动态调整时间片段粒度,提升多变量时序预测精度
TimeMosaic: Temporal Heterogeneity Guided Time Series Forecasting via Adaptive Granularity Patch and Segment-wise Decoding
- 根据局部信息密度自适应调整时间片段大小
- 分段解码策略针对不同预测时段优化性能
- 适合需要高精度长期与短期预测的场景
多变量时序预测在金融、交通、气候和能源等领域至关重要。然而,现有基于片段的方法通常采用固定长度分割,忽视了局部时间动态的异质性及预测解码的异质性,导致信息密集区域细节丢失、稳定段落冗余,并难以捕捉短中期与长期预测的不同复杂性。我们提出TimeMosaic框架,通过自适应片段嵌入动态调节粒度,在保留时间连续性的前提下平衡模式复用与结构清晰性;同时引入分段解码机制,将每个预测时域视为相关子任务,根据其特定难度与信息需求自适应调整解码策略,而非使用统一解码器。在基准数据集上的大量实验表明,TimeMosaic持续优于现有方法;基于包含3210亿条观测的大规模语料库训练的模型,性能达到当前先进时序建模方法(TSFMs)水平。
原文摘要 · Abstract (English)
Multivariate time series forecasting is essential in domains such as finance, transportation, climate, and energy. However, existing patch-based methods typically adopt fixed-length segmentation, overlooking the heterogeneity of local temporal dynamics and the decoding heterogeneity of forecasting. Such designs lose details in information-dense regions, introduce redundancy in stable segments, and fail to capture the distinct complexities of short-term and long-term horizons. We propose TimeMosaic, a forecasting framework that aims to address temporal heterogeneity. TimeMosaic employs adaptive patch embedding to dynamically adjust granularity according to local information density, balancing motif reuse with structural clarity while preserving temporal continuity. In addition, it introduces segment-wise decoding that treats each prediction horizon as a related subtask and adapts to horizon-specific difficulty and information requirements, rather than applying a single uniform decoder. Extensive evaluations on benchmark datasets demonstrate that TimeMosaic delivers consistent improvements over existing methods, and our model trained on the large-scale corpus with 321 billion observations achieves performance competitive with state-of-the-art TSFMs.
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