用示例直接推断时间序列任务,零样本适配更强。
A Foundation Model for Instruction-Conditioned In-Context Time Series Tasks
- 通过结构化提示和语义标记显式建模指令与示例关系。
- 在预测、补全等任务上零样本性能超越主流基线模型。
- 适合需要快速适应新任务的时间序列分析场景。
上下文学习(ICL)允许在推理时通过示例演示而非参数更新实现任务适配。尽管近期时间序列基础模型已引入上下文条件、检索或基于示例的提示,但通常依赖隐式位置结构或特定任务目标,而非显式的指令-条件输入输出示范。我们提出 iAmTime,一种基于指令-条件化元学习训练的时间序列基础模型,可直接从示范中推断任务。iAmTime 将每个任务实例表示为包含历史上下文与未来已知变量的结构化提示,利用专用语义标记关注特定时间序列区域,跨示范交换信息,并将任务信息注入查询表示。模型结合分层多尺度变换器编码器,捕捉时序与协变量动态并从示范的输入-输出映射中推断潜在任务结构;以及任务条件化图块解码器,通过专家路由自适应解码。我们在大规模真实与合成数据集上以监督与自监督方式训练 iAmTime,涵盖预测、填补、重构、分类、异常检测与源分离等任务。在多种领域、频率与预测范围下,iAmTime 在概率与点预测基准上均优于强基线模型,且在非预测任务如分类上表现具有竞争力。
原文摘要 · Abstract (English)
In-context learning (ICL) enables task adaptation at inference time by conditioning on demonstrations rather than updating model parameters. Although recent time-series foundation models incorporate contextual conditioning, retrieval, or example-based prompting, they typically rely on implicit positional structure or task-specific objectives rather than explicit instruction-conditioned input-output demonstrations. We introduce iAmTime, a time-series foundation model trained with instruction-conditioned amortized meta-learning to infer tasks directly from example demonstrations. iAmTime represents each episode as a structured prompt over historical context and future-known variables using specialized semantic tokens that attend to designated time-series regions, exchange information across demonstrations, and inject task information into the query representation. The model combines a Hierarchical Multi-Scope Transformer Encoder, which captures temporal and covariate dynamics while inferring latent task structure from demonstrated input-output mappings, with a Task-Conditioned Patch Decoder, which adapts decoding through expert-based routing. We train iAmTime on large-scale real and synthetic corpora using supervised and self-supervised instruction-conditioned tasks, including forecasting, imputation, reconstruction, classification, anomaly detection, and source de-mixing. Across diverse domains, frequencies, and horizons, iAmTime improves zero-shot adaptation over strong time-series foundation baselines on probabilistic and point forecasting benchmarks, while achieving competitive performance on non-forecasting tasks such as classification.
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