arXiv:2507.23253cs.CV2025-07被引 7

用图像结构评估时间序列,提升预测模型对动态规律的捕捉能力。

Towards Measuring and Modeling Geometric Structures in Time Series Forecasting via Image Modality

  • 将时间序列转为图像,通过几何结构指标(TGSI)量化其动态形态。
  • 提出SATL多分量损失函数,在训练中显式优化结构一致性与周期模式。
  • 无需额外计算开销,适合追求高精度时序建模的研究者与工程师。

时间序列预测在天气、金融、交通等领域至关重要。传统数值指标如均方误差(MSE)仅衡量点对点精度,却无法评估时间序列的几何结构,而这一结构对理解时序动态至关重要。为此,我们提出时间序列几何结构指数(TGSI),将时间序列转化为图像以利用其二维几何表征。由于图像转换过程不可导,TGSI无法直接作为训练损失。因此,我们进一步设计了形状感知时间损失(SATL),一种在时序模态下运行的多组件损失函数,用于在训练中增强结构建模。SATL包含三部分:一阶差分损失,通过一阶差分间的MSE衡量结构一致性;频域损失,使用快速傅里叶变换捕捉关键周期模式并抑制噪声;感知特征损失,通过预训练时序特征提取器与时间序列图像自编码器,对齐时序特征与几何结构特征。在多个数据集上的实验表明,使用SATL训练的模型在MSE和TGSI两项指标上均优于基线方法,且推理阶段无额外计算开销。

原文摘要 · Abstract (English)

Time Series forecasting is critical in diverse domains such as weather forecasting, financial investment, and traffic management. While traditional numerical metrics like mean squared error (MSE) can quantify point-wise accuracy, they fail to evaluate the geometric structure of time series data, which is essential to understand temporal dynamics. To address this issue, we propose the time series Geometric Structure Index (TGSI), a novel evaluation metric that transforms time series into images to leverage their inherent two-dimensional geometric representations. However, since the image transformation process is non-differentiable, TGSI cannot be directly integrated as a training loss. We further introduce the Shape-Aware Temporal Loss (SATL), a multi-component loss function operating in the time series modality to bridge this gap and enhance structure modeling during training. SATL combines three components: a first-order difference loss that measures structural consistency through the MSE between first-order differences, a frequency domain loss that captures essential periodic patterns using the Fast Fourier Transform while minimizing noise, and a perceptual feature loss that measures geometric structure difference in time-series by aligning temporal features with geometric structure features through a pre-trained temporal feature extractor and time-series image autoencoder. Experiments across multiple datasets demonstrate that models trained with SATL achieve superior performance in both MSE and the proposed TGSI metrics compared to baseline methods, without additional computational cost during inference.

时间序列几何结构损失函数图像化

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