arXiv:2605.22684cs.LG2026-05

用新型自编码架构提升时间序列分类,兼顾高效与可解释性。

ChronoVAE-HOPE: Beyond Attention -- A Next-Generation VAE Foundation Model for Specialized Time Series Classification

论文配图:ChronoVAE-HOPE: Beyond Attention -- A Next-Generation VAE Foundation Model for Specialized Time Series Classification
图 1 · 摘自论文原文
  • 以双记忆模块替代注意力机制,降低计算开销
  • 分解趋势与周期成分,实现潜在空间解耦表征
  • 在UCR数据集上表现优异,适合有因果结构的任务

时间序列基础模型(TSFMs)已成为通用时间序列预测的前沿技术。然而,在专用分类任务中仍受两大挑战制约:标准注意力机制带来的二次计算成本,以及无法分离时间序列变异的结构性成分。本技术报告提出ChronoVAE-HOPE,一种下一代时间序列基础模型,融合大规模泛化能力与结构化潜在表示。核心为基于HOPE Block的变分自编码器(VAE)框架,用双记忆系统取代二次注意力:钛坦模块(Titans)用于动态短期记忆,连续体记忆系统(CMS)用于抽象长期历史上下文。关键创新在于解耦的潜在空间,通过独立编码头与分离解码路径,将表征分解为趋势与季节成分。模型在Monash数据集上进行自监督预训练,结合掩码时间序列建模(MTSM)辅助目标与解耦式VAE重构损失。预训练编码器冻结后,生成固定长度嵌入用于下游分类任务,测试于UCR基准数据集。实验表明,其在多样时间域中表现强劲,尤其在具有严格因果结构的场景中优势显著。该模型建立了基于结构化生成表示的时间序列分类基础模型适应新范式。

原文摘要 · Abstract (English)

Time Series Foundation Models (TSFMs) have become a new component of the state-of-the-art in general time series forecasting. However, adapting them to specialized classification tasks remains constrained by two interconnected challenges: the quadratic cost of standard attention mechanisms and the inability to disentangle the structural components underlying time series variability. This technical report introduces ChronoVAE-HOPE, a next-generation TSFM that reconciles massive generalization with structured latent representation for time series classification. The core of the proposal is a Variational Autoencoder (VAE) framework built upon the HOPE Block, which replaces quadratic attention with a dual-memory system: Titans modules for dynamic short-term retention and a Continuum Memory System (CMS) for the abstraction of long-term historical context. A key architectural novelty is the disentangled latent space, which factorizes representations into independent trend and seasonal components via dedicated encoder heads and separate decoder pathways. ChronoVAE-HOPE undergoes self-supervised pre-training on the Monash archive, combining a Masked Time Series Modeling (MTSM) auxiliary objective with a disentangled VAE reconstruction loss. The pre-trained encoder is subsequently frozen and used to generate fixed-length embeddings for downstream classification on the UCR benchmark datasets. Empirical results demonstrate strong performance across diverse temporal domains, particularly in settings characterized by strict causal structure. ChronoVAE-HOPE establishes a robust and interpretable framework for the adaptation of foundation models to time series classification through structured generative representations.

时间序列自编码器解耦表征基础模型

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。