用可学习码本捕捉时间序列局部模式,实现轻量高效预测。
ReCast: Reliability-aware Codebook Assisted Lightweight Time Series Forecasting
- 通过可学习码本对局部片段进行分块量化,压缩表示稳定结构。
- 双路径架构分别建模规律部分与波动残差,提升预测精度。
- 基于可靠性加权更新码本,适应非平稳数据,适合实时场景。
时间序列预测在多个领域至关重要。传统方法依赖趋势、季节和残差的全局分解,但在以局部、复杂且高度动态模式为主的真实序列中表现不佳。此外,这些方法模型复杂度高,难以应用于实时或资源受限环境。本文提出一种新型可靠性感知码本辅助时间序列预测框架 ReCast,通过利用重复出现的局部形状实现轻量级且鲁棒的预测。ReCast 使用可学习码本对局部模式进行分块量化,生成离散嵌入,从而紧凑地捕捉稳定的规则结构。为补偿量化未保留的残差变化,ReCast 采用双路径架构:量化路径用于高效建模规则结构,残差路径用于重建不规则波动。其核心贡献是可靠性感知的码本更新策略,通过分布鲁棒优化(DRO)融合多源可靠性因素,实现加权修正,确保对非平稳性和分布偏移的适应性。大量实验表明,ReCast 在准确性、效率和分布偏移适应性上均优于现有最先进模型。
原文摘要 · Abstract (English)
Time series forecasting is crucial for applications in various domains. Conventional methods often rely on global decomposition into trend, seasonal, and residual components, which become ineffective for real-world series dominated by local, complex, and highly dynamic patterns. Moreover, the high model complexity of such approaches limits their applicability in real-time or resource-constrained environments. In this work, we propose a novel \textbf{RE}liability-aware \textbf{C}odebook-\textbf{AS}sisted \textbf{T}ime series forecasting framework (\textbf{ReCast}) that enables lightweight and robust prediction by exploiting recurring local shapes. ReCast encodes local patterns into discrete embeddings through patch-wise quantization using a learnable codebook, thereby compactly capturing stable regular structures. To compensate for residual variations not preserved by quantization, ReCast employs a dual-path architecture comprising a quantization path for efficient modeling of regular structures and a residual path for reconstructing irregular fluctuations. A central contribution of ReCast is a reliability-aware codebook update strategy, which incrementally refines the codebook via weighted corrections. These correction weights are derived by fusing multiple reliability factors from complementary perspectives by a distributionally robust optimization (DRO) scheme, ensuring adaptability to non-stationarity and robustness to distribution shifts. Extensive experiments demonstrate that ReCast outperforms state-of-the-art (SOTA) models in accuracy, efficiency, and adaptability to distribution shifts.
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