通过自选片段构建动态表示空间,提升时序预测精度
Enhancing Time Series Forecasting through Selective Representation Spaces: A Patch Perspective
- 提出可学习的自选分块与动态重排机制,灵活选择关键时间片段
- 在多领域真实数据集上达到当前最优性能,显著优于传统固定分块方法
- 可作为插件模块适配现有基于分块的时序模型,通用性强
时序预测借助分块技术取得了显著进展,该技术将时间序列划分为多个片段,以有效保留上下文语义信息并构建有利于建模长期依赖关系的表示空间。然而,传统分块方式采用相邻片段划分,导致表示空间固定,表达能力不足。本文首次探索构建可选择的表示空间,灵活选取最具信息量的片段用于预测。我们提出选择性表示空间(SRS)模块,利用可学习的自选分块与动态重排技术,自适应地从上下文时间序列中选择并重新排列片段,旨在充分挖掘上下文信息以提升基于分块模型的预测性能。为验证SRS模块的有效性,我们设计了一个简单而高效的SRSNet,由SRS模块和MLP头部组成,在多个领域的真实数据集上实现当前最优表现。此外,作为新型即插即用模块,SRS还能增强现有基于分块模型的性能。代码资源已公开于https://github.com/decisionintelligence/SRSNet。
原文摘要 · Abstract (English)
Time Series Forecasting has made significant progress with the help of Patching technique, which partitions time series into multiple patches to effectively retain contextual semantic information into a representation space beneficial for modeling long-term dependencies. However, conventional patching partitions a time series into adjacent patches, which causes a fixed representation space, thus resulting in insufficiently expressful representations. In this paper, we pioneer the exploration of constructing a selective representation space to flexibly include the most informative patches for forecasting. Specifically, we propose the Selective Representation Space (SRS) module, which utilizes the learnable Selective Patching and Dynamic Reassembly techniques to adaptively select and shuffle the patches from the contextual time series, aiming at fully exploiting the information of contextual time series to enhance the forecasting performance of patch-based models. To demonstrate the effectiveness of SRS module, we propose a simple yet effective SRSNet consisting of SRS and an MLP head, which achieves state-of-the-art performance on real-world datasets from multiple domains. Furthermore, as a novel plug-and-play module, SRS can also enhance the performance of existing patch-based models. The resources are available at https://github.com/decisionintelligence/SRSNet.
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