arXiv:2603.17436cs.LGcs.AI2026-03被引 1

提出新方法精准建模时间序列的振幅与相位非平稳性,提升长期预测精度。

TimeAPN: Adaptive Amplitude-Phase Non-Stationarity Normalization for Time Series Forecasting

  • 从时域和频域联合建模均值与相位变化,捕捉动态非平稳特征
  • 在7个真实数据集上显著优于现有先进方法,长程预测误差降低3.2%-8.1%
  • 适合作为通用模块嵌入各类时间序列模型,尤其适合复杂非平稳场景

非平稳性是多变量长期时间序列预测的核心挑战,常表现为振幅与相位的快速变化,导致分布漂移并严重损害预测性能。现有基于归一化的方法主要依赖一阶和二阶统计量,隐含假设分布演化平滑,忽略了细粒度的时间动态。为此,本文提出TimeAPN——一种自适应振幅-相位非平稳性归一化框架,显式地从时域和频域建模并预测非平稳因子。具体而言,TimeAPN在时域与频域联合建模均值序列,并预测其未来演化;同时在频域提取相位信息,显式建模预测值与真实未来序列之间的相位偏差以捕捉时间错位。此外,将振幅信息融入自适应归一化机制,使模型能有效应对信号能量的突变。预测出的非平稳因子通过协同去归一化过程与主干模型输出融合,重建最终的非平稳时间序列。该框架具有模型无关性,可无缝集成于多种预测主干。在七个真实世界多变量数据集上的大量实验表明,TimeAPN在多个预测时长上持续提升长期预测精度,显著优于现有最先进可逆归一化方法。

原文摘要 · Abstract (English)

Non-stationarity is a fundamental challenge in multivariate long-term time series forecasting, often manifested as rapid changes in amplitude and phase. These variations lead to severe distribution shifts and consequently degrade predictive performance. Existing normalization-based methods primarily rely on first- and second-order statistics, implicitly assuming that distributions evolve smoothly and overlooking fine-grained temporal dynamics. To address these limitations, we propose TimeAPN, an Adaptive Amplitude-Phase Non-Stationarity Normalization framework that explicitly models and predicts non-stationary factors from both the time and frequency domains. Specifically, TimeAPN first models the mean sequence jointly in the time and frequency domains, and then forecasts its evolution over future horizons. Meanwhile, phase information is extracted in the frequency domain, and the phase discrepancy between the predicted and ground-truth future sequences is explicitly modeled to capture temporal misalignment. Furthermore, TimeAPN incorporates amplitude information into an adaptive normalization mechanism, enabling the model to effectively account for abrupt fluctuations in signal energy. The predicted non-stationary factors are subsequently integrated with the backbone forecasting outputs through a collaborative de-normalization process to reconstruct the final non-stationary time series. The proposed framework is model-agnostic and can be seamlessly integrated with various forecasting backbones. Extensive experiments on seven real-world multivariate datasets demonstrate that TimeAPN consistently improves long-term forecasting accuracy across multiple prediction horizons and outperforms state-of-the-art reversible normalization methods.

时间序列非平稳性归一化频域建模

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