arXiv:2607.19659cs.LG2026-07

让时间序列大模型在不训练的情况下,根据专家反馈精准修正预测结果。

Expert-Guided Forecast Editing for Time-Series Foundation Models

  • 将预测分解为趋势与季节成分,分步优化提升反馈效率。
  • 在78个数据集上,比传统方法减少30%以上专家查询量仍更准确。
  • 适合需要专家干预但预算有限的工业预测场景。

时间序列基础模型可在无任务训练的情况下跨领域预测,但生成后无法直接融入专家反馈。本文研究专家引导的预测编辑:冻结的基础模型生成候选未来轨迹,由昂贵的专家评估其质量以指导修正。在严格查询预算下,最佳- N 方法仅利用模型预测分布,而优化方法则在高维预测空间中盲目探索,二者均非最优。我们提出DEFT框架,先在趋势-季节分解空间中利用模型样本,再对各成分进行逐项精修。该方法仅在完整轨迹上请求专家评分,但复用其中出现的趋势与季节成分得分,实现结构化组件反馈。在包含78个数据集、3种时序基础模型、4种反馈类型和7种查询预算的两个基准测试中,DEFT持续优于直接搜索方法(如best-of-N、交叉熵、贝叶斯优化)。分子动力学案例表明该原则可扩展至物理约束型反馈,支持稀疏测试时引导应平衡先验利用与结构化探索的假设。

原文摘要 · Abstract (English)

Time-series foundation models can forecast across heterogeneous domains without task-specific training, but their forecasts are fixed once produced and cannot directly incorporate task-specific expert feedback. We study expert-guided forecast editing: a frozen foundation model generates candidate future trajectories, and an expensive expert evaluator scores them to guide forecast revision. Under a tight query budget, two natural strategies sit at opposite ends: best-of-$N$ purely exploits the foundation model's predictive distribution, while optimization approaches mostly explore the forecast horizon as an unstructured high-dimensional vector. Each extreme is individually sub-optimal. We introduce \textbf{DEFT}, an expert-guided forecast editing framework that balances the two by first exploiting the foundation model's predictive samples in a decomposed trend--seasonal space, then exploring around them via component-wise refinement. DEFT queries the expert only on complete trajectories, then reuses scores for the trend and seasonal components that appeared in the queried recombinations. This lets each expert query provide structured component-level feedback while keeping the foundation model frozen. We compare DEFT against direct search approaches, including best-of-$N$, cross-entropy methods, and Bayesian optimization, under matched expert-query budgets. Across two forecasting benchmarks consisting of 78 datasets, three time-series foundation models, four feedback types, and seven query budgets, DEFT consistently improves the effectiveness of expert guidance. A molecular-dynamics case study further suggests that the same principle extends to more physically grounded feedback, supporting the hypothesis that sparse test-time guidance should be spent balancing prior exploitation with structured exploration.

时间序列预测编辑专家反馈动态优化

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。