用简单平均提升长期时间序列预测,效果超越主流模型。
AverageTime: Enhance Long-Term Time Series Forecasting with Simple Averaging
- 通过两次平均操作提取并融合序列信息,结构简洁。
- 在真实数据集上超越现有模型,计算复杂度接近线性。
- 适合需要高效高精度预测的工业场景应用。
多变量长期时间序列预测旨在利用历史观测值预测未来序列,核心在于建模序列内与通道间依赖关系。众多研究提出了多样架构以捕捉这些模式,显著提升了预测精度。其中,iTransformer作为通道信息提取的代表性方法,利用Transformer架构建模通道级依赖,从而通过序列变换提升预测性能。基于iTransformer的通道提取思想,我们提出AverageTime——一种简单、高效且可扩展的预测模型。与iTransformer不同,AverageTime保留原始序列信息,并将通道提取重构为可堆叠、可扩展的架构,使模型能通过多种结构机制生成多个新序列,而非仅转换输入序列。此外,新提取序列不限于通道处理,还可结合序列分解等技术提升预测精度。我们还引入通道聚类技术,显著提升训练与推理效率,性能损失可忽略。实验证明,仅通过两次简单平均操作(对提取序列和原始序列分别应用),AverageTime在真实数据集上超越当前最优模型,同时保持近线性复杂度。该工作为时间序列预测提供了新视角:通过信息提取与融合丰富序列表达。源代码见 https://github.com/UniqueoneZ/AverageTime。
原文摘要 · Abstract (English)
Multivariate long-term time series forecasting aims to predict future sequences by utilizing historical observations, with a core focus on modeling intra-sequence and cross-channel dependencies. Numerous studies have developed diverse architectures to capture these patterns, achieving significant improvements in forecasting accuracy. Among them, iTransformer, a representative method for channel information extraction, leverages the Transformer architecture to model channel-wise dependencies, thereby facilitating sequence transformation for enhanced forecasting performance. Building upon iTransformer's channel extraction concept, we propose AverageTime, a simple, efficient, and scalable forecasting model. Beyond iTransformer, AverageTime retains the original sequence information and reframes channel extraction as a stackable and extensible architecture. This allows the model to generate multiple novel sequences through various structural mechanisms, rather than being limited to transforming the original input. Moreover, the newly extracted sequences are not restricted to channel processing; other techniques such as series decomposition can also be incorporated to enhance predictive accuracy. Additionally, we introduce a channel clustering technique into AverageTime, which substantially improves training and inference efficiency with negligible performance loss. Experiments on real-world datasets demonstrate that with only two straightforward averaging operations, applied to both the extracted sequences and the original series. AverageTime surpasses state-of-the-art models in forecasting performance while maintaining near-linear complexity. This work offers a new perspective on time series forecasting: enriching sequence information through extraction and fusion. The source code is available at https://github.com/ UniqueoneZ/AverageTime.
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