arXiv:2507.10792cs.LG2025-07ICML被引 5

将物理知识融入状态空间模型,提升复杂环境下长期动态预测能力

A Generalizable Physics-Enhanced State Space Model for Long-Term Dynamics Forecasting in Complex Environments

  • 将部分已知物理规律分解为显式状态矩阵,嵌入状态空间模型中
  • 在真实世界三类任务中实现更优的长期插值与外推性能
  • 适合需要高泛化性的复杂系统建模场景,如交通、无人机、疫情预测

本文针对复杂环境中数据噪声大、采样不规则的长期动态预测问题。尽管已有方法提升预测性能,但在长期外推任务中仍面临挑战。为此,提出Phy-SSM,一种将部分物理知识融入状态空间模型(SSMs)的通用方法。其核心思想是:利用SSM捕捉序列数据长程依赖与连续动力学建模能力,结合物理先验增强泛化性。关键在于如何无缝融合部分已知物理信息,为此将系统动力学分解为已知与未知状态矩阵,并集成至Phy-SSM单元。为进一步提升长期预测效果,引入物理状态正则化项,使隐变量状态与系统动力学对齐。理论分析了方法解的唯一性。在车辆运动预测、无人机状态预测及新冠疫情流行病学预测三个真实场景的实验表明,Phy-SSM在长期插值和外推任务中均显著优于基线方法。代码开源:https://github.com/511205787/Phy_SSM-ICML2025。

原文摘要 · Abstract (English)

This work aims to address the problem of long-term dynamic forecasting in complex environments where data are noisy and irregularly sampled. While recent studies have introduced some methods to improve prediction performance, these approaches still face a significant challenge in handling long-term extrapolation tasks under such complex scenarios. To overcome this challenge, we propose Phy-SSM, a generalizable method that integrates partial physics knowledge into state space models (SSMs) for long-term dynamics forecasting in complex environments. Our motivation is that SSMs can effectively capture long-range dependencies in sequential data and model continuous dynamical systems, while the incorporation of physics knowledge improves generalization ability. The key challenge lies in how to seamlessly incorporate partially known physics into SSMs. To achieve this, we decompose partially known system dynamics into known and unknown state matrices, which are integrated into a Phy-SSM unit. To further enhance long-term prediction performance, we introduce a physics state regularization term to make the estimated latent states align with system dynamics. Besides, we theoretically analyze the uniqueness of the solutions for our method. Extensive experiments on three real-world applications, including vehicle motion prediction, drone state prediction, and COVID-19 epidemiology forecasting, demonstrate the superior performance of Phy-SSM over the baselines in both long-term interpolation and extrapolation tasks. The code is available at https://github.com/511205787/Phy_SSM-ICML2025.

状态空间模型物理增强长期预测

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