用模糊规则动态路由专家,让时间序列预测更准且可解释。
Fuzzy-MoE: Interpretable Regime-Conditioned Expert Routing for Non-Stationary Multivariate Time Series Forecasting

- 基于模糊逻辑构建双视角路由机制,按状态激活不同专家。
- 在多个公开数据集上显著优于主流方法,最高提升12.3%精度。
- 路由过程透明可追踪,适合需要可解释性的工业场景。
非平稳多变量时间序列中,不同变量与样本常呈现异质的潜在动态状态,而现有深度预测模型通常将其压缩为统一端到端映射,导致对时变动态建模不足且机制不可解释。为此,本文将时间序列预测重构为潜在时态状态识别与可解释专家路由的统一框架,提出基于模糊逻辑的动态门控专家模型Fuzzy-MoE。该模型包含多个并行专家映射网络和双视角模糊路由器。通过联合利用局部卷积动态与全局分段统计特征,路由器借助可学习的高斯隶属函数推断潜在时态状态,并计算专家激活强度,实现基于明确条件判断(IF-THEN)的专家选择。此细粒度路由策略使同一序列内不同变量可激活不同专家,有效捕捉异质性时序动态,同时提升模型可解释性。在多个公开时间序列基准数据集上的实验表明,Fuzzy-MoE显著优于主流预测方法。此外,模糊隶属度与规则激活提供了可解释的路由诊断,验证了该框架在预测性能与机制透明性上的双重优势。不同于传统黑箱路由的MoE模型,Fuzzy-MoE的路由基于清晰可读的模糊规则,实现专家选择的透明化与可追溯性。
原文摘要 · Abstract (English)
In non-stationary multivariate time series, different variables and samples often exhibit heterogeneous latent dynamic states, while existing deep forecasting models usually compress them into a unified end-to-end mapping, leading to suboptimal modeling of time-varying dynamics and limited interpretability regarding which forecasting mechanism is activated under different latent states. To overcome these limitations, we reformulate time series forecasting as a unified framework of latent temporal state identification and interpretable expert routing, and propose Fuzzy-MoE, a fuzzy logic-based dynamic Mixture-of-Experts model. Fuzzy-MoE consists of multiple parallel expert mapping networks and a dual-view fuzzy router. By jointly exploiting local convolutional dynamics and global segmented statistics, the router infers latent temporal states and computes expert activation strengths through learnable Gaussian membership functions, enabling explicit IF-THEN rule-based expert selection. This fine-grained routing strategy allows different variables within the same sequence to activate different experts, effectively capturing heterogeneous temporal dynamics while improving model interpretability. Experimental results on multiple public time series benchmark datasets show that Fuzzy-MoE significantly outperforms mainstream forecasting methods in forecasting accuracy. Moreover, fuzzy memberships and rule activations provide interpretable routing diagnostics, demonstrating the effectiveness of the proposed framework in both forecasting performance and mechanism transparency. Unlike traditional MoE models that use black-box routing, Fuzzy-MoE`s routing is based on clear, interpretable fuzzy rules. This makes the expert selection transparent and traceable.
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