提出轻量级时序预测模型,实现高精度与低参数量的平衡。
AsyTO: Asymmetric Temporal Operator for Parameter-Efficient Multivariate Time Series Forecasting

- 将时序预测算子分解为共享但可区分的历史读取与未来写入模式
- 在11个数据集上30个设置中达到最佳轻量误差,参数与计算线性增长
- 适合需要高效多变量时序预测的工业场景
多变量时间序列预测面临结构困境:共享统一的时间预测器虽节省参数,却强制异质变量使用相同的历史到未来的映射;而为每个变量独立学习预测器则导致参数量随变量数、上下文长度和预测范围的乘积增长。我们发现,若压缩对象从观测序列转向预测算子,该困境即可化解。在标准基准上的分析显示,带有相位锁定季节成分和紧凑残差算子的模型,在多数情况下优于全连接无相位感知参考模型。残差传输具有方向性:滞后不变的替代方案始终表现更差。基于此结构,我们提出AsyTO,一种非对称时间算子,将每变量算子张量分解为共享但独立的历史读取与未来写入时间模式,并结合低秩周期原型和可分离的时间模式因子分解。每个预测仅读取自身变量历史,参数与计算量随变量数线性增长。在11个基准和多个预测范围下,AsyTO在44个数据集-范围组合中,有30个达到最优轻量误差,位于准确率-计算量帕累托前沿。
原文摘要 · Abstract (English)
Multivariate time-series forecasting faces a structural dilemma: sharing one temporal predictor across variables is parameter-efficient but forces heterogeneous variables through an identical history-to-future map, whereas learning an independent predictor per variable restores flexibility at a cost that grows with the product of variable count, context length, and horizon. We argue that this dilemma dissolves once the object being compressed is the forecasting operator rather than the observed series. Auditing per-variable linear history-to-future maps across standard benchmarks, we find that a phase-locked seasonal component paired with a compact residual operator outperforms a dense phase-blind reference in most audited settings. The residual transport is also directional: lag-invariant alternatives consistently underperform asymmetric history-to-future maps. Guided by this structure, we propose AsyTO, an Asymmetric Temporal Operator that factorizes the tensor of per-variable operators into shared but distinct history-reading and future-writing temporal modes with per-variable mode-wise gains, complemented by a low-rank periodic prototype and a cycle-separable factorization of the temporal modes. Each forecast reads only its own variable's history, so parameters and compute grow linearly in the number of variables. Across eleven benchmarks and multiple forecast horizons, AsyTO attains the best lightweight error in 30 of 44 dataset-horizon settings, locating at the accuracy-compute Pareto frontier.
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