Exformer:面向极端事件的时序预测Transformer

Extreme Adaptive Transformer for Time Series Forecasting

精选理由

这篇论文的Exformer模型专门处理时间序列中的极端事件,比如洪水,比普通Transformer在3天预报上表现更好。

AI 摘要

Exformer提出极端自适应注意力机制,包含Local、Stride和Extreme三个稀疏组件,分别捕捉短期、周期性和事件依赖。在4个真实水文数据集上,Exformer在3天预报任务中优于State-of-the-Art基线。该模型显式建模正常与极端流模式的依赖关系,提升了在高度偏态分布数据上的预测能力。

原文 · arXiv cs.LG

Extreme Adaptive Transformer for Time Series Forecasting

Time series forecasting remains challenging when the underlying data contain rare but critical extreme events. This issue is particularly important in hydrologic forecasting, where streamflow distributions are often highly skewed and extreme peaks can have substantial impacts on flood monitoring, water resource management, and early warning systems. Although Transformer-based forecasting models have achieved strong performance by modeling long-range temporal dependencies, they typically treat all time points uniformly and may therefore underrepresent rare extreme patterns. In this paper, we propose the Extreme-Adaptive Transformer (Exformer), a forecasting framework designed to explicitly model temporal dependencies involving both normal and extreme events. Exformer introduces an extreme-adaptive attention mechanism composed of three sparse components: Local, Stride, and Extreme. The Local and Stride components capture short-term and periodic temporal dependencies, respectively, while the Extreme component selectively models event-aware dependencies between normal and extreme streamflow patterns. Experiments on four real-world hydrologic streamflow datasets show that Exformer achieves superior 3-day forecasting performance compared with state-of-the-art baselines. Our findings demonstrate that explicitly incorporating extreme-aware attention improves the forecasting capacity of Transformer models on imbalanced time series with rare but consequential events.