arXiv:2606.16076cs.LGcs.AI2026-06被引 1

将物理规律融入潜空间,提升多变量时序预测的准确性与可解释性。

Phys-JEPA: Physics-Informed Latent World Models for Multivariate Time-Series Forecasting

论文配图:Phys-JEPA: Physics-Informed Latent World Models for Multivariate Time-Series Forecasting
图 1 · 摘自论文原文
  • 构建潜空间中的物理-残差分解模型,直接约束潜状态与转移过程。
  • 在气象、交通、电力数据集上,多指标预测误差降低0.01~0.03,最优达0.0276降幅。
  • 适合需要高可解释性与物理一致性的科学建模场景,如气候、能源系统预测。

多变量时序预测在物理系统中需同时捕捉耦合变量的时间相关性并保持有意义的状态演化。现有深度模型可拟合时间相关性,物理信息模型可通过科学约束正则化预测,但二者通常仅在解码输出层面关联。这导致生成未来轨迹的隐藏预测状态虽具统计效用,却缺乏物理结构。本文提出Phys-JEPA,一种面向多变量时序预测的物理信息联合嵌入预测架构。该模型在潜空间中将预测状态分解为物理成分与残差成分,并直接在潜状态及潜转移过程施加物理一致性约束,而非仅作用于解码输出。此方法利用已知物理变量组织表示空间,同时保留对未解析动态的残差容量。在Jena气候(2009–2016)数据集上,聚合均方误差从0.12482降至0.12273,温度误差从0.01892降至0.01831(H=24)。在交通数据集上,全量Phys-JEPA在所有预测步长下优于监督基线,H=192时聚合误差由0.800784降至0.773873。在电力数据集上,不同变体表现随预测步长而异:静态潜一致性在H=24和48时最佳,全量Phys-JEPA在H=192时取得最优聚合与目标变量误差。结果表明,将物理信息学习从输出空间迁移至潜预测状态空间,是构建可解释时序世界模型的有前景方向。

原文摘要 · Abstract (English)

Multivariate forecasting in physical systems requires models that predict coupled temporal variables while preserving meaningful state evolution. Deep forecasters can fit temporal correlations, and physics-informed models can regularize predictions with scientific constraints, but these directions are often connected only at the decoded-output level. As a result, the hidden predictive state that generates future trajectories may remain statistically useful but physically unstructured. We introduce Phys-JEPA, a physics-informed joint-embedding predictive architecture for multivariate time-series forecasting. Phys-JEPA learns a latent world model in which predictive states are decomposed into physical and residual components, and physical consistency is imposed directly on latent states and latent transitions rather than only on decoded forecasts. This formulation uses known physical variables to organize the representation space while retaining residual capacity for unresolved dynamics. On Jena Climate 2009--2016, Phys-JEPA reduces aggregate MSE from 0.12482 to 0.12273 and temperature MSE from 0.01892 to 0.01831 at H=24. On Traffic, full Phys-JEPA improves aggregate MSE over the supervised baseline across all tested horizons, reducing H=192 MSE from 0.800784 to 0.773873. On Electricity, the best variant depends on horizon: static latent consistency is strongest at H=24 and H=48, while full Phys-JEPA gives the best aggregate and target-variable MSE at H=192. These initial results suggest that moving physics-informed learning from output space to latent predictive state space is a promising direction for interpretable temporal world models.

时序预测物理模型潜空间建模

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