arXiv:2509.22279cs.LG2025-09被引 1

提出PatchMoE框架,让时间序列模型按任务自动选择专家

Task-Aware Mixture-of-Experts for Time Series Analysis

  • 用递归噪声门控融合时序与通道层级信息,实现任务感知路由
  • 在5个下游任务上达到顶尖性能,显著优于现有MoE方法
  • 适合需要多任务适配的时间序列分析场景

时间序列分析广泛应用于天气预测、金融欺诈检测、物联网缺失数据填补及动作识别等场景。尽管混合专家(MoE)在自然语言处理中表现优异,但在时间序列分析中仍因任务无关的路由机制和缺乏对通道相关性的建模能力而受限。本文提出一种新型通用时间序列MoE框架PatchMoE,支持不同任务的复杂知识利用,具备任务感知特性。基于不同任务间层次表征差异(如预测与分类)的观察,设计了递归噪声门控以在路由中利用层级信息,实现任务特异性。路由策略同时作用于时间序列标记的时序与通道维度,并通过精心设计的时序与通道负载均衡损失,建模复杂的时序与通道相关性。在五个下游任务上的综合实验表明,PatchMoE性能达到当前最优水平。

原文摘要 · Abstract (English)

Time Series Analysis is widely used in various real-world applications such as weather forecasting, financial fraud detection, imputation for missing data in IoT systems, and classification for action recognization. Mixture-of-Experts (MoE), as a powerful architecture, though demonstrating effectiveness in NLP, still falls short in adapting to versatile tasks in time series analytics due to its task-agnostic router and the lack of capability in modeling channel correlations. In this study, we propose a novel, general MoE-based time series framework called PatchMoE to support the intricate ``knowledge'' utilization for distinct tasks, thus task-aware. Based on the observation that hierarchical representations often vary across tasks, e.g., forecasting vs. classification, we propose a Recurrent Noisy Gating to utilize the hierarchical information in routing, thus obtaining task-sepcific capability. And the routing strategy is operated on time series tokens in both temporal and channel dimensions, and encouraged by a meticulously designed Temporal \& Channel Load Balancing Loss to model the intricate temporal and channel correlations. Comprehensive experiments on five downstream tasks demonstrate the state-of-the-art performance of PatchMoE.

时间序列MoE专家混合任务感知

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