arXiv:2601.05527cs.LGcs.AI2026-01中稿 · Frontiers of Compu…被引 1

DeMa用双路结构提升Mamba在多变量时序分析中的效率与精度。

DeMa: Dual-Path Delay-Aware Mamba for Efficient Multivariate Time Series Analysis

  • 双路径设计分离序列内动态与跨变量交互,提升建模精度。
  • 引入延迟感知注意力机制,有效捕捉变量间滞后关系。
  • 线性复杂度下实现先进性能,适合长序列和大规模应用。

准确高效的多变量时序(MTS)分析对众多智能应用至关重要。尽管Transformer能捕捉变量间依赖,但其二次计算复杂度和高内存开销限制了在长期、大规模场景下的部署。近期出现的Mamba虽具备线性时间复杂度和强表达能力,但直接应用于MTS仍存在三大缺陷:(i) 缺乏显式跨变量建模,(ii) 难以解耦序列内时序动态与跨序列交互,(iii) 对潜在时滞效应建模不足。为此,本文提出DeMa——一种双路径延迟感知的Mamba主干网络。DeMa保留了Mamba的线性复杂度优势,同时显著提升在MTS任务中的表现。具体创新包括:(i) 将MTS分解为序列内动态与跨序列交互;(ii) 设计含Mamba-SSD模块的时序路径,独立并行地捕捉各序列的长程动态;(iii) 构建含延迟感知线性注意力的变量子路径,建模跨变量依赖。在五项代表性任务(长短期预测、数据补全、异常检测、序列分类)上的实验表明,DeMa达到当前最优性能,同时具备卓越计算效率。

原文摘要 · Abstract (English)

Accurate and efficient multivariate time series (MTS) analysis is increasingly critical for a wide range of intelligent applications. Within this realm, Transformers have emerged as the predominant architecture due to their strong ability to capture pairwise dependencies. However, Transformer-based models suffer from quadratic computational complexity and high memory overhead, limiting their scalability and practical deployment in long-term and large-scale MTS modeling. Recently, Mamba has emerged as a promising linear-time alternative with high expressiveness. Nevertheless, directly applying vanilla Mamba to MTS remains suboptimal due to three key limitations: (i) the lack of explicit cross-variate modeling, (ii) difficulty in disentangling the entangled intra-series temporal dynamics and inter-series interactions, and (iii) insufficient modeling of latent time-lag interaction effects. These issues constrain its effectiveness across diverse MTS tasks. To address these challenges, we propose DeMa, a dual-path delay-aware Mamba backbone. DeMa preserves Mamba's linear-complexity advantage while substantially improving its suitability for MTS settings. Specifically, DeMa introduces three key innovations: (i) it decomposes the MTS into intra-series temporal dynamics and inter-series interactions; (ii) it develops a temporal path with a Mamba-SSD module to capture long-range dynamics within each individual series, enabling series-independent, parallel computation; and (iii) it designs a variate path with a Mamba-DALA module that integrates delay-aware linear attention to model cross-variate dependencies. Extensive experiments on five representative tasks, long- and short-term forecasting, data imputation, anomaly detection, and series classification, demonstrate that DeMa achieves state-of-the-art performance while delivering remarkable computational efficiency.

时序分析Mamba多变量延迟感知

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