让预训练时间序列模型通过数据变换快速适配新领域,提升预测精度。
Adapt Data to Model: Adaptive Transformation Optimization for Domain-shared Time Series Foundation Models
- 通过动态优化数据变换流水线,让冻结模型适应不同领域。
- 在多个数据集上平均降低13.6%的均方误差,最高降幅达65.4%。
- 仅需两分钟完成优化,适合工业场景快速部署。
大型时间序列模型(LTMs)已成为通用预测的强大工具,但面对真实世界数据的多样性和非平稳性,常在预测精度与泛化能力间难以平衡。为避免为每个领域重复微调模型,本文提出以数据为中心的TATO框架——时间序列自适应变换优化,使单一冻结预训练模型可通过最优配置的变换流水线适配多样下游领域。TATO构建了三种代表性变换:上下文切片、尺度归一化和异常值修正,帮助模型更好地对齐目标领域特征。为确保鲁棒性,引入精选的时间序列增强策略与两阶段排序机制,剔除特定指标表现差的流水线。在主流LTMs和广泛使用的数据集上的大量实验表明,TATO持续显著提升领域自适应预测性能,最大均方误差降低65.4%,平均降低13.6%。此外,TATO效率极高,通常可在2分钟内完成优化,适用于实际部署。源代码已公开于 https://github.com/thulab/TATO。
原文摘要 · Abstract (English)
Large time series models (LTMs) have emerged as powerful tools for universal forecasting, yet they often struggle with the inherent diversity and nonstationarity of real-world time series data, leading to an unsatisfactory trade-off between forecasting accuracy and generalization. Rather than continually finetuning new LTM instances for each domain, we propose a data-centric framework, time-series adaptive transformation optimization (TATO), that enables a single frozen pre-trained LTM to adapt to diverse downstream domains through an optimally configured transformation pipeline. Specifically, TATO constructs three representative types of transformations, including context slicing, scale normalization, and outlier correction, to help LTMs better align with target domain characteristics. To ensure robustness, we incorporate carefully selected time series augmentations and a two-stage ranking mechanism that filters out pipelines underperforming on specific metrics. Extensive experiments on state-of-the-art LTMs and widely used datasets demonstrate that TATO consistently and significantly improves domain-adaptive forecasting performance, achieving a maximum reduction in MSE of 65.4\% and an average reduction of 13.6\%. Moreover, TATO is highly efficient, typically completing optimization in under 2 minutes, making it practical for real-world deployment. The source code is available at https://github.com/thulab/TATO.
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