融合点与块表示,提升时间序列预测的精度与鲁棒性
IPatch: A Multi-Resolution Transformer Architecture for Robust Time-Series Forecasting
- 同时使用点粒度和块聚合的多分辨率表示
- 在7个基准数据集上提升准确率与抗噪能力
- 适合长序列、波动大的复杂时间序列场景
多变量时间序列的精准预测仍具挑战,需兼顾短期波动与长期依赖。基于Transformer的模型虽强大,但其性能高度依赖时间数据的表征方式。传统点式表示保留单个时间步信息,利于精细建模,但计算开销大,难以捕捉全局上下文;块式表示将连续步骤聚合为紧凑标记,提升效率并建模局部动态,却常丢失对复杂或高波动序列至关重要的细粒度信息。本文提出IPatch,一种多分辨率Transformer架构,融合点式与块式标记,实现多尺度时间信息建模。在7个基准数据集上的实验表明,相比单一表征基线,IPatch在预测精度、噪声鲁棒性及跨不同预测时长的泛化能力上均有持续提升。
原文摘要 · Abstract (English)
Accurate forecasting of multivariate time series remains challenging due to the need to capture both short-term fluctuations and long-range temporal dependencies. Transformer-based models have emerged as a powerful approach, but their performance depends critically on the representation of temporal data. Traditional point-wise representations preserve individual time-step information, enabling fine-grained modeling, yet they tend to be computationally expensive and less effective at modeling broader contextual dependencies, limiting their scalability to long sequences. Patch-wise representations aggregate consecutive steps into compact tokens to improve efficiency and model local temporal dynamics, but they often discard fine-grained temporal details that are critical for accurate predictions in volatile or complex time series. We propose IPatch, a multi-resolution Transformer architecture that integrates both point-wise and patch-wise tokens, modeling temporal information at multiple resolutions. Experiments on 7 benchmark datasets demonstrate that IPatch consistently improves forecasting accuracy, robustness to noise, and generalization across various prediction horizons compared to single-representation baselines.
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