arXiv:2605.17340cs.LG2026-05中稿 · ICML被引 1

通过频谱密度调和时间序列模型,提升跨领域预测性能。

Olivia: Harmonizing Time Series Foundation Models with Power Spectral Density

论文配图:Olivia: Harmonizing Time Series Foundation Models with Power Spectral Density
图 1 · 摘自论文原文
  • 用频谱密度重构数据结构,统一不同时间序列的时序模式。
  • 在多个基准上实现零样本、少样本、全样本最优表现。
  • 适合需要跨领域泛化的时间序列建模研究者使用。

时间序列基础模型依赖大规模跨领域预训练,但不同数据集间时序模式的异质性会阻碍训练效果与表征迁移。受信号处理中归一化功率谱密度(PSD)的启发,我们提出在频域通过PSD调和数据集,以减少不匹配并增强预训练效果。为此,我们创新性地将不可行的直接最小化优化转化为一种理论严谨的调和方法,设计了可重塑频谱结构、隐式调和各数据集PSD的Harmonizer模块,其理论上对应于二阶时序相关性的共享重参数化。理论分析进一步表明,引入Harmonizer后,标记间的交互可通过一组紧凑共振器高效调控,从而启发了在低维交互空间执行自注意力的HarmonicAttention设计。基于此,我们提出了新型时间序列基础模型Olivia。在两大大规模基准(TSLib与GIFT-Eval)及来自GluonTS的额外6个数据集上的大量实验表明,Olivia在零样本、少样本和全样本预测场景下均持续达到当前最佳性能。代码已开源:https://github.com/TSTS13/Olivia。

原文摘要 · Abstract (English)

Time series foundation models rely on large-scale pretraining over diverse datasets across domains, yet their heterogeneity in temporal patterns could hinder the effectiveness of training and learning transferable time series representations. Inspired a fundamental concept, normalized power spectral density (PSD) in signal processing, we assume harmonizing datasets via PSDs in the spectral domain could reduce mismatches and enhance pretraining. We then go beyond the direct intractable minimization optimization and innovatively reformulate it as a principled harmonization approach. Specifically, we propose Harmonizer, a module that reshapes spectral structures and implicitly harmonizing PSDs across datasets, which theoretically corresponds to a shared reparameterization of second-order temporal correlations. Our theoretical analysis further reveals token interactions with Harmonizer can be efficiently mediated by a compact set of resonators, motivating a HarmonicAttention design that performs self-attention in a low-dimensional interaction space. Then, we propose Olivia, a novel time series foundation model built upon these harmonization mechanisms. Extensive experiments on two large-scale benchmarks (TSLib and GIFT-Eval) and extra 6 datasets from GluonTS, demonstrate Olivia consistently achieves state-of-the-art performance under zero-shot, few-shot, and full-shot forecasting scenarios. Our code is available at https://github.com/TSTS13/Olivia.

时间序列频谱分析基础模型自注意力

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