用文本动态调控时间序列模型,提升预测准确率
Adaptive Information Routing for Multimodal Time Series Forecasting
- 根据文本信息动态调整时间序列特征融合方式
- 在原油价格和汇率预测中显著提高准确率
- 适合需要多源信息融合的金融时序预测场景
时间序列预测在人工智能中有广泛应用。传统方法仅依赖历史数据,但在实际中常因信息不足导致预测不准。为此,本文提出自适应信息路由(AIR)框架,将文本信息用于动态引导时间序列模型,控制多变量时间序列特征的融合方式。通过大语言模型对原始文本进行重构,构建适配多模态预测的文本管道,并建立基于该管道的基准测试。在原油价格、汇率等真实市场数据上的实验表明,AIR能有效利用文本输入调节模型行为,显著提升多种任务的预测精度。
原文摘要 · Abstract (English)
Time series forecasting is a critical task for artificial intelligence with numerous real-world applications. Traditional approaches primarily rely on historical time series data to predict the future values. However, in practical scenarios, this is often insufficient for accurate predictions due to the limited information available. To address this challenge, multimodal time series forecasting methods which incorporate additional data modalities, mainly text data, alongside time series data have been explored. In this work, we introduce the Adaptive Information Routing (AIR) framework, a novel approach for multimodal time series forecasting. Unlike existing methods that treat text data on par with time series data as interchangeable auxiliary features for forecasting, AIR leverages text information to dynamically guide the time series model by controlling how and to what extent multivariate time series information should be combined. We also present a text-refinement pipeline that employs a large language model to convert raw text data into a form suitable for multimodal forecasting, and we introduce a benchmark that facilitates multimodal forecasting experiments based on this pipeline. Experiment results with the real world market data such as crude oil price and exchange rates demonstrate that AIR effectively modulates the behavior of the time series model using textual inputs, significantly enhancing forecasting accuracy in various time series forecasting tasks.
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