arXiv:2602.08768cs.LGcs.AI2026-02

让时间序列预测可解释,自动发现周期模式并精准归因。

FreqLens: Interpretable Frequency Attribution for Time Series Forecasting

  • 通过可学习频率基自动识别数据中的主要周期性模式。
  • 在交通和天气数据上准确发现24小时、12小时及周周期,误差小于2.5%。
  • 归因结果满足理论完备性,适合需要可信解释的场景。

时间序列预测模型常缺乏可解释性,限制了其在需可解释预测领域的应用。我们提出 extsc{FreqLens},一个可解释的预测框架,能够发现并归因于可学习的频率分量。 extsc{FreqLens} 引入两项关键创新:(1) 可学习频率发现——通过Sigmoid映射参数化频率基,并结合多样性正则化从数据中学习,无需领域知识即可自动发现主导周期模式;(2) 公理化频率归因——一个理论严谨的框架,严格满足完备性、忠实性、零频率和对称性公理,且每频段归因值等价于Shapley值。在交通与气象数据集上, extsc{FreqLens} 达到竞争性或更优性能,同时发现具有物理意义的频率:5次独立运行均识别出交通数据中的24小时日周期(24.6 ± 0.1小时,误差2.5%)和12小时半日周期(11.8 ± 0.1小时,误差1.6%),以及气象数据中的周周期(比输入窗口长10倍)。结果表明该方法实现了真正的频率级知识发现,并具备归因质量的正式理论保证。

原文摘要 · Abstract (English)

Time series forecasting models often lack interpretability, limiting their adoption in domains requiring explainable predictions. We propose \textsc{FreqLens}, an interpretable forecasting framework that discovers and attributes predictions to learnable frequency components. \textsc{FreqLens} introduces two key innovations: (1) \emph{learnable frequency discovery} -- frequency bases are parameterized via sigmoid mapping and learned from data with diversity regularization, enabling automatic discovery of dominant periodic patterns without domain knowledge; and (2) \emph{axiomatic frequency attribution} -- a theoretically grounded framework that provably satisfies Completeness, Faithfulness, Null-Frequency, and Symmetry axioms, with per-frequency attributions equivalent to Shapley values. On Traffic and Weather datasets, \textsc{FreqLens} achieves competitive or superior performance while discovering physically meaningful frequencies: all 5 independent runs discover the 24-hour daily cycle ($24.6 \pm 0.1$h, 2.5\% error) and 12-hour half-daily cycle ($11.8 \pm 0.1$h, 1.6\% error) on Traffic, and weekly cycles ($10\times$ longer than the input window) on Weather. These results demonstrate genuine frequency-level knowledge discovery with formal theoretical guarantees on attribution quality.

时间序列可解释性频率分析

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