arXiv:2608.17164cs.LG2026-08中稿 · ICDM 2026

通过分层场景引导,让文本信息更精准地影响时间序列预测。

SCENARIODIFF: A Scenario-level Guidance Framework for Multimodal Time Series Forecasting--Extended Version

论文配图:SCENARIODIFF: A Scenario-level Guidance Framework for Multimodal Time Series Forecasting--Extended Version
图 1 · 摘自论文原文
  • 分三层次提取文本中的事件线索:历史证据、情景描述、关键锚点。
  • 在Time-MMD数据集上,对事件驱动场景的预测准确率显著提升。
  • 适合需要解释性和可控性的金融、气象等事件敏感领域使用。

文本信息如新闻、报告和日志能为时间序列预测提供重要信号,尤其当未来变化由尚未体现在历史数据中的外部事件驱动时。现有方法通常让大语言模型直接预测数值,或隐式融合文本与时间序列,导致上下文影响难以解释和控制。我们提出SCENARIODIFF,一个针对噪声多、对齐弱的文档的分层情境推理框架。该框架将上下文信息分为三个层级:历史上下文代理从原始文档中提取逐步证据,情景代理生成预测期的定性情景描述,锚点引导代理生成事件相关未来区间的稀疏锚点。这些结构化信号用于条件化多模态扩散变换器,而锚点混合采样则可在不重新训练的情况下局部优化生成轨迹。在Time-MMD基准上的实验表明,SCENARIODIFF在事件驱动领域表现尤为出色,验证了显式分层情景引导对多模态时间序列预测的价值。完整实现可于https://anonymous.4open.science/r/ScenarioDiff_ICDM-2C4C 获取。

原文摘要 · Abstract (English)

Textual context such as news, reports, and logs can provide valuable signals for time series forecasting, especially when future dynamics are driven by external events that are not yet visible in historical values. Existing multimodal forecasting methods often either ask large language models (LLMs) to predict numerical values directly or fuse text and time series implicitly, making contextual influence difficult to interpret and control. We propose SCENARIODIFF, a hierarchical contextual reasoning framework for multimodal time series forecasting under noisy and weakly aligned documents. SCENARIODIFF organizes contextual information into three levels: a Historical Context Agent extracts stepwise evidence from raw documents, a Scenario Agent produces a qualitative scenario description for the forecast horizon, and an Anchor Guidance Agent generates sparse anchor points for event-relevant future regions. These structured signals condition a Multimodal Diffusion Transformer, while Anchor Blended Sampling locally refines generated trajectories without retraining. Experiments on the Time-MMD benchmark show that SCENARIODIFF is especially effective in event-driven domains, demonstrating the value of explicit hierarchical scenario guidance for multimodal time series forecasting. Our full implementation is available at https://anonymous.4open.science/r/ScenarioDiff_ICDM-2C4C

时间序列多模态扩散模型场景引导

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