arXiv:2512.20028cs.LGcs.AI2025-12

用小波分解+可解释网络预测加密货币走势,既准又看得懂。

DecoKAN: Interpretable Decomposition for Forecasting Cryptocurrency Market Dynamics

  • 先用小波变换拆分高频波动和长期趋势,再用可解释网络建模
  • 在比特币、以太坊等数据上误差最低,超越主流模型
  • 输出符号化公式,适合金融决策者理解模型逻辑

准确且可解释的多变量时间序列预测对理解数字资产系统中加密货币市场的复杂动态至关重要。当前基于Transformer和MLP的深度学习模型虽在预测性能上表现良好,但其'黑箱'特性难以分离加密货币数据中固有的长期社会经济趋势与局部高频投机波动。为此,我们提出DecoKAN框架,融合多层级离散小波变换(DWT)实现信号分频解耦,并结合柯尔莫哥洛夫-阿诺德网络(KAN)进行透明非线性建模。DWT将复杂时间序列分解为不同频率成分,支持频段特异性分析;而基于样条的KAN混洗器则在各子序列中提供内在可解释的映射。通过稀疏化、剪枝与符号化流程,进一步生成简洁的解析表达式,呈现学习到的模式。大量实验表明,DecoKAN在所有测试的真实加密货币数据集(BTC、ETH、XMR)上均取得最低平均均方误差,显著优于多种先进基线模型。结果验证了DecoKAN在提升预测精度与模型透明度之间的平衡潜力,推动可信决策支持在复杂加密货币市场中的应用。

原文摘要 · Abstract (English)

Accurate and interpretable forecasting of multivariate time series is crucial for understanding the complex dynamics of cryptocurrency markets in digital asset systems. Advanced deep learning methodologies, particularly Transformer-based and MLP-based architectures, have achieved competitive predictive performance in cryptocurrency forecasting tasks. However, cryptocurrency data is inherently composed of long-term socio-economic trends and local high-frequency speculative oscillations. Existing deep learning-based 'black-box' models fail to effectively decouple these composite dynamics or provide the interpretability needed for trustworthy financial decision-making. To overcome these limitations, we propose DecoKAN, an interpretable forecasting framework that integrates multi-level Discrete Wavelet Transform (DWT) for decoupling and hierarchical signal decomposition with Kolmogorov-Arnold Network (KAN) mixers for transparent and interpretable nonlinear modeling. The DWT component decomposes complex cryptocurrency time series into distinct frequency components, enabling frequency-specific analysis, while KAN mixers provide intrinsically interpretable spline-based mappings within each decomposed subseries. Furthermore, interpretability is enhanced through a symbolic analysis pipeline involving sparsification, pruning, and symbolization, which produces concise analytical expressions offering symbolic representations of the learned patterns. Extensive experiments demonstrate that DecoKAN achieves the lowest average Mean Squared Error on all tested real-world cryptocurrency datasets (BTC, ETH, XMR), consistently outperforming a comprehensive suite of competitive state-of-the-art baselines. These results validate DecoKAN's potential to bridge the gap between predictive accuracy and model transparency, advancing trustworthy decision support within complex cryptocurrency markets.

加密货币预测可解释性小波变换KAN

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