arXiv:2508.09630cs.LGcs.AI2025-08被引 3

用知识图谱增强时间序列建模,让模型理解变量含义并推理因果关系。

TimeMKG: Knowledge-Infused Causal Reasoning for Multivariate Time Series Modeling

  • 用大模型解析变量名语义,构建多变量知识图谱。
  • 双模态编码融合语义与数值模式,提升预测准确率。
  • 适合需要可解释性的时间序列分析任务,如金融、医疗。

多变量时间序列数据包含变量语义和数值观测两种模态。传统模型将变量视为无意义的统计信号,忽视了变量名称和描述中蕴含的丰富领域知识。这些文本描述常包含对建模至关重要的先验信息。本文提出 TimeMKG,一种融合知识的因果推理框架,将时间序列建模从低层信号处理提升为基于知识的推理。TimeMKG 利用大语言模型解析变量语义,构建结构化的多变量知识图谱,捕捉变量间关系。采用双模态编码器分别建模由知识图谱三元组生成的语义提示与历史时间序列的统计模式,通过跨模态注意力在变量层面对齐并融合表示,将因果先验注入下游任务如预测与分类,提供显式可解释的引导。在多个数据集上的实验表明,引入变量级知识显著提升了预测性能与泛化能力。

原文摘要 · Abstract (English)

Multivariate time series data typically comprises two distinct modalities: variable semantics and sampled numerical observations. Traditional time series models treat variables as anonymous statistical signals, overlooking the rich semantic information embedded in variable names and data descriptions. However, these textual descriptors often encode critical domain knowledge that is essential for robust and interpretable modeling. Here we present TimeMKG, a multimodal causal reasoning framework that elevates time series modeling from low-level signal processing to knowledge informed inference. TimeMKG employs large language models to interpret variable semantics and constructs structured Multivariate Knowledge Graphs that capture inter-variable relationships. A dual-modality encoder separately models the semantic prompts, generated from knowledge graph triplets, and the statistical patterns from historical time series. Cross-modality attention aligns and fuses these representations at the variable level, injecting causal priors into downstream tasks such as forecasting and classification, providing explicit and interpretable priors to guide model reasoning. The experiment in diverse datasets demonstrates that incorporating variable-level knowledge significantly improves both predictive performance and generalization.

时间序列知识图谱因果推理多模态

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