融合时频分析与自适应去噪,统一处理时间序列分类、预测和异常检测。
FusAD: Time-Frequency Fusion with Adaptive Denoising for General Time Series Analysis
- 通过傅里叶与小波变换融合,捕捉多尺度动态特征。
- 在多个基准上优于现有模型,分类/预测/异常检测均表现优异。
- 适合需要高鲁棒性与多任务兼容性的工业与医疗时间序列场景。
时间序列分析在金融、医疗、工业和气象等领域至关重要,支撑分类、预测和异常检测等关键任务。尽管深度学习近年取得显著进展,但构建高效、多任务兼容且通用的时间序列统一框架仍是重大挑战。现有方法常针对单一任务或特定数据类型,难以同时实现多任务建模并有效融合不同时间序列信息。真实数据常受噪声、复杂频率成分和多尺度动态模式影响,进一步增加特征提取难度。为此,我们提出FusAD,一种面向多样化时间序列任务的统一分析框架。FusAD采用自适应时频融合机制,结合傅里叶与小波变换,高效捕捉全局-局部及多尺度动态特征;引入自适应去噪机制,自动感知并过滤各类噪声,突出关键序列变化,在复杂环境下实现鲁棒特征提取。此外,框架集成通用信息融合与解码结构,配合掩码预训练,促进多粒度表征的高效学习与迁移。大量实验表明,FusAD在主流时间序列基准上持续优于最先进模型,同时保持高效率与可扩展性。代码已开源:https://github.com/zhangda1018/FusAD。
原文摘要 · Abstract (English)
Time series analysis plays a vital role in fields such as finance, healthcare, industry, and meteorology, underpinning key tasks including classification, forecasting, and anomaly detection. Although deep learning models have achieved remarkable progress in these areas in recent years, constructing an efficient, multi-task compatible, and generalizable unified framework for time series analysis remains a significant challenge. Existing approaches are often tailored to single tasks or specific data types, making it difficult to simultaneously handle multi-task modeling and effectively integrate information across diverse time series types. Moreover, real-world data are often affected by noise, complex frequency components, and multi-scale dynamic patterns, which further complicate robust feature extraction and analysis. To ameliorate these challenges, we propose FusAD, a unified analysis framework designed for diverse time series tasks. FusAD features an adaptive time-frequency fusion mechanism, integrating both Fourier and Wavelet transforms to efficiently capture global-local and multi-scale dynamic features. With an adaptive denoising mechanism, FusAD automatically senses and filters various types of noise, highlighting crucial sequence variations and enabling robust feature extraction in complex environments. In addition, the framework integrates a general information fusion and decoding structure, combined with masked pre-training, to promote efficient learning and transfer of multi-granularity representations. Extensive experiments demonstrate that FusAD consistently outperforms state-of-the-art models on mainstream time series benchmarks for classification, forecasting, and anomaly detection tasks, while maintaining high efficiency and scalability. Code is available at https://github.com/zhangda1018/FusAD.
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