arXiv:2607.21681cs.LG2026-07中稿 · KDD

提出CARNet模型,用周期信息提升多变量时间序列预测精度。

CARNet Cycle-Conditioned Core Aggregation and Redistribution for Multivariate Time Series Forecasting

论文配图:CARNet Cycle-Conditioned Core Aggregation and Redistribution for Multivariate Time Series Forecasting
图 1 · 摘自论文原文
  • 用周期条件核心聚合机制建模变量间依赖关系
  • 在多个数据集上优于Transformer等基线模型
  • 保持线性复杂度,适合高维时序数据

准确建模多变量时间序列中的跨变量依赖关系仍是关键挑战,尤其在存在强周期模式时。现有方法多依赖注意力机制,计算复杂度为二次方,难以扩展。近期无注意力聚合模型虽实现线性复杂度,但未显式利用数据中的全局周期结构。为此,本文提出CARNet,一种周期条件核心聚合与重分配框架,通过多头核心聚合将全局循环信息融入高效的核心交互建模。在多个真实世界多变量预测基准上的大量实验表明,CARNet在不同预测范围下均持续优于强基线(包括Transformer和非注意力模型),同时保持跨变量依赖的线性复杂度建模。

原文摘要 · Abstract (English)

Accurately modeling cross-variate dependencies remains a key challenge in multivariate time series forecasting, particularly in the presence of strong periodic patterns. Many existing approaches rely on attention-based mechanisms that incur quadratic complexity and scale poorly with increasing numbers of variates. Recent attention-free aggregation models address this issue through linear-complexity core-based interactions, but they do not explicitly leverage the global periodic structure present in the data. To overcome this limitation, we propose CARNet, a Cycle-Conditioned Core Aggregation and Redistribution framework that integrates global recurrent cycle information into efficient core based interaction modeling via Multihead Core Aggregation. Extensive experiments on multiple real-world multivariate forecasting benchmarks demonstrate that CARNet consistently outperforms strong transformer and non-attention baselines across diverse prediction horizons while preserving linear-complexity modeling of cross-variate dependencies.

时间序列周期建模核心聚合线性复杂度

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