提出Falcon-X,用统一潜空间实现异构多变量时间序列建模。
Falcon-X: A Time Series Foundation Model for Heterogeneous Multivariate Modeling

- 将多变量映射到统一潜空间,解决物理量对齐难题
- 引入差分注意力机制,显式建模正负交互关系
- 支持零样本结构迁移,适合复杂系统预测任务
时间序列基础模型(TSFMs)通过大规模跨域预训练正在改变预测范式。然而,现有大多数TSFMs仍为单变量,近期的多变量尝试仍直接在原始变量空间中进行。这一设计存在语义对齐和关系表达力的根本局限:原始空间中的变量混合缺乏对异质物理量的专门对齐机制,而标准非负注意力无法捕捉真实系统中普遍存在的协同与拮抗关系。为此,我们提出Falcon-X,将变量从原始空间解耦并映射至统一潜原型空间。Falcon-X采用统一原型差分注意力机制,显式评估正负语义亲和性以实现异质变量对齐。随后通过潜实体注意力在共享空间中高效执行跨变量交互,自然支持零样本结构迁移。最后,通过请求-调度机制的变量重装路由器稳健重建变量特异性轨迹。在GIFT-Eval和fev-bench基准上的广泛评估表明,Falcon-X实现了优异的预测性能,为复杂多变量环境提供了一种原则性且可扩展的建模范式。Falcon-X已公开发布,以支持后续研究。
原文摘要 · Abstract (English)
Time series foundation models (TSFMs) are transforming the forecasting paradigm through large-scale cross-domain pretraining. However, most existing TSFMs remain univariate, and recent efforts to enable cross-variate modeling still operate directly within the raw variate space. This design introduces fundamental limitations in semantic alignment and relational expressivity. Specifically, raw-space group mixing lacks a dedicated mechanism to align heterogeneous physical quantities, while standard non-negative attention fails to capture the complex synergistic and antagonistic interactions ubiquitous in real-world systems. To address these challenges, we propose Falcon-X, decouples variates from the raw space and maps them into a unified latent prototype space. Falcon-X employs a Unified Prototype Diff-Attention mechanism that explicitly evaluates both positive and negative semantic affinities to explicitly align heterogeneous variates. Cross-variate interactions are then efficiently performed within this shared space via Latent Entity Attention, naturally facilitating zero-shot structural transfer. Finally, a Variate Reassembly Router robustly reconstructs variate-specific trajectories via a request-and-dispatch mechanism. Extensive evaluations on the GIFT-Eval and fev-bench benchmarks demonstrate that Falcon-X achieves excellent forecasting performance, offering a principled and scalable paradigm for complex multivariate environments. Falcon-X is publicly released to support future research.
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