arXiv:2607.01204cs.LG2026-07被引 2

TiRex-2用循环结构实现多变量时间序列的高效实时预测。

TiRex-2: Generalizing TiRex to Multivariate Data and Streaming

  • 采用记忆中心的循环设计,每块处理成本恒定。
  • 零样本在GIFT-Eval和fev-bench上达顶尖表现,支持任意长度流式输入。
  • 适合需要实时多变量预测的工业场景,如金融、气象建模。

我们提出TiRex-2,一种基于xLSTM的时序基础模型,将原单变量模型扩展至包含过去与未来已知协变量的多变量预测。真实世界预测具有连续性:观测持续到达,变量协同演化,部分协变量可提前获知。现有基于Transformer的时序基础模型虽捕捉变量间依赖,但存在上下文长度的二次复杂度,且新增观测需重新计算全部历史。TiRex-2通过以内存为中心的循环设计,在流式处理下保持每块恒定开销。模型结合双向时间混合器与非对称分组注意力变量混合器,实现未来协变量融合的同时,确保目标变量的严格因果性。据我们所知,这是首个同时具备此特性的时序基础模型。为支持可扩展的多变量预训练,我们提出一种合成耦合流水线,从大规模单变量语料库即时生成多样化多变量样本。实证表明,TiRex-2在GIFT-Eval和fev-bench上实现零样本最优性能,流式处理时上下文长度可无限延伸,每块推理成本恒定。模型在单变量模式下使用3840万活跃参数,多变量预测额外激活4410万参数。

原文摘要 · Abstract (English)

We introduce TiRex-2, a recurrent xLSTM-based time series foundation model that generalizes the univariate TiRex to multivariate forecasting with both past and future covariates. Real-world forecasting is inherently sequential: observations arrive continuously, variables evolve jointly, and a subset of covariates is known ahead of time. Existing Transformer-based time series foundation models capture cross-variate dependencies but incur quadratic complexity in context length and require full-history recomputation as new observations arrive. TiRex-2 addresses these limitations through a memory-centric recurrent design that operates at constant per-patch cost under streaming. The model combines a bidirectional time mixer with an asymmetric grouped-attention variate mixer, enabling the integration of future-known covariates while preserving strict causality over target variables. To our knowledge, this is the first time series foundation model that achieves this combination of properties. To support scalable multivariate pretraining, we propose a synthetic coupling pipeline that composes diverse multivariate samples on the fly from large univariate corpora. Empirically, TiRex-2 achieves state-of-the-art zero-shot performance on GIFT-Eval and fev-bench, remains stable when streamed to arbitrary context lengths, and maintains constant inference cost per patch. The model uses 38.4M active parameters in univariate mode, with an additional 44.1M parameters activated for multivariate forecasting.

时间序列多变量流式处理xLSTM

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