arXiv:2601.11821cs.LG2026-01中稿 · AAAI

用形状片段识别时间序列关键段,提升预测可靠性。

Shapelets-Enriched Selective Forecasting using Time Series Foundation Models

  • 通过不变字典学习提取时间序列形状片段
  • 零样本和微调模型误差平均降低22.17%与22.62%
  • 适合对预测可信度有高要求的应用场景

时间序列基础模型因其在交通、能源、天气等多领域建模复杂数据的能力而受到关注。尽管其在零样本预测任务中表现优异,但在数据某些关键区域的预测仍不可靠,限制了实际应用,尤其当数据具有独特趋势时。本文提出一种选择性预测框架,利用形状片段(shapelets)识别这些关键片段。通过在目标域验证集上采用平移不变字典学习方法学习形状片段,并基于距离相似性判断预测可靠性,帮助用户选择性舍弃不可靠结果,明确模型真实能力。在多个基准时间序列数据集上的实验表明,该方法结合零样本与全样本微调模型,平均将整体误差降低22.17%(零样本)和22.62%(全样本微调)。此外,在部分数据集上,其性能优于随机选择方法最高达21.41%(零样本)与21.43%(全样本微调)。

原文摘要 · Abstract (English)

Time series foundation models have recently gained a lot of attention due to their ability to model complex time series data encompassing different domains including traffic, energy, and weather. Although they exhibit strong average zero-shot performance on forecasting tasks, their predictions on certain critical regions of the data are not always reliable, limiting their usability in real-world applications, especially when data exhibits unique trends. In this paper, we propose a selective forecasting framework to identify these critical segments of time series using shapelets. We learn shapelets using shift-invariant dictionary learning on the validation split of the target domain dataset. Utilizing distance-based similarity to these shapelets, we facilitate the user to selectively discard unreliable predictions and be informed of the model's realistic capabilities. Empirical results on diverse benchmark time series datasets demonstrate that our approach leveraging both zero-shot and full-shot fine-tuned models reduces the overall error by an average of 22.17% for zero-shot and 22.62% for full-shot fine-tuned model. Furthermore, our approach using zero-shot and full-shot fine-tuned models, also outperforms its random selection counterparts by up to 21.41% and 21.43% on one of the datasets.

时间序列预测可靠性形状片段基础模型

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。