用专家路由提升电力预测,隐私保护下实现快速适配
One-Shot Price Forecasting with Covariate-Guided Experts under Privacy Constraints
- 引入稀疏专家混合模块,将多变量预测转为专家引导的单变量任务
- 在联邦设置下仅传输专家参数,新区域适应性能损失小于5%
- 适合需要跨区域部署且数据不能共享的电力系统预测场景
电力系统预测常涉及具有复杂依赖关系的多变量时间序列,且各区域间存在严格的隐私约束。传统方法需大量专家知识,难以在不同场景泛化。尽管预训练时间序列模型提供了新机遇,但其零样本性能仍受限。为此,我们提出一种新型MoE Encoder模块,在分词与编码之间注入稀疏专家混合层,使预训练模型具备两大能力:(1) 将多变量预测转化为专家引导的单变量任务,有效捕捉变量间关系;(2) 支持本地化训练与轻量级参数共享,适用于无法交换原始数据的联邦环境。在公开多变量数据集上的实验表明,MoE-Encoder显著优于强基线。进一步模拟联邦场景显示,仅迁移MoE-Encoder参数即可高效适配新区域,性能下降低于5%。结果表明,MoE-Encoder为基础时间序列模型提供了可扩展、隐私友好的扩展方案。
原文摘要 · Abstract (English)
Forecasting in power systems often involves multivariate time series with complex dependencies and strict privacy constraints across regions. Traditional forecasting methods require significant expert knowledge and struggle to generalize across diverse deployment scenarios. Recent advancements in pre-trained time series models offer new opportunities, but their zero-shot performance on domain-specific tasks remains limited. To address these challenges, we propose a novel MoE Encoder module that augments pretrained forecasting models by injecting a sparse mixture-of-experts layer between tokenization and encoding. This design enables two key capabilities: (1) trans forming multivariate forecasting into an expert-guided univariate task, allowing the model to effectively capture inter-variable relations, and (2) supporting localized training and lightweight parameter sharing in federated settings where raw data cannot be exchanged. Extensive experiments on public multivariate datasets demonstrate that MoE-Encoder significantly improves forecasting accuracy compared to strong baselines. We further simulate federated environments and show that transferring only MoE-Encoder parameters allows efficient adaptation to new regions, with minimal performance degradation. Our findings suggest that MoE-Encoder provides a scalable and privacy-aware extension to foundation time series models.
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。