arXiv:2606.02142cs.LGcs.DB2026-06中稿 · KDD

用模块化块构建轻量模型,实现实时时间序列处理与持续学习。

TimeBlocks: Foundational and Continual Time-Series Blockbase -- Extended Version

论文配图:TimeBlocks: Foundational and Continual Time-Series Blockbase -- Extended Version
图 1 · 摘自论文原文
  • 通过可替换的模块化块池,动态组合适配数据的轻量模型。
  • 在多个数据集上实现优于基线的准确率,支持实时流处理。
  • 适合资源受限场景下的持续学习,如边缘设备部署。

数字化进程催生了大量时间序列数据流,从中可提取有价值信息。现有基础性时间序列模型多为大型模型,仅适用于离线场景,难以满足实时数据流处理对计算效率和持续校准的需求。我们提出 TimeBlocks,通过维护一组可互换的模块化模型块,结合路由策略动态选择最优块以构建轻量、精准的模型。引入 StreamCore 方法,从数据流中构建代表性小样本子集,在保证流数据近似精度的前提下,支持持续模型校准。在多个数据集上的实验表明,TimeBlocks 能构建出性能超越现有基线的模型,适用于多种任务和动态条件下的高效实时处理。

原文摘要 · Abstract (English)

The ongoing digitization has led to a proliferation of time-series data streams that monitor a variety of processes, from which valuable insights may be obtained. Further, the emergence of successful foundational language models begs the question of whether it is possible to achieve time-series models with the foundational properties of handling multiple tasks, while being sufficiently lightweight to allow real-time data stream processing. Existing foundational time-series models are often large and only effective in offline settings without stringent time and computational constraints, and where repeated model calibration is not needed. However, when applied to data streams, these models are ineffective due to their size and lack of support for continual calibration, which compromise their ability to deliver accurate real-time responses, their durability, and their deployability in hardware-limited settings. We propose TimeBlocks to enable versatile time-series processing by facilitating the efficient building of lightweight models suitable for multiple tasks under variable conditions. In particular, the method maintains a pool of interchangeable and modular model blocks that can be used to construct new time-series models. When presented with specific time-series data, a routing strategy iteratively selects the most suitable blocks to construct a lightweight and accurate model for the data. We equip TimeBlocks with a method called StreamCore to build a representative small subset of the data stream, which preserves a guaranteed approximation of the stream over time, enabling continual model calibration. An experimental study on multiple data sets and covering multiple tasks shows that TimeBlocks enables to build models capable of outperforming existing baselines.

时间序列轻量模型持续学习流处理

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