arXiv:2601.14487cs.LG2026-01

用多尺度循环机制稳定混沌系统长期预测,误差大幅降低。

Stabilizing autoregressive forecasts in chaotic systems via multi-rate latent recurrence

  • 设计多速率递归模块,分层生成隐状态以捕捉不同时间尺度动态。
  • 在Kuramoto-Sivashinsky和Lorenz-96上,长期预测误差下降超27%,可预测时长翻倍。
  • 适合需要高精度长期模拟的气候、流体等复杂系统研究者使用。

长时序自回归预测混沌动力系统仍面临挑战,因误差快速放大与分布偏移:微小一步误差会累积成物理不一致的预测轨迹,并导致大规模统计崩溃。我们提出MSR-HINE,一种分层隐式预测器,通过在不同时间尺度上运行的多速率递归模块增强多尺度隐变量先验。每一步中,粗粒度到细粒度的递归状态生成隐变量先验,隐式一步预测器结合多尺度隐变量注入优化状态,门控融合后验隐变量确保尺度一致性更新;轻量级隐藏状态修正进一步对齐递归记忆与融合隐变量。该架构在慢流形上保持长期上下文,同时保留快尺度变化,缓解混沌轨迹中的误差累积。在两个经典基准上,相较于U-Net自回归基线,MSR-HINE表现显著提升:在Kuramoto-Sivashinsky上,H=400时终期RMSE降低62.8%,准确率(ACC)从-0.155提升至0.828(+0.983),可预测性阈值ACC≥0.5的时长由241扩展至400步;在Lorenz-96上,H=100时RMSE降低27.0%,ACC从0.144提升至0.545(+0.402),可预测时长由58步延长至100步。

原文摘要 · Abstract (English)

Long-horizon autoregressive forecasting of chaotic dynamical systems remains challenging due to rapid error amplification and distribution shift: small one-step inaccuracies compound into physically inconsistent rollouts and collapse of large-scale statistics. We introduce MSR-HINE, a hierarchical implicit forecaster that augments multiscale latent priors with multi-rate recurrent modules operating at distinct temporal scales. At each step, coarse-to-fine recurrent states generate latent priors, an implicit one-step predictor refines the state with multiscale latent injections, and a gated fusion with posterior latents enforces scale-consistent updates; a lightweight hidden-state correction further aligns recurrent memories with fused latents. The resulting architecture maintains long-term context on slow manifolds while preserving fast-scale variability, mitigating error accumulation in chaotic rollouts. Across two canonical benchmarks, MSR-HINE yields substantial gains over a U-Net autoregressive baseline: on Kuramoto-Sivashinsky it reduces end-horizon RMSE by 62.8% at H=400 and improves end-horizon ACC by +0.983 (from -0.155 to 0.828), extending the ACC >= 0.5 predictability horizon from 241 to 400 steps; on Lorenz-96 it reduces RMSE by 27.0% at H=100 and improves end horizon ACC by +0.402 (from 0.144 to 0.545), extending the ACC >= 0.5 horizon from 58 to 100 steps.

混沌系统长期预测递归网络

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