arXiv:2504.12721cs.LGcs.AI2025-04KDD被引 5

用压缩表示统一长时序预测方法,简化复杂模型设计。

TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations

  • 将时间序列建模为三维张量,通过模式生成实现多尺度依赖捕捉与降维。
  • 在压缩表示域内进行内部预测,提升长期预测准确性。
  • 适用于各类长时序预测场景,尤其适合追求简洁高效模型的研究者。

近期长时序时间序列预测(LTSF)的深度学习模型常采用复杂的定制设计,而简单的线性模型或MLP反而表现更优。本文重新梳理了先进LTSF模型中常见的核心思想,如冗余消除和多尺度建模,并将其整合进一个通用且简化的框架。为此,我们提出TimeCapsule,该模型基于高维信息压缩原则,将时间序列视为包含时间、变量和层级维度的三维张量,利用模式生成技术捕捉多模态依赖关系并实现降维。同时,引入联合嵌入预测架构(JEPA),在压缩表示域内执行内部预测,以监控预测表示的学习过程。在多个具有挑战性的基准测试上,实验结果表明TimeCapsule具备卓越的泛化能力,达到当前最优性能。

原文摘要 · Abstract (English)

Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper, we revisit and organize the core ideas behind several key techniques, such as redundancy reduction and multi-scale modeling, which are frequently employed in advanced LTSF models. Our goal is to streamline these ideas for more efficient deep learning utilization. To this end, we introduce TimeCapsule, a model built around the principle of high-dimensional information compression that unifies these techniques in a generalized yet simplified framework. Specifically, we model time series as a 3D tensor, incorporating temporal, variate, and level dimensions, and leverage mode production to capture multi-mode dependencies while achieving dimensionality compression. We propose an internal forecast within the compressed representation domain, supported by the Joint-Embedding Predictive Architecture (JEPA), to monitor the learning of predictive representations. Extensive experiments on challenging benchmarks demonstrate the versatility of our method, showing that TimeCapsule can achieve state-of-the-art performance.

时间序列压缩表示预测架构

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