arXiv:2502.16890cs.LGcs.AI2025-02被引 6

解决时间序列中频段能量缺失与共频模式未利用问题,提升预测精度。

ReFocus: Reinforcing Mid-Frequency and Key-Frequency Modeling for Multivariate Time Series Forecasting

  • 设计自适应中频能量优化模块,增强被忽略的中频特征
  • 提出基于能量的共频捕捉块,在减少参数下实现更优跨序列建模
  • 引入共频增强训练策略,随机注入频谱信息提升模型泛化能力

近期研究逐步将频域分析融入深度学习模型,显著提升了时间序列任务的精度与效率。然而,真实世界时间序列存在中频能量缺失问题——低频能量集中而中频段几乎无能量,导致现有模型难以提取关键频率信息;同时,多变量时间序列中的共享关键频率模式(Key-Frequency)也未被充分挖掘。本文提出一种新模块:自适应中频能量优化器(Adaptive Mid-Frequency Energy Optimizer),基于卷积与残差学习,强化中频带的重要性。进一步提出基于能量的共频捕捉块(Energy-based Key-Frequency Picking Block),有效捕获共享的关键频率,以更少参数实现优异的跨序列建模性能。此外,引入关键频率增强训练策略,随机将其他通道的频谱信息注入当前通道,进一步提升关键频率建模能力。在交通(Traffic)、电力负荷(ECL)和太阳能(Solar)等挑战性基准上,相比先前最优模型iTransformer,本方法分别将均方误差(MSE)降低4%、6%和5%。代码已开源:https://github.com/Levi-Ackman/ReFocus。

原文摘要 · Abstract (English)

Recent advancements have progressively incorporated frequency-based techniques into deep learning models, leading to notable improvements in accuracy and efficiency for time series analysis tasks. However, the Mid-Frequency Spectrum Gap in the real-world time series, where the energy is concentrated at the low-frequency region while the middle-frequency band is negligible, hinders the ability of existing deep learning models to extract the crucial frequency information. Additionally, the shared Key-Frequency in multivariate time series, where different time series share indistinguishable frequency patterns, is rarely exploited by existing literature. This work introduces a novel module, Adaptive Mid-Frequency Energy Optimizer, based on convolution and residual learning, to emphasize the significance of mid-frequency bands. We also propose an Energy-based Key-Frequency Picking Block to capture shared Key-Frequency, which achieves superior inter-series modeling performance with fewer parameters. A novel Key-Frequency Enhanced Training strategy is employed to further enhance Key-Frequency modeling, where spectral information from other channels is randomly introduced into each channel. Our approach advanced multivariate time series forecasting on the challenging Traffic, ECL, and Solar benchmarks, reducing MSE by 4%, 6%, and 5% compared to the previous SOTA iTransformer. Code is available at this GitHub Repository: https://github.com/Levi-Ackman/ReFocus.

时间序列频域建模多变量预测深度学习

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