arXiv:2509.14642cs.LGcs.AI2025-09

通过动态建模多尺度依赖关系,提升时间序列自监督表示的泛化能力。

DeCoP: Enhancing Self-Supervised Time Series Representation with Dependency Controlled Pre-training

  • 引入实例级补丁归一化与分层依赖控制学习,显式建模跨时序尺度的依赖关系。
  • 在10个数据集上达到最优性能,比PatchTST降低3%的MSE,仅需37%计算量。
  • 适合关注时间序列预训练、低资源场景或需要强泛化能力的研究者。

时间序列预训练中动态时序依赖的建模是一项关键挑战,其变化源于分布偏移和多尺度模式。这种时序变异性严重损害预训练模型在下游任务中的泛化能力。现有框架难以捕捉短程与长程依赖的复杂交互,易受虚假相关性干扰。为此,我们提出DeCoP,一种依赖控制预训练框架,通过模拟演变的补丁间依赖关系,显式建模动态多尺度依赖。输入层面,引入实例级补丁归一化(IPN)缓解分布偏移,同时保留各补丁特征;潜空间层面,采用分层依赖控制学习(DCL)策略,结合实例级对比模块(ICM),从时不变正样本对中学习实例区分性表征,增强全局泛化能力。DeCoP在10个数据集上实现最先进性能,相较PatchTST在ETTh1上降低3% MSE,仅消耗37%的浮点运算量(FLOPs)。

原文摘要 · Abstract (English)

Modeling dynamic temporal dependencies is a critical challenge in time series pre-training, which evolve due to distribution shifts and multi-scale patterns. This temporal variability severely impairs the generalization of pre-trained models to downstream tasks. Existing frameworks fail to capture the complex interactions of short- and long-term dependencies, making them susceptible to spurious correlations that degrade generalization. To address these limitations, we propose DeCoP, a Dependency Controlled Pre-training framework that explicitly models dynamic, multi-scale dependencies by simulating evolving inter-patch dependencies. At the input level, DeCoP introduces Instance-wise Patch Normalization (IPN) to mitigate distributional shifts while preserving the unique characteristics of each patch, creating a robust foundation for representation learning. At the latent level, a hierarchical Dependency Controlled Learning (DCL) strategy explicitly models inter-patch dependencies across multiple temporal scales, with an Instance-level Contrastive Module (ICM) enhances global generalization by learning instance-discriminative representations from time-invariant positive pairs. DeCoP achieves state-of-the-art results on ten datasets with lower computing resources, improving MSE by 3% on ETTh1 over PatchTST using only 37% of the FLOPs.

时间序列自监督预训练依赖建模

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