AdaMamba通过自适应归一化与专家混合编码,提升时间序列预测的稳定性与精度。
Adaptive Normalization Mamba with Multi Scale Trend Decomposition and Patch MoE Encoding
- 采用多尺度趋势分解与通道重校准实现动态去趋势和方差稳定
- 结合Mamba增强的Transformer与专家混合模块,高效建模长程依赖与局部动态
- 适用于存在非平稳性、分布偏移的复杂时间序列场景
真实世界的时间序列预测面临非平稳性、多尺度时序模式和分布漂移等挑战,导致模型稳定性与准确性下降。本文提出AdaMamba,一种统一的预测架构,融合自适应归一化、多尺度趋势提取和上下文序列建模以应对这些难题。AdaMamba首先通过自适应归一化模块,利用多尺度卷积趋势提取与通道重校准,去除非平稳成分,实现一致的去趋势与方差稳定。标准化序列随后由上下文编码器处理,该编码器结合局部嵌入、位置编码与带专家混合前馈模块的Mamba增强型Transformer层,有效捕捉长程依赖与局部时序动态。轻量级预测头生成多步预测,再通过去归一化机制重新整合局部趋势,确保在不同时间条件下具备鲁棒性。该架构具有强表示能力与模块可扩展性,支持确定性预测及概率扩展。实验表明,自适应归一化与专家增强上下文建模的组合,在多种异构数据集上显著提升了预测稳定性与准确率,优于传统基于Transformer的基线模型。
原文摘要 · Abstract (English)
Time series forecasting in real world environments faces significant challenges non stationarity, multi scale temporal patterns, and distributional shifts that degrade model stability and accuracy. This study propose AdaMamba, a unified forecasting architecture that integrates adaptive normalization, multi scale trend extraction, and contextual sequence modeling to address these challenges. AdaMamba begins with an Adaptive Normalization Block that removes non stationary components through multi scale convolutional trend extraction and channel wise recalibration, enabling consistent detrending and variance stabilization. The normalized sequence is then processed by a Context Encoder that combines patch wise embeddings, positional encoding, and a Mamba enhanced Transformer layer with a mixture of experts feed forward module, allowing efficient modeling of both long range dependencies and local temporal dynamics. A lightweight prediction head generates multi horizon forecasts, and a denormalization mechanism reconstructs outputs by reintegrating local trends to ensure robustness under varying temporal conditions. AdaMamba provides strong representational capacity with modular extensibility, supporting deterministic prediction and compatibility with probabilistic extensions. Its design effectively mitigates covariate shift and enhances predictive reliability across heterogeneous datasets. Experimental evaluations demonstrate that AdaMamba's combination of adaptive normalization and expert augmented contextual modeling yields consistent improvements in stability and accuracy over conventional Transformer based baselines.
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