通过时间戳和变量索引增强模型,提升多变量时序预测精度
IndexNet: Timestamp and Variable-Aware Modeling for Time Series Forecasting
- 引入时间戳与变量索引嵌入模块,显式建模时序和变量特征
- 在12个真实数据集上表现媲美主流方法,尤其在复杂周期模式上优势明显
- 轻量级设计易集成,适合需要可解释性的工业时序场景
多变量时序预测在天气预报、交通流量等众多现实应用中至关重要。尽管近期方法显著提升了对时序动态和变量间依赖关系的建模能力,但多数模型忽略了时间戳和变量索引等携带丰富语义信息的指数相关描述。为挖掘此类信息潜力,并利用基于MLP架构在捕捉周期性方面的轻量高效特性,本文提出IndexNet——一种融合索引嵌入(IE)模块的MLP框架。该模块包含时间戳嵌入(TE)与通道嵌入(CE):TE将时间戳转换为嵌入向量并注入输入序列,增强对长期复杂周期模式的捕捉能力;CE根据变量索引为其分配唯一可训练的身份嵌入,使模型能明确区分异质变量,避免因输入序列相似导致预测趋同。在12个多样化真实数据集上的大量实验表明,IndexNet性能可与主流基线媲美,验证了其时空感知设计的有效性。此外,即插即用实验与可视化分析进一步揭示其强泛化性与可解释性,这两点在当前多变量时序预测研究中仍被忽视。
原文摘要 · Abstract (English)
Multivariate time series forecasting (MTSF) plays a vital role in a wide range of real-world applications, such as weather prediction and traffic flow forecasting. Although recent advances have significantly improved the modeling of temporal dynamics and inter-variable dependencies, most existing methods overlook index-related descriptive information, such as timestamps and variable indices, which carry rich contextual semantics. To unlock the potential of such information and take advantage of the lightweight and powerful periodic capture ability of MLP-based architectures, we propose IndexNet, an MLP-based framework augmented with an Index Embedding (IE) module. The IE module consists of two key components: Timestamp Embedding (TE) and Channel Embedding (CE). Specifically, TE transforms timestamps into embedding vectors and injects them into the input sequence, thereby improving the model's ability to capture long-term complex periodic patterns. In parallel, CE assigns each variable a unique and trainable identity embedding based on its index, allowing the model to explicitly distinguish between heterogeneous variables and avoid homogenized predictions when input sequences seem close. Extensive experiments on 12 diverse real-world datasets demonstrate that IndexNet achieves comparable performance across mainstream baselines, validating the effectiveness of our temporally and variably aware design. Moreover, plug-and-play experiments and visualization analyses further reveal that IndexNet exhibits strong generality and interpretability, two aspects that remain underexplored in current MTSF research.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。