arXiv:2607.05452cs.LG2026-07

用随机丢弃外生变量通道提升时间序列预测鲁棒性,效果优于复杂架构。

Exogenous Dropout: A Simple, Strong Baseline for Corruption-Robust Time Series Forecasting with Covariates

  • 训练时随机清零外生变量通道,无需修改模型结构。
  • 在噪声、错位、缺失场景下显著提升鲁棒性,干净数据精度不变。
  • 简单有效,适合需抗干扰的外生变量时间序列预测任务。

使用外生协变量的时间序列预测模型在部署中易受干扰:当协变量被加噪、时间错位或完全缺失时,强外生融合模型性能可能远低于仅依赖内生变量的基线。本文探究这种鲁棒性是否必须依赖特殊架构,还是可通过简单训练干预实现。提出外生丢弃(Exogenous Dropout)——训练时随机清零整个外生通道。在电力价格、水库水文和气象预测任务中,该方法在高斯噪声、时间错位和全通道缺失下均显著提升鲁棒性,同时保持原始精度。应用于双相关网络后,其鲁棒性超越一个精心设计的有界架构对比模型BoundEx(含可学习门控、残差回退路径及通道级FiLM调制)。架构消融实验、门控行为诊断及表示层边界分析表明,显式架构约束并非必要:未加限制的模型经外生丢弃训练后,在所有领域均比有界模型更鲁棒。研究发布了一个抗干扰基准,并推荐外生丢弃作为未来带协变量时间序列预测的简单强基线。

原文摘要 · Abstract (English)

Time series forecasters that use exogenous covariates are fragile in deployment: when those covariates are noised, temporally misaligned, or missing, strong exogenous-fusion and exogenous-adapted models can degrade far above the endogenous-only floor. We study whether such robustness requires specialized architectures, or whether it can be obtained through a simple training intervention. We propose exogenous dropout, a model-agnostic method that randomly zeros whole exogenous channels during training. Across electricity-price forecasting, reservoir hydrology, and meteorology, exogenous dropout substantially improves robustness under Gaussian noise, temporal misalignment, and fully missing channels, while preserving clean accuracy. Applied to a dual-correlation network, it yields the most robust model in our experiments, outperforming a deliberately strong bounded architectural foil, BoundEx, which combines a learnable gate, a fallback residual to the endogenous backbone, and per-channel exogenous FiLM modulation. Architecture-by-dropout ablations, gate-behavior diagnostics, and a representation-level bound show that explicit architectural boundedness is not necessary for this robustness: an unbounded model trained with exogenous dropout is more robust than the bounded model in every domain. We release a corruption-robustness benchmark and recommend exogenous dropout as a simple, strong baseline for future work on time series forecasting with covariates.

时间序列鲁棒性外生变量丢弃

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