arXiv:2510.24028cs.AI2025-10

将时间序列分解为季节与趋势分量,分别用不同模块建模以提升跨领域预测效果。

OneCast: Structured Decomposition and Modular Generation for Cross-Domain Time Series Forecasting

  • 将时序拆分为季节与趋势两部分,分别用投影和离散扩散模型建模。
  • 在八个不同领域数据集上超越现有最佳方法,尤其擅长捕捉异常趋势变化。
  • 适合需要高可解释性、跨领域通用性的工业级时序预测场景。

跨领域时间序列预测在各类网络应用中具有重要价值。尽管进展迅速,但在异构时序数据间实现有效泛化仍是重大挑战。现有方法多通过扩展单域模型实现,但面对领域特异性趋势突变和不一致周期模式时表现不佳。我们指出,其关键局限在于将时序视为无差别的序列,未显式解耦内在结构成分。为此,我们提出 OneCast,一种结构化且模块化的预测框架,将时间序列分解为季节与趋势分量,分别通过定制生成路径建模。季节分量由轻量级投影模块捕获,通过可解释基函数重构周期模式;趋势分量则通过语义感知分段令牌化,再经掩码离散扩散机制推断。双分支输出融合生成最终预测,在保留周期特征的同时追踪领域特异趋势。在八个不同领域的大量实验表明,OneCast 多数情况下优于当前最优基线。

原文摘要 · Abstract (English)

Cross-domain time series forecasting is a valuable task in various web applications. Despite its rapid advancement, achieving effective generalization across heterogeneous time series data remains a significant challenge. Existing methods have made progress by extending single-domain models, yet often fall short when facing domain-specific trend shifts and inconsistent periodic patterns. We argue that a key limitation lies in treating temporal series as undifferentiated sequence, without explicitly decoupling their inherent structural components. To address this, we propose OneCast, a structured and modular forecasting framework that decomposes time series into seasonal and trend components, each modeled through tailored generative pathways. Specifically, the seasonal component is captured by a lightweight projection module that reconstructs periodic patterns via interpretable basis functions. In parallel, the trend component is encoded into discrete tokens at segment level via a semantic-aware tokenizer, and subsequently inferred through a masked discrete diffusion mechanism. The outputs from both branches are combined to produce a final forecast that captures seasonal patterns while tracking domain-specific trends. Extensive experiments across eight domains demonstrate that OneCast mostly outperforms state-of-the-art baselines.

时间序列跨领域结构分解扩散模型

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