用视觉模型持续预训练,让图像模型搞定时间序列预测。
VisionTS++: Cross-Modal Time Series Foundation Model with Continual Pre-trained Vision Backbones
- 用视觉模型过滤高质量序列,缓解图像与时间序列的差异
- 多变量转为彩色图像,提升多变量建模能力
- 并行分位数预测,无需假设分布,适合不确定场景
近期研究表明,将时间序列预测重构为图像重建任务,可使图像预训练模型成为时间序列基础模型(TSFM)。但跨模态迁移仍面临三大挑战:(1)结构化有界图像数据与无界异构时间序列之间的数据模态差异;(2)固定三通道视觉模型与任意变量子序列之间的多变量预测差距;(3)视觉模型确定性输出与需不确定性感知的概率预测之间的差异。为此,我们提出VisionTS++,基于大规模时间序列对视觉模型进行持续预训练。方法包含三项创新:(1)基于视觉模型的筛选机制,识别高质量序列以稳定预训练并缓解模态差异;(2)颜色化多变量转换,将多变量序列编码为多子图彩色图像,增强跨变量建模;(3)多分位数预测,采用并行重建头生成分位数预测,无需参数假设。实验表明,VisionTS++在分布内与分布外预测中均达到领先性能,在MSE降低上超越专用TSFM达6%-44%,并在涵盖7个领域的23个数据集的GIFT-Eval基准中排名第一。结果证明,经适当适配,视觉模型可有效泛化至时间序列预测,推动通用时间序列基础模型的发展。代码已开源:https://github.com/HALF111/VisionTSpp。
原文摘要 · Abstract (English)
Recent studies have indicated that vision models pre-trained on images can serve as time series foundation models (TSFMs) by reformulating time series forecasting (TSF) as image reconstruction. However, effective cross-modal transfer from vision to time series remains challenging due to three discrepancies: (1) the data-modality gap between structured, bounded image data and unbounded, heterogeneous time series; (2) the multivariate-forecasting gap between fixed RGB-three-channel vision models and time series with arbitrary numbers of variates; and (3) the probabilistic-forecasting gap between the deterministic outputs of vision models and the requirement for uncertainty-aware probabilistic predictions. To bridge these gaps, we propose VisonTS++, a TSFM based on continual pre-training of a vision model on large-scale time series. Our approach introduces three key innovations: (1) vision-model-based filtering to identify high-quality sequences to stabilize pre-training and mitigate modality gap; (2) colorized multivariate conversion, encoding multivariate series as multi-subfigure RGB images to enhance cross-variate modeling; (3) multi-quantile forecasting, using parallel reconstruction heads to generate quantile forecasts without parametric assumptions. Experiments show that VisionTS++ achieves state-of-the-art performance in both in-distribution and out-of-distribution forecasting, outperforming specialized TSFMs by 6%-44% in MSE reduction and ranking first in GIFT-Eval benchmark which comprises 23 datasets across 7 domains. Our work demonstrates that with appropriate adaptation, vision models can effectively generalize to TSF, thus advancing the pursuit of universal TSFMs. Code is available at https://github.com/HALF111/VisionTSpp.
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