arXiv:2504.00118cs.LGcs.AI2025-04AAAI被引 18

将时间序列转为2D图像,用卷积捕捉长短周期特征,提升预测精度。

Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting

  • 把一维时间序列转成二维频域张量,拆解周期内与周期间变化
  • 通过一阶二阶导数热图捕捉突变点和拐点,增强对剧烈波动的感知
  • 适合处理含复杂波动的真实时间序列,如能源、交通、金融数据

时间序列预测在能源管理、交通规划、金融市场、气象学和医学等领域具有重要意义。然而,真实时间序列常表现出复杂的时序变异和剧烈波动,给预测带来挑战。以往依赖一维表示的模型难以应对复杂时序变化。本文提出Times2D方法,将一维时间序列转换为二维空间。该方法包含三部分:周期分解模块(PDB)在频域将时间序列转为二维张量,捕捉周期内与周期间的时序变化;一阶与二阶导数热图(FSDH)分别捕捉突变和拐点;聚合预测模块(AFB)整合PDB与FSDH输出以实现精准预测。二维变换使模型可使用二维卷积有效捕捉长短期特征。在多个大规模公开数据集上的实验表明,Times2D在短时和长时预测上均达到当前最优性能。代码已开源:https://github.com/Tims2D/Times2D。

原文摘要 · Abstract (English)

Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability and sharp fluctuations, which pose significant challenges for time series forecasting. Previous models that rely on 1D time series representations usually struggle with complex temporal variations. To address the limitations of 1D time series, this study introduces the Times2D method that transforms the 1D time series into 2D space. Times2D consists of three main parts: first, a Periodic Decomposition Block (PDB) that captures temporal variations within a period and between the same periods by converting the time series into a 2D tensor in the frequency domain. Second, the First and Second Derivative Heatmaps (FSDH) capture sharp changes and turning points, respectively. Finally, an Aggregation Forecasting Block (AFB) integrates the output tensors from PDB and FSDH for accurate forecasting. This 2D transformation enables the utilization of 2D convolutional operations to effectively capture long and short characteristics of the time series. Comprehensive experimental results across large-scale data in the literature demonstrate that the proposed Times2D model achieves state-of-the-art performance in both short-term and long-term forecasting. The code is available in this repository: https://github.com/Tims2D/Times2D.

时间序列2D卷积周期分解预测模型

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