提出可忽略通道顺序的时序预测框架,提升模型泛化与部署灵活性。
CPiRi: Channel Permutation-Invariant Relational Interaction for Multivariate Time Series Forecasting
- 通过通道打乱训练实现对通道顺序不变的建模。
- 仅用一半通道训练仍能预测新通道,且在打乱顺序时表现稳定。
- 适合需灵活添加或重排变量的实际场景,如传感器网络、金融预测。
多变量时间序列预测方法可分为依赖通道顺序和不依赖两类。前者易过拟合通道顺序,新增或重排通道时性能下降;后者虽灵活但忽略通道间依赖,影响精度。为此,我们提出CPiRi框架,具备通道排列不变性(CPI),从数据中推断跨通道结构,无需记忆固定顺序,支持在结构与分布共同漂移场景下无需重训部署。CPiRi结合时空解耦架构与排列不变正则化训练策略:冻结预训练的时间编码器提取高质量时序特征,轻量空间模块学习内容驱动的跨通道关系,通道打乱策略强制训练过程满足排列不变性。理论分析揭示了多变量时间序列预测中的排列等变性。多个基准测试显示其达到当前最优性能,通道顺序打乱后仍稳定,且在仅训练一半通道的情况下,对未见通道具有强归纳泛化能力,同时保持大规模数据集上的实际效率。源码已公开于 https://github.com/JasonStraka/CPiRi。
原文摘要 · Abstract (English)
Current methods for multivariate time series forecasting can be classified into channel-dependent and channel-independent models. Channel-dependent models learn cross-channel features but often overfit the channel ordering, which hampers adaptation when channels are added or reordered. Channel-independent models treat each channel in isolation to increase flexibility, yet this neglects inter-channel dependencies and limits performance. To address these limitations, we propose \textbf{CPiRi}, a \textbf{channel permutation invariant (CPI)} framework that infers cross-channel structure from data rather than memorizing a fixed ordering, enabling deployment in settings with structural and distributional co-drift without retraining. CPiRi couples \textbf{spatio-temporal decoupling architecture} with \textbf{permutation-invariant regularization training strategy}: a frozen pretrained temporal encoder extracts high-quality temporal features, a lightweight spatial module learns content-driven inter-channel relations, while a channel shuffling strategy enforces CPI during training. We further \textbf{ground CPiRi in theory} by analyzing permutation equivariance in multivariate time series forecasting. Experiments on multiple benchmarks show state-of-the-art results. CPiRi remains stable when channel orders are shuffled and exhibits strong \textbf{inductive generalization} to unseen channels even when trained on \textbf{only half} of the channels, while maintaining \textbf{practical efficiency} on large-scale datasets. The source code is released at https://github.com/JasonStraka/CPiRi.
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