arXiv:2507.12803cs.LGcs.AI2025-07被引 6

融合傅里叶与拉普拉斯分解的Mamba模型,提升时间序列长期预测精度。

FLDmamba: Integrating Fourier and Laplace Transform Decomposition with Mamba for Enhanced Time Series Prediction

  • 用傅里叶与拉普拉斯变换分离多尺度周期与瞬态动态
  • 在多个基准上超越Transformer与传统Mamba模型
  • 适合处理含噪声、长时序且具复杂动态的数据

时间序列预测在众多领域至关重要,但面临非平稳性、多尺度周期性和瞬态动态等挑战,尤其在长期预测中更为突出。尽管基于Transformer的架构表现良好,但其随序列长度呈二次增长的复杂度限制了其在长序列上的效率。近期状态空间模型如Mamba提供了更高效的长序列建模方案,却难以有效捕捉多尺度周期性和瞬态动态,且对数据噪声敏感。本文提出一种新框架FLDmamba(傅里叶与拉普拉斯变换分解Mamba),结合傅里叶与拉普拉斯变换的优势,有效建模多尺度周期性、瞬态动态,并增强对噪声的鲁棒性。大量实验表明,FLDmamba在多个时间序列预测基准上表现优异,优于基于Transformer及其他Mamba架构的方法。为促进方法复现,代码与数据已开源。

原文摘要 · Abstract (English)

Time series prediction, a crucial task across various domains, faces significant challenges due to the inherent complexities of time series data, including non-stationarity, multi-scale periodicity, and transient dynamics, particularly when tackling long-term predictions. While Transformer-based architectures have shown promise, their quadratic complexity with sequence length hinders their efficiency for long-term predictions. Recent advancements in State-Space Models, such as Mamba, offer a more efficient alternative for long-term modeling, but they cannot capture multi-scale periodicity and transient dynamics effectively. Meanwhile, they are susceptible to data noise issues in time series. This paper proposes a novel framework, FLDmamba (Fourier and Laplace Transform Decomposition Mamba), addressing these limitations. FLDmamba leverages the strengths of both Fourier and Laplace transforms to effectively capture both multi-scale periodicity, transient dynamics within time series data, and improve the robustness of the model to the data noise issue. Our extensive experiments demonstrate that FLDmamba achieves superior performance on time series prediction benchmarks, outperforming both Transformer-based and other Mamba-based architectures. To promote the reproducibility of our method, we have made both the code and data accessible via the following URL:{\href{https://github.com/AI4Science-WestlakeU/FLDmamba}{https://github.com/AI4Science-WestlakeU/\model}.

时间序列Mamba信号分解长期预测

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