arXiv:2512.22550cs.LGcs.AI2025-12NeurIPS被引 1

TimePerceiver统一建模时间序列预测,支持多种任务并显著提升性能。

TimePerceiver: An Encoder-Decoder Framework for Generalized Time-Series Forecasting

  • 设计可灵活感知任意时间位置的编码解码架构
  • 在多个基准数据集上超越现有最优模型表现
  • 适合需要统一处理插值、外推和缺失值修复的场景

在机器学习中,有效建模需统筹考虑输入编码、预测(即解码)与训练策略。然而,时间序列预测研究多聚焦编码器设计,常将预测与训练视为次要问题。本文提出TimePerceiver,一种与高效训练策略紧密对齐的统一编码解码框架。首先,我们将预测任务泛化为包含外推、插值和填补在内的多样化时序目标;由于这些任务涉及任意位置的输入与目标片段,我们设计了新型编码解码架构以灵活适应不同时间位置。编码阶段引入一组可与所有输入段交互的潜在瓶颈表示,联合捕捉时间与跨通道依赖;解码阶段则利用对应目标时间戳的可学习查询,有效检索相关信息。大量实验表明,该框架在多个基准数据集上持续且显著优于现有最先进方法。代码已开源:https://github.com/efficient-learning-lab/TimePerceiver。

原文摘要 · Abstract (English)

In machine learning, effective modeling requires a holistic consideration of how to encode inputs, make predictions (i.e., decoding), and train the model. However, in time-series forecasting, prior work has predominantly focused on encoder design, often treating prediction and training as separate or secondary concerns. In this paper, we propose TimePerceiver, a unified encoder-decoder forecasting framework that is tightly aligned with an effective training strategy. To be specific, we first generalize the forecasting task to include diverse temporal prediction objectives such as extrapolation, interpolation, and imputation. Since this generalization requires handling input and target segments that are arbitrarily positioned along the temporal axis, we design a novel encoder-decoder architecture that can flexibly perceive and adapt to these varying positions. For encoding, we introduce a set of latent bottleneck representations that can interact with all input segments to jointly capture temporal and cross-channel dependencies. For decoding, we leverage learnable queries corresponding to target timestamps to effectively retrieve relevant information. Extensive experiments demonstrate that our framework consistently and significantly outperforms prior state-of-the-art baselines across a wide range of benchmark datasets. The code is available at https://github.com/efficient-learning-lab/TimePerceiver.

时间序列编码解码预测

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