用简单模型超越复杂架构,提升长期时间序列预测精度
ReNF: Rethinking the Design of Neural Long-Term Time Series Forecasters
- 提出BDO框架,融合自回归与直接输出优势,隐式实现多预测组合
- 仅用MLP在多数数据集上超越复杂SOTA模型,性能提升达12.3%
- 揭示方差缩减原理,适合追求简洁高效的时序预测研究者
神经预测器(NFs)已成为长期时间序列预测(LTSF)的核心。然而,近期进展因过度关注架构复杂性而受阻,忽视了基本预测结构。本文提出方差缩减假说(VRH),认为生成并组合多个预测是降低NF固有不确定性的关键。基于此,提出简化范式Boosted Direct Output(BDO),在单一网络中协同融合自回归(AR)的因果结构与直接输出(DO)的稳定性,隐式实现预测组合。此外,通过参数平滑缓解验证-测试泛化差距,稳定优化过程。大量实验表明,这些看似简单却原则性的改进使直接的时序MLP在几乎所有基准上超越近期复杂SOTA模型,无需依赖复杂的归纳偏置。最后,实证验证假设,建立动态性能边界,指明未来研究方向。代码已开源:https://github.com/Luoauoa/ReNF。
原文摘要 · Abstract (English)
Neural Forecasters (NFs) have become a cornerstone of Long-term Time Series Forecasting (LTSF). However, recent progress has been hampered by an overemphasis on architectural complexity at the expense of fundamental forecasting structures. In this work, we revisit principled designs of LTSF. We begin by formulating a Variance Reduction Hypothesis (VRH), positing that generating and combining multiple forecasts is essential to reducing the inherent uncertainty of NFs. Guided by this, we propose Boosted Direct Output (BDO), a streamlined paradigm that synergistically hybridizes the causal structure of Auto-Regressive (AR) with the stability of Direct Output (DO), while implicitly realizing the principle of forecast combination within a single network. Furthermore, we mitigate a critical validation-test generalization gap by employing parameter smoothing to stabilize optimization. Extensive experiments demonstrate that these trivial yet principled improvements enable a direct temporal MLP to outperform recent, complex state-of-the-art models in nearly all benchmarks, without relying on intricate inductive biases. Finally, we empirically verify our hypothesis, establishing a dynamic performance bound that highlights promising directions for future research. The code is publicly available at: https://github.com/Luoauoa/ReNF.
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