arXiv:2511.19657cs.LG2025-11

通过结构化噪声建模,提升多尺度时间序列预测的准确性与稳定性。

Structured Noise Modeling for Enhanced Time-Series Forecasting

  • 引入可学习的高斯过程生成平滑相关扰动,分离粗粒度与细粒度动态
  • 在电力、交通、太阳能数据集上实现多步预测精度与稳定性的持续提升
  • 模块化设计适配预训练模型,适合数据有限场景的轻量级部署

时间序列预测在真实场景中仍具挑战性,因时间模式涉及从宏观趋势到快速细微波动的多尺度交互。现有神经模型难以有效表征这些动态,导致预测不稳定且下游应用可靠性下降。本文提出一种预测-模糊-去噪框架,通过结构化噪声建模增强时间保真度。该方法引入可学习的高斯过程模块,生成平滑、相关的扰动,促使预测主干捕捉长程结构,同时由专用精修模型恢复高分辨率时间细节。联合训练使组件自然分工,避免各向同性扰动带来的伪影。在电力、交通和太阳能数据集上的实验表明,该方法在多步预测中持续提升准确率与稳定性。模块化设计支持将模糊-去噪层作为轻量级插件集成至预训练模型,适用于数据稀缺场景。该框架增强了细粒度时间预测的可靠性与可解释性,助力能源、基础设施等关键领域决策支持系统的可信AI建设。

原文摘要 · Abstract (English)

Time-series forecasting remains difficult in real-world settings because temporal patterns operate at multiple scales, from broad contextual trends to fast, fine-grained fluctuations that drive critical decisions. Existing neural models often struggle to represent these interacting dynamics, leading to unstable predictions and reduced reliability in downstream applications. This work introduces a forecast-blur-denoise framework that improves temporal fidelity through structured noise modeling. The approach incorporates a learnable Gaussian Process module that generates smooth, correlated perturbations, encouraging the forecasting backbone to capture long-range structure while a dedicated refinement model restores high-resolution temporal detail. Training the components jointly enables natural competence division and avoids the artifacts commonly produced by isotropic corruption methods. Experiments across electricity, traffic, and solar datasets show consistent gains in multi-horizon accuracy and stability. The modular design also allows the blur-denoise layer to operate as a lightweight enhancement for pretrained models, supporting efficient adaptation in limited-data scenarios. By strengthening the reliability and interpretability of fine-scale temporal predictions, this framework contributes to more trustworthy AI systems used in forecasting-driven decision support across energy, infrastructure, and other time-critical domains.

时间序列噪声建模多尺度预测高斯过程

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