Chronos-2可零样本处理单变量、多变量和带协变量的预测任务。
Chronos-2: From Univariate to Universal Forecasting
- 通过分组注意力机制实现跨时间序列的信息共享,支持上下文学习。
- 在fev-bench等三个基准上达到顶尖性能,多变量任务提升显著。
- 适合直接部署于能源、零售等真实场景的预测系统中使用。
预训练时间序列模型已实现无需任务特定训练即可生成准确预测的推理系统。然而,现有方法主要聚焦于单变量预测,限制了其在多变量数据与协变量起关键作用的真实场景中的应用。本文提出Chronos-2,一种可零样本处理单变量、多变量及协变量引导预测任务的预训练模型。该模型采用分组注意力机制,通过高效共享同一组内多个时间序列的信息实现上下文学习(ICL),该组可表示相关序列集合、多变量序列的各变量,或预测任务中的目标与协变量。这些通用能力通过在合成数据集上训练获得,该数据集为单变量序列施加多样化的多变量结构。Chronos-2在三个综合基准——fev-bench、GIFT-Eval 和 Chronos Benchmark II——上均达到最先进水平。在强调多变量与协变量引导预测的fev-bench上,其通用上下文学习能力带来显著性能提升;在涉及协变量的任务中,持续大幅超越基线模型。能源与零售领域的案例研究进一步凸显其实际优势。Chronos-2的上下文学习能力使其成为可直接用于真实世界预测流程的通用型预测模型。
原文摘要 · Abstract (English)
Pretrained time series models have enabled inference-only forecasting systems that produce accurate predictions without task-specific training. However, existing approaches largely focus on univariate forecasting, limiting their applicability in real-world scenarios where multivariate data and covariates play a crucial role. We present Chronos-2, a pretrained model capable of handling univariate, multivariate, and covariate-informed forecasting tasks in a zero-shot manner. Chronos-2 employs a group attention mechanism that facilitates in-context learning (ICL) through efficient information sharing across multiple time series within a group, which may represent sets of related series, variates of a multivariate series, or targets and covariates in a forecasting task. These general capabilities are achieved through training on synthetic datasets that impose diverse multivariate structures on univariate series. Chronos-2 delivers state-of-the-art performance across three comprehensive benchmarks: fev-bench, GIFT-Eval, and Chronos Benchmark II. On fev-bench, which emphasizes multivariate and covariate-informed forecasting, Chronos-2's universal ICL capabilities lead to substantial improvements over existing models. On tasks involving covariates, it consistently outperforms baselines by a wide margin. Case studies in the energy and retail domains further highlight its practical advantages. The in-context learning capabilities of Chronos-2 establish it as a general-purpose forecasting model that can be used "as is" in real-world forecasting pipelines.
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