arXiv:2604.23239cs.AI2026-04

AdaMamba通过自适应频率门控提升长时序预测精度

AdaMamba: Adaptive Frequency-Gated Mamba for Long-Term Time Series Forecasting

论文配图:AdaMamba: Adaptive Frequency-Gated Mamba for Long-Term Time Series Forecasting
图 1 · 摘自论文原文
  • 将自适应频率分析融入Mamba状态更新,动态生成输入相关的频域基
  • 在7个公开数据集和2个领域数据集上均优于现有方法
  • 适合需要捕捉复杂周期性和长程依赖的工业时序预测场景

准确的长期时间序列预测(LTSF)需要捕捉复杂的长程依赖关系和动态周期模式。近年来的频域分析方法为揭示时间特征提供了全局视角,但真实世界的时间序列常表现出显著的跨域异质性——时域同步的变量在频域可能差异巨大。现有基于频域的LTSF方法多依赖跨域同质性的隐式假设,限制了对复杂变异性的适应能力。为此,我们提出AdaMamba,一种将自适应、上下文感知的频域分析内生融入Mamba状态空间更新过程的新框架。具体地,AdaMamba引入交互式块编码模块以捕获变量间动态交互;设计自适应频率门控状态空间模块,生成输入相关的频率基,并将传统时间遗忘门推广为统一的时间-频率遗忘门。该机制可依据学习到的频域重要性动态校准状态转移,同时保持Mamba对长程依赖建模的能力。在七个公开的LTSF基准和两个领域特定数据集上的大量实验表明,AdaMamba在预测精度上持续优于当前最优方法,且计算效率具有竞争力。AdaMamba代码已开源:https://github.com/XDjiang25/AdaMamba。

原文摘要 · Abstract (English)

Accurate long-term time series forecasting (LTSF) requires the capture of complex long-range dependencies and dynamic periodic patterns. Recent advances in frequency-domain analysis offer a global perspective for uncovering temporal characteristics. However, real-world time series often exhibit pronounced cross-domain heterogeneity where variables that appear synchronized in the time domain can differ substantially in the frequency domain. Existing frequency-based LTSF methods often rely on implicit assumptions of cross-domain homogeneity, which limits their ability to adapt to such intricate variability. To effectively integrate frequency-domain analysis with temporal dependency learning, we propose AdaMamba, a novel framework that endogenizes adaptive and context-aware frequency analysis within the Mamba state-space update process. Specifically, AdaMamba introduces an interactive patch encoding module to capture inter-variable interaction dynamics. Then, we develop an adaptive frequency-gated state-space module that generates input-dependent frequency bases, and generalizes the conventional temporal forgetting gate into a unified time-frequency forgetting gate. This allows dynamic calibration of state transitions based on learned frequency-domain importance, while preserving Mamba's capability in modeling long-range dependencies. Extensive experiments on seven public LTSF benchmarks and two domain-specific datasets demonstrate that AdaMamba consistently outperforms state-of-the-art methods in forecasting accu racy while maintaining competitive computational efficiency. The code of AdaMamba is available at https://github.com/XDjiang25/AdaMamba.

时序预测Mamba频率建模长程依赖

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