arXiv:2502.07489cs.LG2025-02ICLR被引 10

构建首个大规模生物微分方程生成的时间序列基准,破解旧数据集误导问题。

Physiome-ODE: A Benchmark for Irregularly Sampled Multivariate Time Series Forecasting Based on Biological ODEs

  • 从真实生物微分方程生成不规则多变量时间序列数据
  • 创建50个数据集,规模超现有基准一个数量级
  • 验证了微分方程模型在真实复杂场景下的优势,适合时序建模研究者

当前不规则采样多变量时间序列预测的评估主要依赖四个数据集和少量小规模模拟数据。尽管常微分方程(ODE)在科学与工程中广泛应用,但过去五年基于ODE的模型在其中三个数据集上仍被简单常数预测模型超越。这一反直觉结果阻碍了对更合理模型家族——基于微分方程模型的研究进展。本文提出一种从常微分方程生成不规则多变量时间序列(IMTS)数据集的方法,并通过拒绝采样筛选具有挑战性的实例。基于此方法,我们构建了Physiome-ODE:首个已知的IMTS预测基准,包含50个来自生物学实际研究的微分方程生成的数据集。该基准规模远超现有评估设置(约一个数量级)。使用Physiome-ODE,我们发现结果与以往四个数据集完全不同:基于微分方程的模型得以发挥其优势,且能有效区分不同模型性能。本工作有望为基于微分方程的时间序列建模研究注入新动力。

原文摘要 · Abstract (English)

State-of-the-art methods for forecasting irregularly sampled time series with missing values predominantly rely on just four datasets and a few small toy examples for evaluation. While ordinary differential equations (ODE) are the prevalent models in science and engineering, a baseline model that forecasts a constant value outperforms ODE-based models from the last five years on three of these existing datasets. This unintuitive finding hampers further research on ODE-based models, a more plausible model family. In this paper, we develop a methodology to generate irregularly sampled multivariate time series (IMTS) datasets from ordinary differential equations and to select challenging instances via rejection sampling. Using this methodology, we create Physiome-ODE, a large and sophisticated benchmark of IMTS datasets consisting of 50 individual datasets, derived from real-world ordinary differential equations from research in biology. Physiome-ODE is the first benchmark for IMTS forecasting that we are aware of and an order of magnitude larger than the current evaluation setting of four datasets. Using our benchmark Physiome-ODE, we show qualitatively completely different results than those derived from the current four datasets: on Physiome-ODE ODE-based models can play to their strength and our benchmark can differentiate in a meaningful way between different IMTS forecasting models. This way, we expect to give a new impulse to research on ODE-based time series modeling.

时间序列微分方程生物建模基准测试

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。