arXiv:2604.08400cs.LGcs.AI2026-04

用表格模型零样本预测多变量时间序列,捕捉通道间交互。

Zero-shot Multivariate Time Series Forecasting Using Tabular Prior Fitted Networks

  • 将多变量时序转为标量回归问题,适配表格基础模型。
  • 在多个数据集上超越现有表格式方法,实现零样本预测。
  • 适合缺乏标注数据的时序预测场景,尤其关注通道关联性。

表格基础模型,尤其是拟合先验网络(TabPFN),已在多种任务中表现卓越,涵盖数据补全与标签预测,超越传统树模型。这促使研究其在时序预测中的应用,而时序数据可被建模为表格形式。尽管近期工作取得积极成果,多数研究仍仅将多变量时序问题拆解为独立的单变量子问题,忽略通道间的交互关系。为此,本文提出一种通用框架,利用表格基础模型进行多变量时序预测。通过将多变量时序预测重构为一系列标量回归任务,任何具备回归能力的表格基础模型均可实现零样本预测。我们采用TabPFN-TS作为主干模型,并与当前最先进的表格式方法进行对比,验证了该方法的有效性。

原文摘要 · Abstract (English)

Tabular foundation models, particularly Prior-data Fitted Networks like TabPFN have emerged as the leading contender in a myriad of tasks ranging from data imputation to label prediction on the tabular data format surpassing the historical successes of tree-based models. This has led to investigations on their applicability to forecasting time series data which can be formulated as a tabular problem. While recent work to this end has displayed positive results, most works have limited their treatment of multivariate time series problems to several independent univariate time series forecasting subproblems, thus ignoring any inter-channel interactions. Overcoming this limitation, we introduce a generally applicable framework for multivariate time series forecasting using tabular foundation models. We achieve this by recasting the multivariate time series forecasting problem as a series of scalar regression problems which can then be solved zero-shot by any tabular foundation model with regression capabilities. We present results of our method using the TabPFN-TS backbone and compare performance with the current state of the art tabular methods.

时间序列表格模型零样本多变量

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