arXiv:2509.22839cs.CVcs.LG2025-09

通过跨尺度注意力机制,实现时间序列预测的高精度与可解释性统一。

Learning Temporal Saliency for Time Series Forecasting with Cross-Scale Attention

  • 采用分块跨尺度注意力结构,融合多尺度信息提升建模能力。
  • 在真实数据上预测精度超越多数Transformer模型,且保持强可解释性。
  • 适合需要透明决策过程的金融、医疗等时间序列场景使用。

时间序列预测中的可解释性对提升模型透明度和辅助决策至关重要。本文提出CrossScaleNet,一种结合分块跨注意力机制与多尺度处理的创新架构,兼具高性能与增强的时间可解释性。通过将注意力机制嵌入训练过程,模型能提供内在的时间显著性解释,使决策过程更透明。传统后验方法计算成本高,尤其在复杂的时间显著性检测中表现不佳。我们在具有已知显著性真值的合成数据集和公开基准数据集上验证了该方法的有效性,结果表明其在时间显著性识别方面表现出色。在真实世界预测任务中,该方法持续优于多数基于Transformer的模型,在不牺牲预测精度的前提下实现了更优的可解释性。评估还显示,现有声称具备可解释性的模型往往难以在标准基准上保持强性能。CrossScaleNet填补了这一空白,能够在不同复杂度的数据集上有效捕捉时间显著性,并达到最先进的预测性能。

原文摘要 · Abstract (English)

Explainability in time series forecasting is essential for improving model transparency and supporting informed decision-making. In this work, we present CrossScaleNet, an innovative architecture that combines a patch-based cross-attention mechanism with multi-scale processing to achieve both high performance and enhanced temporal explainability. By embedding attention mechanisms into the training process, our model provides intrinsic explainability for temporal saliency, making its decision-making process more transparent. Traditional post-hoc methods for temporal saliency detection are computationally expensive, particularly when compared to feature importance detection. While ablation techniques may suffice for datasets with fewer features, identifying temporal saliency poses greater challenges due to its complexity. We validate CrossScaleNet on synthetic datasets with known saliency ground truth and on established public benchmarks, demonstrating the robustness of our method in identifying temporal saliency. Experiments on real-world datasets for forecasting task show that our approach consistently outperforms most transformer-based models, offering better explainability without sacrificing predictive accuracy. Our evaluations demonstrate superior performance in both temporal saliency detection and forecasting accuracy. Moreover, we highlight that existing models claiming explainability often fail to maintain strong performance on standard benchmarks. CrossScaleNet addresses this gap, offering a balanced approach that captures temporal saliency effectively while delivering state-of-the-art forecasting performance across datasets of varying complexity.

时间序列可解释性注意力机制预测

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