arXiv:2601.21641cs.LGcs.AI2026-01被引 4

用段落级路由提升时间序列预测的模型效率与精度

Seg-MoE: Multi-Resolution Segment-wise Mixture-of-Experts for Time Series Forecasting Transformers

  • 按时间片段而非单个时间点分组路由专家,更贴合时序连续性
  • 在多个长期预测任务上超越现有稠密模型和逐标记路由的MoE模型
  • 适合需要高效处理长序列数据的研究者或工业应用

基于Transformer的模型在时间序列预测中取得了显著进展,但难以在保持高精度的同时高效扩展并捕捉长期时序动态。混合专家(MoE)层在自然语言处理中已被证明是解决扩展性问题的有效方案。然而,现有的时间序列MoE方法依赖于逐标记的路由机制,可能无法充分利用时间数据的天然局部性和连续性。本文提出Seg-MoE,一种稀疏的MoE设计,通过将连续的时间步段作为路由单元,而非独立决策每个标记。该方式使每个专家可直接建模段内相互作用,自然契合时间序列的内在模式。我们将Seg-MoE集成到时间序列Transformer中,并在多个多变量长期预测基准上进行评估。结果表明,Seg-MoE在几乎所有预测跨度上均达到当前最优性能,优于密集Transformer及先前的逐标记路由MoE模型。全面的消融实验确认,段级路由是性能提升的关键因素。结果表明,将MoE路由粒度与时间序列的内在结构对齐,提供了一种强大但此前未被充分探索的归纳偏置,为序列数据建模中条件稀疏架构开辟了新路径。

原文摘要 · Abstract (English)

Transformer-based models have recently made significant advances in accurate time-series forecasting, but even these architectures struggle to scale efficiently while capturing long-term temporal dynamics. Mixture-of-Experts (MoE) layers are a proven solution to scaling problems in natural language processing. However, existing MoE approaches for time-series forecasting rely on token-wise routing mechanisms, which may fail to exploit the natural locality and continuity of temporal data. In this work, we introduce Seg-MoE, a sparse MoE design that routes and processes contiguous time-step segments rather than making independent expert decisions. Token segments allow each expert to model intra-segment interactions directly, naturally aligning with inherent temporal patterns. We integrate Seg-MoE layers into a time-series Transformer and evaluate it on multiple multivariate long-term forecasting benchmarks. Seg-MoE consistently achieves state-of-the-art forecasting accuracy across almost all prediction horizons, outperforming both dense Transformers and prior token-wise MoE models. Comprehensive ablation studies confirm that segment-level routing is the key factor driving these gains. Our results show that aligning the MoE routing granularity with the inherent structure of time series provides a powerful, yet previously underexplored, inductive bias, opening new avenues for conditionally sparse architectures in sequential data modeling.

时间序列MoETransformer稀疏模型

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