arXiv:2512.22428cs.LGstat.ML2025-12被引 2

提出安全残差修正框架,防止预测模型在部署时性能下降。

Causality-Inspired Safe Residual Correction for Multivariate Time Series

  • 通过因果启发编码器分离变量间动态,解耦自相关与交叉影响。
  • 引入四重安全机制,确保修正过程不降低原有性能,非降率超95%。
  • 适配多种模型与数据集,适合对可靠性要求高的实际部署场景。

现代多变量时间序列预测模型(如Transformer和GNN)虽在基准测试中表现优异,但常在特定变量或预测时长上出现系统性误差,且缺乏部署后性能不退化的保障。现有事后残差修正方法存在贪婪问题:虽可能提升平均精度,却可能过度修正可靠预测,导致未见场景下的局部失败。为此,本文提出CRC(Causality-inspired Safe Residual Correction),一种即插即用的框架,明确保障性能不退化。CRC采用分而治之策略:利用因果启发编码器解耦自变量与跨变量动态,揭示方向感知结构;并设计混合校正器建模残差误差。关键在于,修正过程受严格四重安全机制约束,防止有害更新。在多个数据集和预测模型上的实验表明,CRC持续提升精度,深入消融实验证实其核心安全机制使非降率(NDR)极高,适用于安全可靠的部署场景。

原文摘要 · Abstract (English)

While modern multivariate forecasters such as Transformers and GNNs achieve strong benchmark performance, they often suffer from systematic errors at specific variables or horizons and, critically, lack guarantees against performance degradation in deployment. Existing post-hoc residual correction methods attempt to fix these errors, but are inherently greedy: although they may improve average accuracy, they can also "help in the wrong way" by overcorrecting reliable predictions and causing local failures in unseen scenarios. To address this critical "safety gap," we propose CRC (Causality-inspired Safe Residual Correction), a plug-and-play framework explicitly designed to ensure non-degradation. CRC follows a divide-and-conquer philosophy: it employs a causality-inspired encoder to expose direction-aware structure by decoupling self- and cross-variable dynamics, and a hybrid corrector to model residual errors. Crucially, the correction process is governed by a strict four-fold safety mechanism that prevents harmful updates. Experiments across multiple datasets and forecasting backbones show that CRC consistently improves accuracy, while an in-depth ablation study confirms that its core safety mechanisms ensure exceptionally high non-degradation rates (NDR), making CRC a correction framework suited for safe and reliable deployment.

时间序列因果推理安全预测残差修正

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