CAMP通过自适应周期学习和多尺度补丁混合,提升时间序列预测精度。
CAMP: A Cycle-Aware Multi-Scale Patch Mixer for Time Series Forecasting
- 按输入窗口动态识别周期频率,不依赖预设周期长度。
- 在7个长时序基准上6个数据集MSE最优,16个交通场景中MSE胜出次数最多。
- 适合处理多周期共存、周期变化或需多尺度建模的复杂时间序列。
真实世界的时间序列常受重复模式支配,但其主导周期可能随数据集、预测设置及输入窗口而变化。现有周期感知模型通常依赖数据集层面的单一周期设定,当周期随时间变化或存在多个周期时显得受限。此外,基于补丁的模型通常统一处理所有补丁位置,但远离预测边界的补丁需要更广的上下文,而近期补丁的信息应更直接保留。周期去除后,剩余动态也可能覆盖多个时间尺度,难以用单尺度描述。本文提出CAMP:一种周期感知的多尺度补丁混合器。自适应周期学习模块为每个输入窗口分别识别主频,并生成历史与未来周期分量,无需预设周期长度。时序引导补丁混合器引入位置相关细化机制,使早期补丁融合更广泛的时间上下文,同时保留靠近预测边界的敏感信息。CAMP还通过时序对齐的多分辨率表示建模去周期残差,使不同尺度的互补动态可在同一框架中捕捉。在七个长期预测基准上,CAMP在六个数据集上达到最低平均MSE,六项指标中取得最佳或并列最佳MAE;在四个PEMS交通基准的十六个设置中,其MSE胜出次数最高。
原文摘要 · Abstract (English)
Real-world time series are often governed by recurring patterns, but their dominant periods may vary across datasets, forecasting settings, and individual input windows. Existing cycle-aware forecasters commonly rely on a single period selected at the dataset level, which can be restrictive when periodic behavior changes over time or when multiple cycles coexist. Moreover, patch-based models typically process all patch positions uni- formly, although patches farther from the forecast boundary may require broader contextual refinement, while recent patches contain information that should be preserved more directly. Af- ter cyclic behavior is removed, the remaining dynamics may also span multiple temporal resolutions and cannot be adequately de- scribed at a single scale. We introduce CAMP, a Cycle-Aware Multi-Scale Patch Mixer designed to address these challenges. The Adaptive Cycle Learning module identifies dominant fre- quencies separately for each input window and generates both historical and future cyclic components without requiring a pre- defined cycle length. The Horizon-Guided Patch Mixer intro- duces position-dependent refinement, allowing earlier patches to incorporate broader temporal context while preserving infor- mation close to the forecast boundary. CAMP further models the de-cycled residual through temporally aligned multi-resolution representations, enabling complementary dynamics at different scales to be captured within one forecasting framework. Across seven long-term forecasting benchmarks, CAMP achieves the best average MSE on six datasets and the best or tied-best MAE on six. It also obtains the highest MSE win count across sixteen settings on four PEMS traffic benchmarks.
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