解决动态新增传感器的时序预测难题,让模型不惧变量数量变化。
Beyond Fixed Variables: Expanding-variate Time Series Forecasting via Flat Scheme and Spatio-temporal Focal Learning
- 将多变量时序数据展平为一维,实现变量数无关的建模。
- 用焦点对比损失聚焦优化新增变量,仅用5%数据达到主流模型完整数据效果。
- 适合工业物联网、智慧城市等变量随时间扩展的真实场景。
多变量时间序列预测(MTSF)长期是研究重点,传统方法假设变量数量固定,但现实中的信息物理系统常因新传感器部署而变量增加。为此,我们提出新任务——可扩展变量时间序列预测(EVTSF),面临两大挑战:(1)新增变量导致数据形状不一致;(2)时空学习失衡,新增变量因需及时响应而观测数据稀少。为此,我们提出STE V框架,包含新提出的扁平化方案(Flat Scheme),通过沿变量维度展平二维样本至一维,使模型对变量规模不变,同时保留整体空间相关性。引入时空焦点学习策略,采用负向过滤缓解对比学习与图表示间的冲突,并以焦点对比损失为核心,引导模型聚焦优化新增变量。在三个真实数据集上评估,相比三种基于主流MTSF模型的适配方案,STE V显著更优,尤其在新增变量上表现突出。值得注意的是,仅使用新增期5%的观测数据,其性能即与使用完整数据训练的主流模型相当。不同扩展策略的验证进一步证明了该框架在真实场景中的泛化能力。
原文摘要 · Abstract (English)
Multivariate Time Series Forecasting (MTSF) has long been a key research focus. Traditionally, these studies assume a fixed number of variables, but in real-world applications, Cyber-Physical Systems often expand as new sensors are deployed, increasing variables in MTSF. In light of this, we introduce a novel task, Expanding-variate Time Series Forecasting (EVTSF). This task presents unique challenges, specifically (1) handling inconsistent data shapes caused by adding new variables, and (2) addressing imbalanced spatio-temporal learning, where expanding variables have limited observed data due to the necessity for timely operation. To address these challenges, we propose STEV, a flexible spatio-temporal forecasting framework. STEV includes a new Flat Scheme to tackle the inconsistent data shape issue, which extends the graph-based spatio-temporal modeling architecture into 1D space by flattening the 2D samples along the variable dimension, making the model variable-scale-agnostic while still preserving dynamic spatial correlations through a holistic graph. We introduce a novel Spatio-temporal Focal Learning strategy that incorporates a negative filter to resolve potential conflicts between contrastive learning and graph representation, and a focal contrastive loss as its core to guide the framework to focus on optimizing the expanding variables. We benchmark EVTSF performance using three real-world datasets and compare it against three potential solutions employing SOTA MTSF models tailored for EVSTF. Experimental results show that STEV significantly outperforms its competitors, particularly on expanding variables. Notably, STEV, with only 5% of observations from the expanding period, is on par with SOTA MTSF models trained with complete observations. Further exploration of various expanding strategies underscores the generalizability of STEV in real-world applications.
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