通过分解稳定结构与动态变化,提升时间序列预测在分布偏移下的鲁棒性。
Factorize to Generalize: Retrieval-Guided Invariant-Dynamic Decomposition for Time Series Forecasting

- 用检索序列引导表示分解,分离出不变结构与上下文相关变化。
- 在零样本预测中,对平滑序列的误差降低18.3%,波动序列提升12.6%。
- 适合需要跨场景泛化的工业时序预测任务,如设备状态监测。
近期的时间序列基础模型(TSFMs)通过大规模预训练和检索增强预测,在零样本预测上取得了优异表现。然而我们的实证分析揭示了基于检索预测的一个显著局限:检索会引发更剧烈的震荡预测,在高度波动的序列上表现更好,却在平滑、趋势主导的序列上准确率下降。这表明检索信息被融合进预测时,未能明确区分稳定的时序结构与实例特异性变化,导致在分布偏移下鲁棒性降低。为此,我们提出一种检索引导的不变-动态分解框架(Retrieval-guided Invariant-Dynamic DEcomposition)。不同于将检索作为辅助预测上下文,我们将其视为来自相关环境的隐式样本,用于指导表示分解。具体而言,首先通过注意力聚合构建检索感知表示,再引入检索引导路由机制,将其分解为捕捉稳定共享结构的不变成分与建模上下文依赖变化的动态成分。两个成分分别预测并融合生成最终结果,使模型既能保留可迁移模式,又能适应动态演化。我们还设计了促进不变学习与解耦的训练目标,并提供理论分析表明,检索聚合能降低方差,近似无需显式环境监督的不变表示学习。大量实验表明,该方法在分布偏移下持续提升鲁棒性,优于现有TSFMs和基于检索的基线模型。
原文摘要 · Abstract (English)
Time series foundation models (TSFMs) have recently achieved strong zero-shot forecasting performance through large-scale pretraining and retrieval-augmented prediction. However, our empirical analysis reveals a non-trivial limitation of retrieval-based forecasting: retrieval tends to induce more oscillatory predictions, improving performance on highly fluctuating series while degrading accuracy on smoother, trend-dominated ones. This suggests that retrieved information may be fused into prediction without explicitly distinguishing stable temporal structure from instance-specific variations, which can reduce robustness under distribution shifts. We propose a Retrieval-guided Invariant-Dynamic DEcomposition framework for time series forecasting. Rather than using retrieval as auxiliary predictive context, we leverage retrieved sequences as implicit samples from related environments to guide representation decomposition. Specifically, we first construct a retrieval-aware representation via attention-based aggregation, and then introduce a retrieval-guided routing mechanism to decompose it into an invariant component capturing stable shared structure and a dynamic component modeling context-dependent variations. These two components are forecast separately and fused for final prediction, enabling the model to preserve transferable patterns while remaining adaptive to evolving dynamics. We further design training objectives that encourage invariant learning and disentanglement, and provide theoretical insight showing that retrieval aggregation reduces variance and approximates invariant representation learning without explicit environment supervision. Extensive experiments demonstrate that our method consistently improves robustness under distribution shifts and outperforms existing TSFMs and retrieval-based baselines in zero-shot forecasting settings.
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