arXiv:2606.18539cs.LGstat.ML2026-06

提出新基准TS-Fault,测试时序模型在真实故障下的鲁棒性。

TS-Fault: Benchmarking Time Series Forecasters Against Structural Faults

论文配图:TS-Fault: Benchmarking Time Series Forecasters Against Structural Faults
图 1 · 摘自论文原文
  • 构建四类结构化故障场景,按观测与机制、单变量与多变量划分
  • 发现模型清洁数据精度越高,越容易在机制级故障中崩溃
  • 适合关注模型部署可靠性的研究人员和工业应用者

时序预测在能源、交通、金融和医疗等领域至关重要,但现有模型通常仅在干净数据上以单一指标(如平均误差)排名,隐含假设该指标能反映实际部署可靠性。然而真实故障并非独立同分布噪声,而是具有时间形态、跨变量依赖断裂、制度切换与缺失并存、传感链因果传播等结构性特征。将时序预测鲁棒性视为数据质量问题,我们提出TS-Fault基准,通过可参数化的故障场景评估模型表现,可控语义难度。该基准将常见故障分为四类,沿观测/机制层级与单变量/多变量两个正交维度组织,并通过统一重要性评分将每种故障注入最关键的预测窗口。此设计使鲁棒性测试聚焦于模型实际依赖的结构,而非泛化噪声敏感度。我们在6个数据集、4种故障模式、5个难度级别下,采用配对清洁/污染协议评估21个模型。结果揭示三个颠覆常规认知的发现:(i) 清洁数据精度与鲁棒性呈负相关;(ii) 观测级故障下排名保持不变,机制级故障下排名显著重排;(iii) 所有灾难性失败均出现在机制级故障中,基础模型虽在清洁数据上表现最佳,却表现出最大脆弱性。代码已开源于https://github.com/Ray-zyy/TS-Fault。

原文摘要 · Abstract (English)

Time series forecasting (TSF) underpins consequential decisions in energy, transportation, finance, and healthcare, yet TSF models are almost universally ranked by a single number (e.g., average error) on clean held-out data, under the implicit assumption that it predicts deployed reliability. However, real faults are not i.i.d noise but structured events with temporal shape, broken cross-variable dependencies, regime change coupled with missingness, and causal propagation across a sensing pipeline. Treating TSF robustness as a data-quality problem, we present TS-Fault, a benchmark that evaluates forecasting models under explicit, parameterized fault scenarios with controllable semantic difficulty. TS-Fault organizes recurring failures into four modes along two orthogonal axes (observation- vs mechanism-level; univariate vs multivariate) and injects each fault into the most prediction-critical window via a unified importance score. This design enables robustness to be tested against the structures models actually rely on, rather than reduced to generic noise sensitivity. We evaluate 21 models across 6 datasets, 4 modes, and 5 difficulty levels under a paired clean/corrupt protocol. The results reveal three findings that contradict common leaderboard intuition: (i) clean-data accuracy anti-correlates with robustness; (ii) clean rankings are preserved under observation-level faults but reshuffled under mechanism-level faults; and (iii) all catastrophic failures occur under mechanism-level faults, with foundation models achieving the highest clean-data accuracy yet exhibiting the greatest fragility. The code is publicly available at https://github.com/Ray-zyy/TS-Fault.

时序预测模型鲁棒性故障注入基准测试

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