arXiv:2508.02411cs.CVcs.AI2025-08被引 3

用分层超图建模多变量时间序列的复杂关联,提升预测精度。

HGTS-Former: Hierarchical HyperGraph Transformer for Multivariate Time Series Analysis

  • 基于超图结构捕捉变量间高阶依赖关系
  • 在多个公开数据集上达到最优性能,核聚变数据集上表现领先
  • 适合需要建模复杂时序关联的科研与工业场景

多变量时间序列分析一直是人工智能领域的重要研究方向。然而,由于数据维度高、动态性强且变量间交互复杂,分析仍具挑战性。受超图强结构建模能力启发,本文提出一种新型超图驱动的时间序列Transformer主干网络HGTS-Former,用于建模时间序列中的多变量耦合关系。给定多变量时间序列信号后,首先对每个片段进行归一化并嵌入为令牌,再通过多头自注意力增强各片段的时间表征。随后构建分层超图,聚合每通道内的时序模式及不同变量间的细粒度关联。接着,利用EdgeToNode模块将超边转换为节点特征,并通过前馈网络进一步增强输出特征。在多个代表性时间序列分析任务和公开数据集上的大量实验充分验证了HGTS-Former的有效性。此外,本文还发布了EAST-ELM640——一个用于核聚变中边缘局部模式(ELM)识别的大规模时间序列数据集,并在此数据集上取得当前最佳性能。源代码将发布于https://github.com/Event-AHU/Time_Series_Analysis。

原文摘要 · Abstract (English)

Multivariate time series analysis has long been one of the key research topics in the field of artificial intelligence. However, analyzing complex time series data remains a challenging and unresolved problem due to its high dimensionality, dynamic nature, and complex interactions among variables. Inspired by the strong structural modeling capability of hypergraphs, this paper proposes a novel hypergraph-based time series Transformer backbone network, termed HGTS-Former, to address the multivariate coupling in time series data. Specifically, given the multivariate time series signal, we first normalize and embed each patch into tokens. Then, we adopt the multi-head self-attention to enhance the temporal representation of each patch. The hierarchical hypergraphs are constructed to aggregate the temporal patterns within each channel and fine-grained relations between different variables. After that, we convert the hyperedge into node features through the EdgeToNode module and adopt the feed-forward network to further enhance the output features. Extensive experiments on multiple representative time series analysis tasks and public datasets fully validated the effectiveness of our proposed HGTS-Former. Moreover, we present EAST-ELM640, a large-scale time series dataset for Edge-Localized Mode (ELM) recognition in nuclear fusion, on which we achieve state-of-the-art performance. The source code will be released on https://github.com/Event-AHU/Time_Series_Analysis

时间序列超图Transformer核聚变

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