融合确定性与扩散模型,提升多类时空系统预测精度与效率
Collaborative Deterministic-Probabilistic Forecasting for Diverse Spatiotemporal Systems
- 用确定性模型抓趋势,轻量扩散模型学残差不确定性
- 跨10个真实数据集测试,性能比顶尖方法高25%,算力消耗更低
- 适合气候、能源、城市等需量化不确定性的复杂系统预测
概率预测对气候、能源和城市环境等现实时空系统至关重要,因其能量化不确定性以支持风险感知决策。尽管扩散模型在捕捉复杂数据分布方面表现良好,但其在时空预测中的应用受限于复杂的时空动态和高昂的计算成本。我们提出CoST框架,通过协同确定性模型与扩散模型,适配多种时空系统。CoST采用均值-残差分解策略:利用强大的确定性模型捕捉条件均值,轻量扩散模型学习残差不确定性。该协作机制简化了学习目标,提升了准确率与效率,并具有跨系统泛化能力。为应对空间异质性,我们设计了尺度感知扩散机制引导扩散过程。在来自气候、能源、通信和城市系统的十个真实数据集上进行的广泛实验表明,CoST相比当前最优基线实现25%的性能提升,同时显著降低计算开销。
原文摘要 · Abstract (English)
Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have shown promise in capturing complex data distributions, their application to spatiotemporal forecasting remains limited due to complex spatiotemporal dynamics and high computational demands. we propose CoST, a general forecasting framework that collaborates deterministic and diffusion models for diverse spatiotemporal systems. CoST formulates a mean-residual decomposition strategy: it leverages a powerful deterministic model to capture the conditional mean and a lightweight diffusion model to learn residual uncertainties. This collaborative formulation simplifies learning objectives, improves accuracy and efficiency, and generalizes across diverse spatiotemporal systems. To address spatial heterogeneity, we further design a scale-aware diffusion mechanism to guide the diffusion process. Extensive experiments across ten real-world datasets from climate, energy, communication, and urban systems show that CoST achieves 25\% performance gains over state-of-the-art baselines, while significantly reducing computational cost.
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