arXiv:2603.13702cs.LGcs.AI2026-03中稿 · ICLR被引 2

提出可自适应路由通道-局部依赖的时序预测方法,提升模型精度与泛化能力。

Routing Channel-Patch Dependencies in Time Series Forecasting with Graph Spectral Decomposition

  • 基于图谱分解将信号分频,按频率带分组处理
  • 动态路由机制实现不同通道间交互强度的自适应调节
  • 兼容现有模型,适用于多场景时序预测任务

时序预测在人工智能领域受到广泛关注。以往方法表明,通道独立(CI)策略通过单独建模各通道提升性能,但常导致泛化能力差并忽略有意义的通道间交互;而通道依赖(CD)策略聚合所有通道,可能引入无关信息并造成过度平滑。尽管已有进展,但多数方法缺乏根据通道依赖变化自适应平衡CI与CD的能力。为此,我们提出通用插件xCPD,从图谱分解视角自适应建模通道-局部依赖。具体地,xCPD使用共享图傅里叶基将多变量信号投影至频域,并依据频谱能量响应将局部块分为低、中、高频段。随后,xCPD采用通道自适应路由机制,为每个局部块动态调整通道间交互程度,实现频率特异性专家的选择性激活。该设计支持对平滑趋势、局部波动和突变的细粒度输入感知建模。xCPD可无缝集成至现有CI与CD预测模型之上,在多个基准上持续提升准确率与泛化能力。代码已开源:https://github.com/Clearloveyuan/xCPD。

原文摘要 · Abstract (English)

Time series forecasting has attracted significant attention in the field of AI. Previous works have revealed that the Channel-Independent (CI) strategy improves forecasting performance by modeling each channel individually, but it often suffers from poor generalization and overlooks meaningful inter-channel interactions. Conversely, Channel-Dependent (CD) strategies aggregate all channels, which may introduce irrelevant information and lead to oversmoothing. Despite recent progress, few existing methods offer the flexibility to adaptively balance CI and CD strategies in response to varying channel dependencies. To address this, we propose a generic plugin xCPD, that can adaptively model the channel-patch dependencies from the perspective of graph spectral decomposition. Specifically, xCPD first projects multivariate signals into the frequency domain using a shared graph Fourier basis, and groups patches into low-, mid-, and high-frequency bands based on their spectral energy responses. xCPD then applies a channel-adaptive routing mechanism that dynamically adjusts the degree of inter-channel interaction for each patch, enabling selective activation of frequency-specific experts. This facilitates fine-grained input-aware modeling of smooth trends, local fluctuations, and abrupt transitions. xCPD can be seamlessly integrated on top of existing CI and CD forecasting models, consistently enhancing both accuracy and generalization across benchmarks. The code is available https://github.com/Clearloveyuan/xCPD.

时序预测图谱分解自适应路由

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。