arXiv:2509.05779cs.LG2025-09

提出新框架,让时空预测更精准地利用外部变量。

Select, then Balance: Exploring Exogenous Variable Modeling of Spatio-Temporal Forecasting

  • 先选后平衡:动态筛选关键外部信号并重构。
  • 在多个真实数据集上显著提升预测精度。
  • 适合需要融合外部信息的时空预测任务。

时空(ST)预测对动态系统至关重要,但现有方法多依赖有限的观测目标变量。本文首次系统探索了时空预测中外部变量建模,这一长期被忽视的问题。我们识别出两大挑战:不同外部变量对目标系统的影响不一致,以及历史与未来数据间的不平衡。为此,提出ExoST框架,遵循“选择、再平衡”范式,兼容现有时空模型。设计隐空间门控专家模块,动态筛选并重组融合后的外部信息;采用孪生双分支主干网络,从重构的历史和未来表征中捕捉动态模式,并通过上下文感知加权机制实现动态平衡。在多个真实数据集上的大量实验表明,ExoST具备有效性、通用性、鲁棒性和高效性。

原文摘要 · Abstract (English)

Spatio-temporal (ST) forecasting is critical for dynamic systems, yet existing methods predominantly rely on modeling a limited set of observed target variables. In this paper, we present the first systematic exploration of exogenous variable modeling for ST forecasting, a topic long overlooked in this field. We identify two core challenges in integrating exogenous variables: the inconsistent effects of distinct variables on the target system and the imbalance effects between historical and future data. To address these, we propose ExoST, a simple yet effective exogenous variable modeling general framework highly compatible with existing ST backbones that follows a "select, then balance" paradigm. Specifically, we design a latent space gated expert module to dynamically select and recompose salient signals from fused exogenous information. Furthermore, a siamese dual-branch backbone architecture captures dynamic patterns from the recomposed past and future representations, integrating them via a context-aware weighting mechanism to ensure dynamic balance. Extensive experiments on real-world datasets demonstrate the ExoST's effectiveness, universality, robustness, and efficiency.

时空预测外部变量动态平衡

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