度模式。本文提出MFF-FTNet,通过结合对比学习与频域和时域的多尺度特征提取,解决上述挑战。MFF-FTNet引入自适应噪声增强策略,根据原始时间序列的统计特性动态调整缩放与偏移参数,提升模型抗噪能力。其架构包含两个互补模块:频率感知对比模块(FACM)通过频带选择与对比学习优化谱表示;互补时域对比模块(CTCM)利用多尺度卷积捕捉短长期依赖并融合特征。统一特征表示策略实现跨域鲁棒对比学习,构建更丰富的预测框架。在五个真实世界数据集上的大量实验表明,MFF-FTNet显著优于现有先进模型,在多变量任务中均方误差(MSE)提升7.7%。结果验证了该方法在建模复杂时序模式、处理噪声与稀疏性方面的有效性,为长短时预测提供综合性解决方案。

原文摘要 · Abstract (English)

Time series forecasting is crucial in many fields, yet current deep learning models struggle with noise, data sparsity, and capturing complex multi-scale patterns. This paper presents MFF-FTNet, a novel framework addressing these challenges by combining contrastive learning with multi-scale feature extraction across both frequency and time domains. MFF-FTNet introduces an adaptive noise augmentation strategy that adjusts scaling and shifting factors based on the statistical properties of the original time series data, enhancing model resilience to noise. The architecture is built around two complementary modules: a Frequency-Aware Contrastive Module (FACM) that refines spectral representations through frequency selection and contrastive learning, and a Complementary Time Domain Contrastive Module (CTCM) that captures both short- and long-term dependencies using multi-scale convolutions and feature fusion. A unified feature representation strategy enables robust contrastive learning across domains, creating an enriched framework for accurate forecasting. Extensive experiments on five real-world datasets demonstrate that MFF-FTNet significantly outperforms state-of-the-art models, achieving a 7.7% MSE improvement on multivariate tasks. These findings underscore MFF-FTNet's effectiveness in modeling complex temporal patterns and managing noise and sparsity, providing a comprehensive solution for both long- and short-term forecasting.

时间序列多尺度对比学习抗噪

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