用预测残差指导生成模型,提升时间序列预测精度。
Bridging the Last Mile of Prediction: Enhancing Time Series Forecasting with Conditional Guided Flow Matching
- 以辅助模型的预测分布为条件,引导生成过程。
- 在多个数据集上超越现有最优模型,显著降低误差。
- 适合需要高精度时序预测的研究与工业场景。
现有时间序列生成模型通常将简单先验(如高斯分布)转换为复杂数据分布,但其采样初始化独立于历史数据,难以捕捉时间依赖性,限制了预测准确性。同时,残差仅被视为优化目标,忽略了其常包含系统偏差或非平凡分布结构等有意义模式。为此,我们提出条件引导流匹配(CGFM),一种模型无关框架,通过整合辅助预测模型的输出,使模型能够学习预测残差的概率结构。该方法利用辅助模型的预测分布作为源信息,降低学习难度并改进预测。CGFM将历史数据同时作为条件和引导,采用双向条件路径(源与目标均基于相同历史),并使用仿射路径扩展路径空间,在不引入复杂机制的情况下避免路径交叉,保持时间一致性并增强分布对齐。在多个数据集与基线上的实验表明,CGFM始终优于现有最先进模型,显著提升预测性能。
原文摘要 · Abstract (English)
Existing generative models for time series forecasting often transform simple priors (typically Gaussian) into complex data distributions. However, their sampling initialization, independent of historical data, hinders the capture of temporal dependencies, limiting predictive accuracy. They also treat residuals merely as optimization targets, ignoring that residuals often exhibit meaningful patterns like systematic biases or nontrivial distributional structures. To address these, we propose Conditional Guided Flow Matching (CGFM), a novel model-agnostic framework that extends flow matching by integrating outputs from an auxiliary predictive model. This enables learning from the probabilistic structure of prediction residuals, leveraging the auxiliary model's prediction distribution as a source to reduce learning difficulty and refine forecasts. CGFM incorporates historical data as both conditions and guidance, uses two-sided conditional paths (with source and target conditioned on the same history), and employs affine paths to expand the path space, avoiding path crossing without complex mechanisms, preserving temporal consistency, and strengthening distribution alignment. Experiments across datasets and baselines show CGFM consistently outperforms state-of-the-art models, advancing forecasting.
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