提出新模型显式分离周期信号的相位与振幅,提升多变量时间序列预测精度。
PAMNet: Cycle-aware Phase-Amplitude Modulation Network for Multivariate Time Series Forecasting

- 将周期模式拆分为相位和振幅两部分,分别建模其变化规律。
- 在12个真实数据集上达到当前最佳性能,显著优于主流方法。
- 适合需要精确捕捉周期性变化的金融、气象等领域的预测任务。
可靠的周期性模式是多变量时间序列预测的基础。现有方法或通过复杂架构(如Transformer)隐式提取周期性,带来高计算开销;或在显式建模周期分量时忽略相位与振幅的内在耦合。为此,我们提出一种新的循环感知相位-振幅调制网络(PAMNet),显式将周期模式分解为互补的相位与振幅分量。核心创新在于双分支调制器:相位分支采用循环嵌入捕捉相位相关的均值偏移,振幅分支建模强度变化以适应方差波动。轻量级元素级融合调制器高效结合两者,无需复杂注意力机制即可显式建模交互关系。在12个真实世界数据集上的大量实验表明,该方法凭借新颖的相位-振幅解耦机制,实现了最先进的预测性能,为周期建模提供了新视角。
原文摘要 · Abstract (English)
Reliable periodic patterns serve as a fundamental basis for accurate multivariate time series forecasting. However, existing methods either implicitly extract periodicity through complex model architectures (e.g., Transformers) with high computational overhead or overlook the intrinsic phase-amplitude coupling when modeling periodic components explicitly. To address these issues, we propose a novel Cycle-aware Phase-Amplitude Modulation Network (PAMNet) that explicitly decomposes periodic patterns into complementary phase and amplitude components. The core innovation lies in its dual-branch modulator, featuring dedicated learnable embeddings for phase positioning and amplitude modulation. The phase branch employs cyclical embeddings to capture phase-dependent mean shifts, while the amplitude branch models intensity variations to adapt to changes in variance. A lightweight modulator with element-wise fusion efficiently combines these components, enabling explicit modeling of their interactions without complex attention mechanisms. Extensive experiments on twelve real-world datasets demonstrate that our method achieves state-of-the-art performance through its novel phase-amplitude decoupling mechanism, offering a new perspective for cyclical modeling in time series forecasting.
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