arXiv:2607.14871cs.LGcs.AI2026-07

针对峰值预测关键场景,设计不对称损失函数提升极端值预测精度。

Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting

论文配图:Asymmetric Peak-Aware Loss for Peak-Critical Time Series Forecasting
图 1 · 摘自论文原文
  • 引入不对称损失,对低估惩罚更重,强化峰值区域训练权重。
  • 在行人流量数据上,顶1%误差降低23.6%,峰值召回率提升18.4%。
  • 适合高峰需求预测场景,如客流调度、资源调配等关键任务。

在许多实际时间序列预测应用中,如人流需求预测,低估的风险远高于高估。准确预测罕见需求峰值对下游任务至关重要。然而大多数时间序列模型采用对称损失(如MSE、MAE)训练,并以整体误差评估,易掩盖极端值和峰值时序的预测失败。本文提出非对称峰值感知损失(APAL),一种简单、与模型无关的目标函数,(i) 对低估行为施加更大惩罚,(ii) 提升每个预测窗口内峰值区域的训练权重。同时提出峰值关键评估协议,补充传统MAE/MSE,引入通道级尾部误差(前10%与前1%)及峰值指标(时序容差下的精确率、召回率、F1与峰值时序误差)。在五个先进骨干模型上评估APAL,聚焦墨尔本城市行人小时计数数据集(生产级子集)与海滩游客计数数据集。结果表明,在多个峰值关键数据集与设置下,APAL显著提升尾部精度与峰值预测质量,同时暴露了与整体误差间的可控权衡,是当峰值预测失败为主要运营关切时的实用解决方案。

原文摘要 · Abstract (English)

In many operational time-series forecasting applications, such as crowd demand forecasting, the risk related to under-prediction is substantially higher than that of over-prediction. Accurate prediction of rare demand spikes plays a critical role in downstream tasks. Yet most time-series forecasters are trained with symmetric objectives (e.g., MSE, MAE) and evaluated primarily on aggregate error, which can mask failures in extreme-values and peak-timing predictions. We introduce Asymmetric Peak-Aware Loss (APAL), a simple, model-agnostic objective that (i) penalizes under-predictions more heavily and (ii) increases the training weight of peak regions within each forecast window. We further propose a peak-critical evaluation protocol that complements MAE/MSE with channel-wise tail error (Top-10% and Top-1%) and peak metrics (precision, recall, F1 under timing tolerance, and peak timing error). We evaluate APAL on long-horizon multivariate forecasting across five state-of-the-art backbones, with a focus on pedestrian demand forecasting using (i) a production-ready subset of the City of Melbourne pedestrian hourly count dataset and (ii) a beach visitor count dataset. The generality of the loss function for time-series forecasting is tested on additional benchmarks. Across peak-critical datasets and settings, APAL improves tail accuracy and peak-prediction quality while exposing a controllable trade-off with aggregate error, making it a practical solution when peak-prediction failures are the dominant operational concern.

时间序列峰值预测损失函数行人流量

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