针对罕见极端洪水事件,提出自适应注意力模型提升预测精度。
Extreme Adaptive Transformer for Time Series Forecasting

- 设计极端自适应注意力机制,分三路捕捉局部、周期和极端事件依赖。
- 在4个真实水文数据集上,3天预测误差低于现有最优模型。
- 适合需精准预警洪水的水利与灾害管理场景。
时间序列预测在包含罕见但关键极端事件时仍具挑战性,尤其在水文预报中,径流分布高度偏斜,极端峰值对洪水监测、水资源管理和早期预警有重大影响。尽管基于Transformer的模型能有效建模长时依赖,但通常对所有时间点一视同仁,可能弱化稀有极端模式。本文提出极端自适应Transformer(Exformer),显式建模正常与极端事件间的时序依赖。Exformer引入由局部、步进和极端三部分组成的稀疏注意力机制:局部与步进组件分别捕捉短期和周期性依赖,极端组件则选择性建模正常与极端径流模式间的事前依赖。在四个真实水文径流数据集上的实验表明,Exformer在3天预测性能上优于当前最先进基线。结果表明,显式引入极端感知注意力可显著提升Transformer在稀疏但高影响事件上的预测能力。
原文摘要 · Abstract (English)
Time series forecasting remains challenging when the underlying data contain rare but critical extreme events. This issue is particularly important in hydrologic forecasting, where streamflow distributions are often highly skewed and extreme peaks can have substantial impacts on flood monitoring, water resource management, and early warning systems. Although Transformer-based forecasting models have achieved strong performance by modeling long-range temporal dependencies, they typically treat all time points uniformly and may therefore underrepresent rare extreme patterns. In this paper, we propose the Extreme-Adaptive Transformer (Exformer), a forecasting framework designed to explicitly model temporal dependencies involving both normal and extreme events. Exformer introduces an extreme-adaptive attention mechanism composed of three sparse components: Local, Stride, and Extreme. The Local and Stride components capture short-term and periodic temporal dependencies, respectively, while the Extreme component selectively models event-aware dependencies between normal and extreme streamflow patterns. Experiments on four real-world hydrologic streamflow datasets show that Exformer achieves superior 3-day forecasting performance compared with state-of-the-art baselines. Our findings demonstrate that explicitly incorporating extreme-aware attention improves the forecasting capacity of Transformer models on imbalanced time series with rare but consequential events.
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