arXiv:2509.24800cs.LGcs.AI2025-09

提出DSAT-HD模型,提升多变量时间序列预测的跨尺度建模与泛化能力

DSAT-HD: Dual-Stream Adaptive Transformer with Hybrid Decomposition for Multivariate Time Series Forecasting

  • 融合EMA与傅里叶分解,动态分离趋势与季节成分
  • 多尺度自适应路径实现特征分流与融合,提升长程依赖捕捉能力
  • 双流残差结构分离处理季节与趋势,增强跨场景迁移性能

时间序列预测在气象、交通、电力等领域至关重要。现有基于Transformer的方法通常仅处理有限时序或固定尺度,难以捕捉跨范围多样化特征。传统方法如STL需预设周期,且仅支持单一固定季节性。本文提出双流自适应变压器(DSAT-HD),集成三项创新:1)结合EMA与傅里叶分解的混合分解机制,配合RevIN归一化,通过噪声Top-k门控动态平衡季节与趋势分量;2)多尺度自适应路径利用稀疏分配器将特征路由至四个并行Transformer层,再经稀疏组合器融合,辅以局部CNN与全局交互的混合注意力;3)双流残差学习框架中,CNN与MLP分支分别处理季节与趋势分量,由均衡损失函数协调专家协作方差。九个数据集上的实验表明,DSAT-HD整体优于现有方法,并在部分数据集达当前最优。其在多种迁移场景下也展现出更强泛化能力。

原文摘要 · Abstract (English)

Time series forecasting is crucial for various applications, such as weather, traffic, electricity, and energy predictions. Currently, common time series forecasting methods are based on Transformers. However, existing approaches primarily model limited time series or fixed scales, making it more challenging to capture diverse features cross different ranges. Additionally, traditional methods like STL for complex seasonality-trend decomposition require pre-specified seasonal periods and typically handle only single, fixed seasonality. We propose the Hybrid Decomposition Dual-Stream Adaptive Transformer (DSAT-HD), which integrates three key innovations to address the limitations of existing methods: 1) A hybrid decomposition mechanism combining EMA and Fourier decomposition with RevIN normalization, dynamically balancing seasonal and trend components through noise Top-k gating; 2) A multi-scale adaptive pathway leveraging a sparse allocator to route features to four parallel Transformer layers, followed by feature merging via a sparse combiner, enhanced by hybrid attention combining local CNNs and global interactions; 3) A dual-stream residual learning framework where CNN and MLP branches separately process seasonal and trend components, coordinated by a balanced loss function minimizing expert collaboration variance. Extensive experiments on nine datasets demonstrate that DSAT-HD outperforms existing methods overall and achieves state-of-the-art performance on some datasets. Notably, it also exhibits stronger generalization capabilities across various transfer scenarios.

时间序列Transformer多尺度分解

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