arXiv:2505.22815cs.CVcs.AI2025-05ICML被引 3

用视觉掩码自编码器处理不规则多变量时间序列,提升预测精度。

IMTS is Worth Time $\times$ Channel Patches: Visual Masked Autoencoders for Irregular Multivariate Time Series Prediction

  • 将不规则数据转为等距特征块,利用跨通道依赖补全缺失值
  • 通过视觉MAE重建稀疏多通道数据,实现高精度预测
  • 适合缺失数据多、需少样本学习的工业时序场景

不规则多变量时间序列(IMTS)预测因多通道信号时间对齐困难和大量缺失数据而具有挑战性。现有方法难以从此类数据中捕捉可靠的时间模式。尽管预训练基础模型在常规采样时间序列(RTS)上表现良好,但通常不适用于IMTS。受视觉掩码自编码器(MAE)建模稀疏多通道信息能力的启发,本文提出VIMTS框架,将视觉MAE适配于IMTS预测。首先,沿时间轴将IMTS划分为等间隔特征块,并利用学习到的跨通道依赖进行补全;随后,借助视觉MAE处理稀疏多通道数据的能力完成块重建;最后采用粗到细策略,基于聚焦上下文生成精确预测。此外,通过自监督学习进一步增强对IMTS的建模能力。大量实验表明,VIMTS在多个数据集上表现优异,具备强大的少样本学习能力,推动视觉基础模型在更广泛时间序列任务中的应用。代码已开源:https://github.com/WHU-HZY/VIMTS。

原文摘要 · Abstract (English)

Irregular Multivariate Time Series (IMTS) forecasting is challenging due to the unaligned nature of multi-channel signals and the prevalence of extensive missing data. Existing methods struggle to capture reliable temporal patterns from such data due to significant missing values. While pre-trained foundation models show potential for addressing these challenges, they are typically designed for Regularly Sampled Time Series (RTS). Motivated by the visual Mask AutoEncoder's (MAE) powerful capability for modeling sparse multi-channel information and its success in RTS forecasting, we propose VIMTS, a framework adapting Visual MAE for IMTS forecasting. To mitigate the effect of missing values, VIMTS first processes IMTS along the timeline into feature patches at equal intervals. These patches are then complemented using learned cross-channel dependencies. Then it leverages visual MAE's capability in handling sparse multichannel data for patch reconstruction, followed by a coarse-to-fine technique to generate precise predictions from focused contexts. In addition, we integrate self-supervised learning for improved IMTS modeling by adapting the visual MAE to IMTS data. Extensive experiments demonstrate VIMTS's superior performance and few-shot capability, advancing the application of visual foundation models in more general time series tasks. Our code is available at https://github.com/WHU-HZY/VIMTS.

时间序列预测视觉MAE多变量缺失数据

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