让时间序列预测学会回头看,用历史轨迹的后续模式提升准确性
Beyond Extrapolation: Knowledge Utilization Paradigm with Bidirectional Inspiration for Time Series Forecasting

- 从训练数据中提取未来延续模式作为代理信号
- 在6个数据集上显著提升主流模型精度,开销极小
- 适合需要稳定预测的能源、交通等场景
时间序列预测在能源、交通和公共卫生等领域至关重要。现有方法多依赖单向推理,即从历史映射到目标,忽略了自然演化链中目标之后的延续轨迹(历史→目标→后目标延续)所提供的结构信息。该延续轨迹虽不可在推理时观测,但能帮助稳定预测。本文提出KUP-BI(双向启发的知识利用范式),通过训练阶段构建的历史库,提炼出后目标延续的近似代理信号,并融合进标准预测骨干网络。输入流与代理流通过轻量级特征门控模块融合,不引入额外信息,仅提供结构化归纳偏置,引导模型学习典型延续模式,而非仅依赖参数外推。在六个公开数据集上的实验表明,KUP-BI可持续提升先进模型性能,且增加开销极小。
原文摘要 · Abstract (English)
Time-series forecasting is critical in various scenarios, such as energy, transportation, and public health. However, most existing forecasters rely primarily on one-way inference, \textit{i.e.}, mapping \textbf{history} to \textbf{target}, and overlook the structural information provided by a revised natural chain (``\textbf{history} (model input) -- \textbf{target} (ground-truth output) -- \textbf{post-target continuation}''). The post-target continuation records how trajectories evolve after the target, which can help stabilize forecasting, but it is not observable at inference time. In this work, we aim to obtain an approximate proxy of the post-target continuation for the current input, providing structural knowledge for bidirectional forecasting. This idea is instantiated as KUP-BI (Knowledge Utilization Paradigm with Bidirectional Inspiration), a new time-series modeling paradigm that distills continuation-style knowledge (as an approximate post-target continuation proxy) from a \emph{train-only} historical library and integrates it into standard forecasting backbones. The input stream and the continuation-proxy stream are fused via a lightweight feature-level gating module. This design does not introduce information beyond what is already contained in the training trajectories; instead, it provides a structured inductive bias that helps backbones exploit typical continuation patterns rather than relying solely on parametric extrapolation. Experimental results on six public datasets show that KUP-BI consistently improves the forecasting performance of state-of-the-art models, with small additional overhead.
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