将时间序列预测转化为2D图像生成,用高斯点阵自适应建模复杂波动。
Forecasting as Rendering: A 2D Gaussian Splatting Framework for Time Series Forecasting
- 把时间序列重构成2D时序表面,用高斯核动态对齐变化模式。
- 在多个基准数据集上达到领先或相当的预测精度。
- 适合处理非平稳、可压缩的复杂时间序列,如电力负荷和股价。
时间序列预测因周期内波动与周期间趋势的复杂纠缠而困难重重。现有方法虽将1维序列重塑为2维周期-相位表示,但存在两大局限:其一,将重塑张量视为静态图像导致拓扑错配,标准空间算子在网格边界破坏时间连续性;其二,依赖固定尺寸统一表示,建模能力分配低效,无法适应可压缩的非平稳时间模式。为此,我们提出TimeGS,首次将预测范式从回归转向2D生成渲染。通过将未来序列视为潜在的2D时序表面,利用高斯核的固有各向异性,实现复杂变化的自适应建模与灵活几何对齐。具体提出多基高斯核生成(MB-GKG)模块,从固定词典合成核以稳定优化;以及多周期时间连续光栅化(MP-CCR)模块,强制跨周期边界保持严格时间连续性。在标准基准数据集上的全面实验表明,TimeGS达到当前最优或具有竞争力的性能。代码已开源:https://github.com/yixinwang1/TimeGS。
原文摘要 · Abstract (English)
Time series forecasting remains a challenging problem due to the intricate entanglement of intra-period fluctuations and inter-period trends. While recent advances have attempted to reshape 1D sequences into 2D period-phase representations, they suffer from two principal limitations. Firstly, treating reshaped tensors as static images results in a topological mismatch, as standard spatial operators sever chronological continuity at grid boundaries. Secondly, relying on uniform fixed-size representations allocates modeling capacity inefficiently and fails to provide the adaptive resolution required for compressible, non-stationary temporal patterns. To address these limitations, we introduce TimeGS, a novel framework that fundamentally shifts the forecasting paradigm from regression to 2D generative rendering. By reconceptualizing the future sequence as a latent 2D temporal surface, TimeGS utilizes the inherent anisotropy of Gaussian kernels to adaptively model complex variations with flexible geometric alignment. To realize this, we introduce a Multi-Basis Gaussian Kernel Generation (MB-GKG) block that synthesizes kernels from a fixed dictionary to stabilize optimization, and a Multi-Period Chronologically Continuous Rasterization (MP-CCR) block that enforces strict temporal continuity across periodic boundaries. Comprehensive experiments on standard benchmark datasets demonstrate that TimeGS attains state-of-the-art or competitive performance. The code is at https://github.com/yixinwang1/TimeGS.
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