arXiv:2601.08631cs.LGcs.AI2026-01AAAI被引 1

针对极端事件时间序列预测难题,提出多分辨率多视角频域专家混合模型。

M$^2$FMoE: Multi-Resolution Multi-View Frequency Mixture-of-Experts for Extreme-Adaptive Time Series Forecasting

  • 通过傅里叶与小波域多视角频带划分,实现对常规与稀有波动的联合建模
  • 在水文数据集上超越现有基线,无需极端事件标签即实现更优预测性能
  • 适合需要高鲁棒性、应对突发变化的时间序列场景,如气象与水利监测

极端事件驱动的时间序列预测至关重要却极具挑战,因其高方差、非规则动态及稀疏但高影响特性。现有方法虽擅长捕捉主导规律,但在极端事件中表现显著下降,成为真实应用中主要误差来源。尽管部分方法引入辅助信号,仍难以刻画极端事件的复杂时序动态。为此,本文提出M²FMoE,一种极端自适应预测模型,通过多分辨率与多视角频域建模同时学习常规与极端模式。其包含三模块:(1) 多视角频率混合专家模块,在傅里叶与小波域将专家分配至不同频带,跨视图共享频带分割器对齐频段划分并促进专家协作,捕捉主导与罕见波动;(2) 多分辨率自适应融合模块,从粗到细层级聚合频域特征,增强对短期变化与突变的敏感性;(3) 时间门控集成模块,动态平衡长期趋势与短时频域感知特征,提升对常规与极端时序模式的适应能力。在含极端模式的真实水文数据集上实验表明,M²FMoE优于最先进基线,且无需极端事件标注。

原文摘要 · Abstract (English)

Forecasting time series with extreme events is critical yet challenging due to their high variance, irregular dynamics, and sparse but high-impact nature. While existing methods excel in modeling dominant regular patterns, their performance degrades significantly during extreme events, constituting the primary source of forecasting errors in real-world applications. Although some approaches incorporate auxiliary signals to improve performance, they still fail to capture extreme events' complex temporal dynamics. To address these limitations, we propose M$^2$FMoE, an extreme-adaptive forecasting model that learns both regular and extreme patterns through multi-resolution and multi-view frequency modeling. It comprises three modules: (1) a multi-view frequency mixture-of-experts module assigns experts to distinct spectral bands in Fourier and Wavelet domains, with cross-view shared band splitter aligning frequency partitions and enabling inter-expert collaboration to capture both dominant and rare fluctuations; (2) a multi-resolution adaptive fusion module that hierarchically aggregates frequency features from coarse to fine resolutions, enhancing sensitivity to both short-term variations and sudden changes; (3) a temporal gating integration module that dynamically balances long-term trends and short-term frequency-aware features, improving adaptability to both regular and extreme temporal patterns. Experiments on real-world hydrological datasets with extreme patterns demonstrate that M$^2$FMoE outperforms state-of-the-art baselines without requiring extreme-event labels.

时间序列极端预测频域建模专家混合

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