arXiv:2606.10678cs.LG2026-06KDD被引 1

通过分阶段学习残差,提升时间序列预测的准确性与鲁棒性。

One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data

论文配图:One Step Closer to Ground Truth: A Multi-Scale Residual-Aware Representation Learning Pipeline for Predicting Time Series Data
图 1 · 摘自论文原文
  • 先用Transformer做初预测,再用元校正器动态学习误差模式。
  • 在8个基准数据集上,MSE和MAE均显著优于现有方法。
  • 适合需要高精度预测的金融、气象等复杂时序场景。

近年来,基于Transformer的模型已成为时间序列预测的主流范式,利用自注意力机制捕捉长程依赖。然而,这些单阶段架构存在持续的系统性残差偏差,源于结构差异、未建模的随机成分或不足的多尺度时序表征。当残差被视为不可消除的噪声时,无法自适应修正结构性误差。为此,我们提出一种两阶段、模型无关的框架,将预测与残差学习解耦为独立的表征学习阶段。基础Transformer生成初始预测后,专用的元校正器动态建模多变量通道中的结构性误差模式,保持变量间依赖关系,并迭代修正基础模型的残差偏差。将该流程形式化为假设空间扩展,解决了单阶段架构的近似局限性,摆脱了对严格假设的依赖,并支持复杂误差动态的端到端学习。在八个主流基准数据集上,采用标准评估协议验证,本方法在标准指标(MSE、MAE)上取得领先性能,证明其能有效缓解系统性偏差,增强对复杂时序动态的鲁棒性,推动了基于Transformer的预测模型的实际应用。

原文摘要 · Abstract (English)

Transformer-based models have emerged as leading paradigms in time-series forecasting in recent years, employing self-attention mechanisms to capture long-range dependencies. Despite their success, these single-stage forecasting architectures exhibit persistent systematic residual biases arising from structural discrepancies, unmodeled stochastic components, or inadequate multi-scale temporal representations. This limitation persists when residuals are treated as irreducible noise, precluding adaptive correction of structured error patterns. To address this limitation, we introduce a two-stage, model-agnostic framework that explicitly decouples forecasting and residual learning into distinct stages of representation learning. A base transformer first generates the initial predictions. Subsequently, a dedicated meta-corrector dynamically models structured error patterns across multivariate channels, preserves cross-variable dependencies, and iteratively refines the residual bias of the base transformer. By formalizing this pipeline as a hypothesis space expansion, our framework addresses approximation limitations inherent in single-stage architectures, removes reliance on restrictive assumptions, and enables end-to-end learning of complex error dynamics. Evaluated on eight popular benchmark datasets using established protocols, our approach achieves state-of-the-art performance, with significant improvements in standard metrics (MSE, MAE). The results demonstrate the framework's ability to mitigate systematic biases and enhance robustness to complex temporal dynamics, advancing the practical applicability of transformer-based forecasting models.

时间序列Transformer残差学习预测优化

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