arXiv:2512.02070cs.LGcs.AI2025-12

提出双路径小波混合模型,有效捕捉长期时间序列的宏观趋势与微观动态。

DPWMixer: Dual-Path Wavelet Mixer for Long-Term Time Series Forecasting

  • 用无损哈尔小波金字塔替代池化,分离趋势与波动不丢失信息
  • 双路径结构分别处理宏观趋势和局部动态,提升建模精度
  • 自适应多尺度融合机制,适合高频率波动的长期预测任务

长期时间序列预测(LTSF)是计算智能中的关键任务。尽管基于Transformer的模型能有效捕捉长程依赖,但常因数据稀疏导致二次复杂度和过拟合问题。而高效线性模型难以刻画复杂的非线性局部动态。此外,现有多尺度框架通常依赖平均池化,作为非理想低通滤波器,引发频谱混叠并不可逆地损失高频瞬态信息。为此,本文提出计算高效的双路径小波混合模型(DPWMixer)。该框架基于无损哈尔小波金字塔,取代传统池化操作,利用正交分解显式分离趋势与局部波动,避免信息损失。为处理这些分量,设计了双路径趋势混合器,结合全局线性映射进行宏观趋势锚定,以及基于块的MLP-Mixer实现微观动态演化。最后,自适应多尺度融合模块根据通道平稳性加权整合不同尺度的预测结果以优化合成。在八个公开基准上的大量实验表明,本方法持续优于现有最优基线。代码已开源:https://github.com/hit636/DPWMixer。

原文摘要 · Abstract (English)

Long-term time series forecasting (LTSF) is a critical task in computational intelligence. While Transformer-based models effectively capture long-range dependencies, they often suffer from quadratic complexity and overfitting due to data sparsity. Conversely, efficient linear models struggle to depict complex non-linear local dynamics. Furthermore, existing multi-scale frameworks typically rely on average pooling, which acts as a non-ideal low-pass filter, leading to spectral aliasing and the irreversible loss of high-frequency transients. In response, this paper proposes DPWMixer, a computationally efficient Dual-Path architecture. The framework is built upon a Lossless Haar Wavelet Pyramid that replaces traditional pooling, utilizing orthogonal decomposition to explicitly disentangle trends and local fluctuations without information loss. To process these components, we design a Dual-Path Trend Mixer that integrates a global linear mapping for macro-trend anchoring and a flexible patch-based MLP-Mixer for micro-dynamic evolution. Finally, An adaptive multi-scale fusion module then integrates predictions from diverse scales, weighted by channel stationarity to optimize synthesis. Extensive experiments on eight public benchmarks demonstrate that our method achieves a consistent improvement over state-of-the-art baselines. The code is available at https://github.com/hit636/DPWMixer.

时间序列小波变换双路径多尺度融合

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。