arXiv:2509.26157cs.CVcs.AI2025-09被引 2

用信息熵动态划分时间序列片段,更好保留时序结构。

Entropy Guided Dynamic Patch Segmentation for Time Series Transformers

  • 基于信息熵检测自然时序转折点,动态确定分块边界。
  • 在多个任务上提升准确率与计算效率,优于固定分块方法。
  • 适合需要精细时序建模的长时预测、异常检测场景。

基于分块的Transformer已成为高效建模长时序数据的架构。然而,现有方法采用与时间无关的分块策略,任意起始位置和固定长度会将自然过渡切分到边界之外,破坏短期依赖并削弱表征学习。本文提出熵引导的动态分块编码器(EntroPE),一种考虑时序信息的框架,通过条件熵动态检测转换点并定位分块边界,从而保持时序结构的同时保留分块的计算优势。EntroPE包含两个核心模块:基于熵的动态分块器(EDP)利用信息论准则定位自然时序变化点并确定分块边界;自适应分块编码器(APE)通过池化与交叉注意力捕捉块内依赖关系,生成固定大小的潜在表示。在长期预测、分类与异常检测任务上的大量实验表明,该方法在准确率与效率上均取得提升,验证了熵引导动态分块作为时间序列建模的新范式。代码已开源:https://github.com/Sachithx/EntroPE。

原文摘要 · Abstract (English)

Patch-based transformers have emerged as efficient and improved long-horizon modeling architectures for time series modeling. Yet, existing approaches rely on temporally-agnostic patch construction, where arbitrary starting positions and fixed lengths fracture temporal coherence by splitting natural transitions across boundaries. This naive segmentation often disrupts short-term dependencies and weakens representation learning. We propose a novel Entropy-Guided Dynamic Patch Encoder (EntroPE), as a temporally informed framework that dynamically detects transition points via conditional entropy and dynamically places patch boundaries. This preserves temporal structure while retaining the computational benefits of patching. EntroPE consists of two key modules, namely an Entropy-based Dynamic Patcher (EDP) that applies information-theoretic criteria to locate natural temporal shifts and determine patch boundaries, and an Adaptive Patch Encoder (APE) that employs pooling and cross-attention to capture intra-patch dependencies and produce fixed-size latent representations. Extensive experiments on long-term forecasting, classification, and anomaly detection demonstrate that the proposed method improves both accuracy and efficiency, establishing entropy-guided dynamic patching as a promising new paradigm for time series modeling. Code is available at https://github.com/Sachithx/EntroPE.

时间序列动态分块Transformer

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