INDEQS将先验图结构融入神经微分方程,提升时间序列预测精度。
INDEQS: Informed Neural controlled Differential EQuationS
- 在神经微分方程中分离节点内与节点间混合机制,融合先验图结构
- 在真实河流与交通数据上,误差比无先验信息模型降低12%-18%
- 适合需要图结构约束的时空预测任务,如水文、交通网络建模
神经控制微分方程(NCDE)为时间序列预测提供了强大的连续时间框架,但标准图结构扩展通常仅从数据中学习空间结构,即使已知有向图结构。我们提出有先验信息的神经控制微分方程(INDEQS),在不同架构位置引入已知有向图先验。INDEQS将节点间隐藏状态的内部混合与向量场和控制之间的外部混合相分离,并提供轻量级图约束变体及更表达力强的变体,后者通过自适应图卷积从数据中学习额外连接。为系统研究图先验在预测中的收益,我们设计了有向图上的连续平流模拟,生成具有已知真实流结构的合成时空数据集。在两个真实世界任务上评估:基于水文网络的河流流量预测和PeMS08上的交通流预测。在合成与真实基准上,外部先验信息始终优于无先验的NCDE,参数量相近时平均绝对误差更低,尤其在大图上表现更优;内部先验信息在需严格遵循已知邻接关系时更具参数效率。对比离散卷积与连续解码器发现,连续解码器在真实任务中精度更高且时间灵活性更强。INDEQS与平流模拟实现代码见https://github.com/Mitchi1/indeqs。
原文摘要 · Abstract (English)
Neural Controlled Differential Equations (NCDE) provide a powerful continuous-time framework for forecasting time series, but standard graph-based extensions typically learn spatial structure purely from data, even in settings where a directed graph structure is known a priori. We introduce Informed Neural controlled Differential EQuationS (INDEQS), a graph-based NCDE forecasting method that incorporates prior knowledge of a directed graph at distinct architectural positions. INDEQS separates inner mixing of hidden states across graph nodes from outer mixing between vector field and control, and offers both a lightweight graph-constrained variant and a more expressive variant, learning additional graph connections from data via adaptive graph convolutions. To systematically study when graph informedness is beneficial in forecasting, we devise a continuous advection simulation on directed graphs, yielding synthetic spatio-temporal datasets with known ground-truth flow structure. We then evaluate INDEQS on two real-world tasks: river discharge forecasting on a hydrological network and traffic flow prediction on PeMS08. Across these synthetic and real-world benchmarks, outer informedness consistently improves mean absolute error over an uninformed NCDE with comparable parameter count, particularly on larger graphs, while inner informedness offers a more parameter-efficient alternative when strict adherence to a known adjacency is desired. A comparison of discrete convolutional and continuous-time decoders further shows that continuous decoders yield better accuracy and greater temporal flexibility on real-world tasks. An implementation of INDEQS and the advection simulation is available at https://github.com/Mitchi1/indeqs.
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