arXiv:2602.14024cs.LGcs.AI2026-02

让时间序列模型学着预测隐空间演化,提升表征稳定性与预测能力。

EIDOS: Latent-Space Predictive Learning for Time Series Foundation Models

  • 用因果Transformer预测隐变量的演化路径,而非直接预测未来值。
  • 在GIFT-Eval上实现顶尖性能,显著减少表示空间的结构碎片化。
  • 适合做时间序列建模、需要稳定表征的工业级应用开发者。

大多数时间序列基础模型通过直接预测未来观测值进行预训练,常导致隐空间表示结构松散,仅捕捉表面噪声而非连贯的时间动态。本文提出EIDOS,一种将预训练目标从未来值预测转向隐空间预测学习的基础模型家族。我们使用因果Transformer预测隐表示的演化,促进结构化且时序一致的隐状态涌现。为确保隐空间学习的目标稳定,设计轻量级聚合分支构建目标表示。EIDOS通过联合优化目标训练,整合隐空间对齐、观测锚定以连接输入信号、以及直接预测监督。在GIFT-Eval基准上,EIDOS有效缓解表示空间的结构碎片化,达到当前最优性能。结果表明,约束模型学习可预测的隐动态是构建更鲁棒可靠时间序列基础模型的关键一步。

原文摘要 · Abstract (English)

Most time series foundation models are pretrained by directly predicting future observations, which often yields weakly structured latent representations that capture surface noise rather than coherent and predictable temporal dynamics. In this work, we introduce EIDOS, a foundation model family that shifts pretraining from future value prediction to latent-space predictive learning. We train a causal Transformer to predict the evolution of latent representations, encouraging the emergence of structured and temporally coherent latent states. To ensure stable targets for latent-space learning, we design a lightweight aggregation branch to construct target representations. EIDOS is optimized via a joint objective that integrates latent-space alignment, observational grounding to anchor representations to the input signal, and direct forecasting supervision. On the GIFT-Eval benchmark, EIDOS mitigates structural fragmentation in the representation space and achieves state-of-the-art performance. These results demonstrate that constraining models to learn predictable latent dynamics is a principled step toward more robust and reliable time series foundation models.

时间序列隐空间学习基础模型因果建模

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