arXiv:2602.17634cs.LGcs.AI2026-02被引 8

用小模型实现高效零样本时间序列预测,性能不输大模型。

Reverso: Efficient Time Series Foundation Models for Zero-shot Forecasting

  • 用卷积与线性RNN混合结构替代大Transformer,模型缩小百倍以上。
  • 在多个数据集上达到与大模型相当的预测精度,最高误差降低12%。
  • 适合资源受限场景,如边缘设备部署或实时预测应用。

学习时间序列基础模型已被证明是跨多个时间序列领域实现零样本预测的有前景方法。鉴于规模扩展是语言和视觉等领域基础模型性能提升的关键驱动因素,近期大量时间序列基础建模工作聚焦于模型规模扩大。这导致了参数量达数亿的时间序列基础模型,虽然性能优越,但在实际应用中效率低、成本高。本文提出一种简单有效的配方,可训练出体积小得多的高效时间序列基础模型。我们发现大规模Transformer并非必需:采用长卷积与线性RNN层(特别是DeltaNet层)交替的小型混合模型,能媲美大型Transformer模型的性能,同时模型尺寸超过一百倍更小。此外,我们还提出了多种数据增强与推理策略,进一步提升效果。该方案生成了Reverso系列高效时间序列基础模型,显著推动了性能-效率帕累托前沿。

原文摘要 · Abstract (English)

Learning time series foundation models has been shown to be a promising approach for zero-shot time series forecasting across diverse time series domains. Insofar as scaling has been a critical driver of performance of foundation models in other modalities such as language and vision, much recent work on time series foundation modeling has focused on scaling. This has resulted in time series foundation models with hundreds of millions of parameters that are, while performant, inefficient and expensive to use in practice. This paper describes a simple recipe for learning efficient foundation models for zero-shot time series forecasting that are orders of magnitude smaller. We show that large-scale transformers are not necessary: small hybrid models that interleave long convolution and linear RNN layers (in particular DeltaNet layers) can match the performance of larger transformer-based models while being more than a hundred times smaller. We also describe several data augmentation and inference strategies that further improve performance. This recipe results in Reverso, a family of efficient time series foundation models for zero-shot forecasting that significantly push the performance-efficiency Pareto frontier.

时间序列基础模型高效推理零样本预测

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