arXiv:2504.14209cs.AI2025-04被引 1

提出统一模型同时处理多类时间序列任务,通过能量感知解耦模式提升泛化能力。

Energy-Aware Pattern Disentanglement: A Generalizable Pattern Assisted Architecture for Multi-task Time Series Analysis

  • 基于时频域能量分析解耦瞬态与非平稳振荡成分,实现模式分离。
  • 在60个基准上达到领先性能,涵盖预测、补全、异常检测等任务。
  • 适合需要跨任务通用性的工业时间序列分析场景。

时间序列分析广泛应用于气象预测、异常检测和医疗等领域。尽管深度学习已取得显著进展,现有方法多采用“一模型一任务”架构,限制了跨任务泛化能力。为此,本文在时频域进行局部能量分析,更精确地捕捉并解耦瞬态与非平稳振荡成分。表征分析揭示:生成任务倾向于从低频成分中捕获长周期模式,而判别任务则聚焦高频突变信号,这是本文的核心贡献。具体地,提出Pets架构——一种基于通用波动模式辅助(GPA)框架的“一模型多任务”新方法,适用于多种模型结构。Pets集成波动模式辅助(FPA)模块与上下文引导的预测器混合(MoP)模块。FPA模块通过捕获不同波动模式间的依赖关系,逐层建模为潜在表示,促进信息融合;MoP模块则利用这些可迁移的模式表示,按能量比例层次化引导不同波动的重建。Pets在60个不同任务的基准上展现强大泛化性与鲁棒性,性能达当前最优水平,覆盖预测、缺失值填补、异常检测与分类等任务。

原文摘要 · Abstract (English)

Time series analysis has found widespread applications in areas such as weather forecasting, anomaly detection, and healthcare. While deep learning approaches have achieved significant success in this field, existing methods often adopt a "one-model one-task" architecture, limiting their generalization across different tasks. To address these limitations, we perform local energy analysis in the time-frequency domain to more precisely capture and disentangle transient and non-stationary oscillatory components. Furthermore, our representational analysis reveals that generative tasks tend to capture long-period patterns from low-frequency components, whereas discriminative tasks focus on high-frequency abrupt signals, which constitutes our core contribution. Concretely, we propose Pets, a novel "one-model many-tasks" architecture based on the General fluctuation Pattern Assisted (GPA) framework that is adaptable to versatile model structures for time series analysis. Pets integrates a Fluctuation Pattern Assisted (FPA) module and a Context-Guided Mixture of Predictors (MoP). The FPA module facilitates information fusion among diverse fluctuation patterns by capturing their dependencies and progressively modeling these patterns as latent representations at each layer. Meanwhile, the MoP module leverages these generalizable pattern representations to guide and regulate the reconstruction of distinct fluctuations hierarchically by energy proportion. Pets demonstrates strong versatility and achieves state-of-the-art performance across 60 benchmarks on various tasks, including forecasting, imputation, anomaly detection, and classification, while demonstrating strong generalization and robustness.

时间序列多任务模式解耦能量分析

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