解决时序预测中高频与低频分量学习不均衡问题
BEAT: Balanced Frequency Adaptive Tuning for Long-Term Time-Series Forecasting
- 按频率动态监控训练状态,自适应调整梯度更新
- 在7个真实数据集上显著优于现有最优方法
- 适合需要长期时序建模的气象、金融等场景
时间序列预测在天气预报和金融市场建模等众多实际应用中至关重要。尽管时域方法仍占主流,频域方法能有效捕捉多尺度周期模式,减少序列依赖性,并自然去噪。然而,现有方法通常对所有频率采用统一训练目标,导致学习速度不匹配:高频分量收敛过快,易过拟合;低频分量因训练不足而欠拟合。为此,我们提出BEAT(Balanced frEquency Adaptive Tuning)框架,动态监测各频率的训练状态,自适应调整其梯度更新。通过识别各频率的收敛、过拟合或欠拟合状态,BEAT动态重分配学习优先级,抑制快速学习者的梯度,增强缓慢学习者的学习力度,缓解不同频率间竞争目标的冲突,同步整体学习过程。在七个真实世界数据集上的大量实验表明,BEAT始终优于当前最优方法。
原文摘要 · Abstract (English)
Time-series forecasting is crucial for numerous real-world applications including weather prediction and financial market modeling. While temporal-domain methods remain prevalent, frequency-domain approaches can effectively capture multi-scale periodic patterns, reduce sequence dependencies, and naturally denoise signals. However, existing approaches typically train model components for all frequencies under a unified training objective, often leading to mismatched learning speeds: high-frequency components converge faster and risk overfitting, while low-frequency components underfit due to insufficient training time. To deal with this challenge, we propose BEAT (Balanced frEquency Adaptive Tuning), a novel framework that dynamically monitors the training status for each frequency and adaptively adjusts their gradient updates. By recognizing convergence, overfitting, or underfitting for each frequency, BEAT dynamically reallocates learning priorities, moderating gradients for rapid learners and increasing those for slower ones, alleviating the tension between competing objectives across frequencies and synchronizing the overall learning process. Extensive experiments on seven real-world datasets demonstrate that BEAT consistently outperforms state-of-the-art approaches.
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