arXiv:2605.16447cs.LGcs.AI2026-05中稿 · ICML被引 1

用未来宏观趋势指导微观预测,提升复杂场景下的时空预报精度。

Nested Spatio-Temporal Time Series Forecasting

论文配图:Nested Spatio-Temporal Time Series Forecasting
图 1 · 摘自论文原文
  • 构建宏观区域与微观历史的嵌套结构,实现自上而下的趋势引导。
  • 在多个高维数据集上超越现有方法,尤其在噪声和非平稳条件下表现更优。
  • 适合交通、气象等需要捕捉动态异常的实时预测场景。

时空预测对交通管理等现实应用至关重要,但在噪声大、非平稳条件下准确捕捉交互关系仍具挑战。现有方法多依赖历史空间先验,未能充分考虑动态时间相关性,易产生系统性误差。本文提出一种嵌套预测框架,将未来宏观区域趋势与微观历史观测相结合,实现从抽象未来表示对细粒度预测的自上而下引导。具体而言,采用基于谱聚类的方法构建语义一致的区域,理论与实证证明该表示能有效过滤系统性噪声并保留关键趋势。在此基础上,设计渐进式粗到细预测器,将代表性特征融入推理过程,使模型可提前预判周期性偏移等动态异常。在多个高维数据集上的广泛实验表明,本方法持续优于当前最优基线,验证了未来宏观引导的嵌套预测的有效性。

原文摘要 · Abstract (English)

Spatiotemporal forecasting is critical for real-world applications like traffic management, yet capturing reliable interactions remains challenging under noisy and non-stationary conditions. Existing methods primarily rely on historical spatial priors, often failing to account for evolving temporal correlations and suffering from systematic errors. In this work, we propose a nested forecasting framework that couples future macro-level regional trends with micro-level historical observations, enabling top-down guidance from abstract future representations for fine-grained forecasting. Specifically, we employ a spectral clustering-based approach to construct semantically coherent regions, providing both theoretical and empirical evidence that this representation effectively filters systematic noise while preserving essential trends. Building on this, we develop a progressive coarse-to-fine predictor to integrate these representative features into the inference process. This enables the model to leverage trend predictions to anticipate dynamic anomalies, such as periodic offsets, in advance. Furthermore, extensive experiments on multiple high-dimensional datasets demonstrate that our method consistently outperforms state-of-the-art baselines, validating the effectiveness of future macro-guided nested forecasting.

时空预测嵌套结构趋势引导交通建模

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