用预训练模型指导编码器,让时间序列预测更捕捉关键动态。
Forecasting with Guidance: Representation-Level Supervision for Time Series Forecasting
- 用预训练模型中间层特征指导目标模型编码器,提升表示能力。
- 在多个数据集和架构上均显著提升预测精度,平均误差降低5%以上。
- 无需修改原有模型结构,适配性强,适合各类时间序列任务。
当前时间序列预测主要依赖端到端深度学习架构与基于误差的目标函数训练。尽管能有效降低平均损失,但会促使编码器丢弃具有信息量但极端的模式,导致预测结果平滑,时序表示无法捕捉关键动态。为此,我们提出ReGuider,一种可无缝集成到任意预测架构中的插件式方法。ReGuider利用预训练时间序列基础模型作为语义教师,在训练过程中,目标模型与预训练模型共同处理输入序列。不直接使用预训练模型输出,而是提取其富含时序与语义信息的中间嵌入,并通过表示级监督将其与目标模型编码器嵌入对齐。该对齐过程使编码器学习更具表现力的时序表示,从而提升下游预测性能。在多样化数据集与架构上的大量实验表明,ReGuider持续提升预测效果,验证了其有效性与通用性。
原文摘要 · Abstract (English)
Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to discard informative yet extreme patterns. This results in smooth predictions and temporal representations that poorly capture salient dynamics. To address this issue, we propose ReGuider, a plug-in method that can be seamlessly integrated into any forecasting architecture. ReGuider leverages pretrained time series foundation models as semantic teachers. During training, the input sequence is processed together by the target forecasting model and the pretrained model. Rather than using the pretrained model's outputs directly, we extract its intermediate embeddings, which are rich in temporal and semantic information, and align them with the target model's encoder embeddings through representation-level supervision. This alignment process enables the encoder to learn more expressive temporal representations, thereby improving the accuracy of downstream forecasting. Extensive experimentation across diverse datasets and architectures demonstrates that our ReGuider consistently improves forecasting performance, confirming its effectiveness and versatility.
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