重新审视时间序列预测中的可逆实例归一化,发现其部分组件冗余甚至有害。
On the Role of Reversible Instance Normalization
- 分析时间序列归一化的三大挑战:时间、空间与输出分布偏移。
- 通过消融实验发现RevIN的多个组件实际无益甚至有害。
- 提出新思路提升模型鲁棒性,适合时序预测研究者参考。
数据归一化是深度学习模型的关键组件,但在时间序列预测中的作用仍不明确。本文识别出时间序列预测中归一化的三大核心挑战:时间输入分布偏移、空间输入分布偏移以及条件输出分布偏移。在此背景下,我们重新审视广泛使用的可逆实例归一化(RevIN),通过消融实验表明其多个组件存在冗余甚至起反作用。基于这些发现,我们提出了新的视角以增强RevIN的鲁棒性与泛化能力。
原文摘要 · Abstract (English)
Data normalization is a crucial component of deep learning models, yet its role in time series forecasting remains insufficiently understood. In this paper, we identify three central challenges for normalization in time series forecasting: temporal input distribution shift, spatial input distribution shift, and conditional output distribution shift. In this context, we revisit the widely used Reversible Instance Normalization (RevIN), by showing through ablation studies that several of its components are redundant or even detrimental. Based on these observations, we draw new perspectives to improve RevIN's robustness and generalization.
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