用物理启发框架解决时间序列非平稳预测中的动态漂移问题
PULSE: Generative Phase Evolution for Non-Stationary Time Series Forecasting

- 通过分离相位与趋势,避免优化干扰
- 在12个真实数据集上超越主流模型表现
- 适合需要应对分布变化的工业时序场景
非平稳时间序列预测面临稳定表征与适应分布漂移之间的根本矛盾。现有方法隐含依赖静态历史假设,导致一种称为‘相位失忆’的致命缺陷,即模型忽略全局演化上下文。为此,本文基于三个物理假说——Wold分解、动态相位演化和异方差流形生成,提出PULSE框架。该框架采用解耦-演化-模拟的设计理念:利用相位锚定解耦消除主导趋势带来的优化干扰;通过相位路由主动生成未来轨迹;引入统计感知混叠(SAM)提升对分布外波动的鲁棒性。实验表明,仅用简单MLP作为主干,PULSE在12个真实世界基准上达到或超过当前最优性能。结果验证了正确的物理先验比复杂架构更关键。代码已开源。
原文摘要 · Abstract (English)
Time series forecasting under non-stationarity faces a fundamental tension between capturing stable representations and adapting to distribution shifts. Existing methods implicitly rely on static historical assumptions, leading to a critical failure mode we term Phase Amnesia, where models become blind to the evolving global context. To resolve this, we formalize non-stationary dynamics through three physical hypotheses: wold decomposition, dynamical phase evolution, and heteroscedastic manifold generation. These principles inspire PULSE, a physics-informed, plug-and-play framework adopting a Disentangle--Evolve--Simulate design philosophy. Specifically, PULSE utilizes phase-anchored disentanglement to resolve optimization interference caused by dominant trends, employs a Phase Router to actively generate future trajectories, and introduces Statistic-Aware Mixup (SAM) to ensure robustness against out-of-distribution volatility. Empirically, PULSE enables a simple MLP backbone to achieve state-of-the-art or highly competitive performance across 12 real-world benchmarks. This validates that a correct physics-informed inductive bias is far more critical than raw architectural complexity for non-stationary forecasting. The code is available at: https://github.com/Gemost/PULSE.
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