arXiv:2511.20577cs.LG2025-11

MSTN轻量模型实现多尺度时间序列分析,兼顾精度与实时性。

MSTN: A Lightweight and Fast Model for General TimeSeries Analysis

  • 基于早期时间聚合,融合多尺度卷积与序列建模模块。
  • 在27个数据集上21项达最优,参数仅0.4万至1.06万。
  • 适合低延迟、资源受限场景的实时时间序列任务。

真实世界时间序列常表现出强非平稳性、复杂非线性动态及跨多时间尺度的行为,从快速局部波动到缓慢演变的长期趋势。然而,许多现有架构施加固定的结构先验,如基于分块的标记化、预定义感受野或冻结主干编码器,过度规约时间动态,限制对突变高幅事件的适应能力。为此,我们提出多尺度时间网络(MSTN),一种基于早期时间聚合原则的混合神经架构。MSTN包含三个互补组件:(i) 多尺度卷积编码器,捕捉细粒度局部结构;(ii) 序列建模模块,通过循环或注意力机制学习长程依赖;(iii) 自门控融合阶段,结合挤压-激励与单层全连接,动态重加权并融合多尺度表示。ETA确保下游模块运行时间为O(1),编码器保持O(L²)(Transformer)或O(L)(BiLSTM)。该设计使MSTN能灵活建模从毫秒到长期的时间模式,同时避免长上下文模型的计算负担。在覆盖插补、长期预测、分类和跨数据集泛化的广泛基准测试中,MSTN取得最优性能,27个数据集中有21项创纪录,且模型轻量(MSTN-BiLSTM约0.40M参数,MSTN-Transformer约1.06M),支持低延迟推理(<1秒,常在毫秒级),适用于资源受限部署。

原文摘要 · Abstract (English)

Real-world time series often exhibit strong non-stationarity, complex nonlinear dynamics, and behavior expressed across multiple temporal scales, from rapid local fluctuations to slow-evolving long-range trends. However, many contemporary architectures impose rigid, fixed-scale structural priors such as patch-based tokenization, predefined receptive fields, or frozen backbone encoders - which can over-regularize temporal dynamics and limit adaptability to abrupt high-magnitude events. To handle this, we introduce the Multi-scale Temporal Network (MSTN), a hybrid neural architecture grounded in an Early Temporal Aggregation principle. MSTN integrates three complementary components: (i) a multi-scale convolutional encoder that captures fine-grained local structure; (ii) a sequence modeling module that learns long-range dependencies through either recurrent or attention-based mechanisms; and (iii) a self-gated fusion stage incorporating squeeze-excitation and a single dense layer to dynamically reweight and fuse multi-scale representations. ETA ensures downstream modules operate in O(1) time, while the encoder retains O(L^2) (Transformer) or O(L) (BiLSTM). This design enables MSTN to flexibly model temporal patterns spanning milliseconds to extended horizons, while avoiding the computational burden typically associated with long-context models. Across extensive benchmarks covering imputation, long-term forecasting, classification, and cross-dataset generalization, MSTN achieves state-of-the-art performance, establishing new best results on 21 of 27 datasets, while remaining lightweight (~0.40M params for MSTN-BiLSTM and ~1.06M for MSTN-Transformer) and suitable for low-latency inference (<1 sec, often in milliseconds), resource-constrained deployment.

时间序列轻量模型多尺度实时推理

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