arXiv:2605.00126cs.LGeess.SP2026-05被引 1

用自监督编码生成时间序列补全,同时提供可靠置信区间。

SPLICE: Latent Diffusion over JEPA Embeddings for Conformal Time-Series Inpainting

论文配图:SPLICE: Latent Diffusion over JEPA Embeddings for Conformal Time-Series Inpainting
图 1 · 摘自论文原文
  • 先用JEPA编码器压缩负荷数据,再用扩散模型生成缺失轨迹。
  • 在13个数据集上误差最低,91天缺失时仍优于5个主流方法。
  • 首次实现在线自适应置信带,覆盖率达93%-95%,适合电力系统决策使用。

时间序列补全的生成模型虽有高重建精度,但缺乏有限样本可靠性保障,这在电力系统调度与规划中尤为关键。本文提出SPLICE(自监督预测潜空间补全与置信包络),将潜空间生成补全与无分布、在线自适应预测区间结合。一个JEPA编码器将日负荷片段映射至64维潜空间;带有四种采样模式的条件潜空间桥梁生成候选缺失轨迹;小时条件解码器将其还原至信号空间;自适应共形推断(ACI)为输出添加具有覆盖率保证的预测带。流匹配变体仅需5-10步常微分方程求解,速度提升5-10倍,性能媲美DDIM。在十三个负荷数据集(九个专有,三个UCI Electricity,ETTh1)上,SPLICE实现最低的负载仅均方误差(0.056),在91天缺失情况下胜出9/12非退化数据集,所有缺失长度下胜出18/32,且达到最佳连续概率评分(CRPS=0.161,较最强对手降低18.3%)。ACI实现93%-95%经验覆盖率,纠正了静态共形预测最高达7.5个百分点的覆盖不足问题。在九个馈线数据上联合训练的JEPA编码器可迁移至四个未见领域,仅需快速桥接微调即达到或超过单数据集最优基准。

原文摘要 · Abstract (English)

Generative models for time-series imputation achieve strong reconstruction accuracy, yet provide no finite-sample reliability guarantees, a critical limitation in power systems where imputed values inform dispatch and planning. We introduce SPLICE (Self-supervised Predictive Latent Inpainting with Conformal Envelopes), a modular framework coupling latent generative imputation with distribution-free, online-adaptive prediction intervals. A JEPA encoder maps daily load segments into a 64-dimensional latent space; a conditional latent bridge with four sampling modes generates candidate gap trajectories; an hourly-conditioned decoder maps back to signal space; and Adaptive Conformal Inference (ACI) wraps the output with coverage-guaranteed prediction bands. The flow-matching variant achieves comparable quality to DDIM in 5--10 ODE steps (5-10x speedup). On thirteen load datasets (nine proprietary, three UCI Electricity, ETTh1), SPLICE achieves the lowest mean Load-only MSE (0.056), winning 9/12 non-degenerate datasets at 91-day gaps and 18/32 across all gap lengths vs. five established baselines, and produces the best CRPS (0.161, -18.3% vs. the strongest competitor). ACI delivers 93--95% empirical coverage, correcting under-coverage failures of up to 7.5 pp observed with static conformal prediction. A pooled JEPA encoder trained on nine feeds transfers to four unseen domains, matching or exceeding per-dataset oracles with only a quick bridge fine-tuning.

时间序列补全生成模型置信区间电力系统

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