这篇论文对付时序预测里的周期漂移,用SO(2)旋转加相位注意力,想法挺巧妙。
论文提出POEM框架,利用SO(2)旋转学习相位校正坐标来应对周期漂移。其中DPIA机制会从相似时间上下文中检索历史相位增量并外推到未来。实验表明POEM在周期漂移场景下取得有竞争力的性能,可视化也显示潜在轨迹更规整。
POEM: Phase-Aware $\mathrm{SO}(2)$ Feature Rotation for Time Series Forecasting Under Periodicity Drift
Deep learning has advanced time series forecasting, but periodicity drift, in which cycle timing and phase vary over time, remains a challenging problem. Existing methods predominantly model these sequences on fixed time grids, suffering from a limited ability to accommodate phase-related variation. To address this limitation, we propose \textbf{POEM}, a phase-aware forecasting framework based on latent feature rotation using the special orthogonal group in two dimensions, denoted by $\mathrm{SO}(2)$. POEM aims to reduce the phase-related variability by learning a phase-correction coordinate and applying an invertible $\mathrm{SO}(2)$-based rotation to paired latent features. To extrapolate this correction coordinate, Directional Phase Increment Attention (DPIA) retrieves historical phase increments from similar temporal contexts and integrates them into future phase corrections. Experiments demonstrate that POEM achieves competitive performance, while qualitative visualizations suggest that the learned phase-aware transformation makes latent trajectories more regular.