arXiv:2602.11190cs.LGcs.AI2026-02被引 2

提出新框架,解决时间序列预测中的长程依赖难题。

Time-TK: A Multi-Offset Temporal Interaction Framework Combining Transformer and Kolmogorov-Arnold Networks for Time Series Forecasting

  • 用多偏移交互机制捕捉跨时间步的细粒度依赖
  • 在14个真实数据集上超越现有模型,性能领先
  • 可嵌入各类模型,适合长序列预测任务

时间序列预测对全球网络服务的稳定运行至关重要,尤其在智能交通和网站吞吐量等场景中。然而现有方法通常将每个时间步独立嵌入为令牌,导致长序列处理中出现信息瓶颈,根源在于破坏了序列内关键的多偏移时间相关性——即跨越不同时间步的细粒度依赖关系,这在常规网络数据中尤为普遍。为此,我们提出一种新的时间序列嵌入视角,给出了令牌嵌入近似重构性能的上界,指导设计出简洁有效的多偏移时间嵌入(MOTE)方法,缓解标准嵌入带来的性能下降。此外,MOTE可集成于多种模型,作为通用组件。基于此,我们进一步构建新型预测架构Time-TK:先通过多偏移交互KAN学习多个偏移子序列间的特定时序模式;再利用高效的多偏移时间交互机制,有效捕获这些子序列间的复杂依赖,实现全局信息融合。在14个真实世界基准数据集(涵盖交通流、BTC/USDT吞吐量等)上的大量实验表明,Time-TK显著优于所有基线模型,达到当前最优预测精度。

原文摘要 · Abstract (English)

Time series forecasting is crucial for the World Wide Web and represents a core technical challenge in ensuring the stable and efficient operation of modern web services, such as intelligent transportation and website throughput. However, we have found that existing methods typically employ a strategy of embedding each time step as an independent token. This paradigm introduces a fundamental information bottleneck when processing long sequences, the root cause of which is that independent token embedding destroys a crucial structure within the sequence - what we term as multi-offset temporal correlation. This refers to the fine-grained dependencies embedded within the sequence that span across different time steps, which is especially prevalent in regular Web data. To fundamentally address this issue, we propose a new perspective on time series embedding. We provide an upper bound on the approximate reconstruction performance of token embedding, which guides our design of a concise yet effective Multi-Offset Time Embedding method to mitigate the performance degradation caused by standard token embedding. Furthermore, our MOTE can be integrated into various existing models and serve as a universal building block. Based on this paradigm, we further design a novel forecasting architecture named Time-TK. This architecture first utilizes a Multi-Offset Interactive KAN to learn and represent specific temporal patterns among multiple offset sub-sequences. Subsequently, it employs an efficient Multi-Offset Temporal Interaction mechanism to effectively capture the complex dependencies between these sub-sequences, achieving global information integration. Extensive experiments on 14 real-world benchmark datasets, covering domains such as traffic flow and BTC/USDT throughput, demonstrate that Time-TK significantly outperforms all baseline models, achieving state-of-the-art forecasting accuracy.

时间序列深度学习预测建模KAN

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。