📄 中文摘要
多通道时间序列数据在不同应用中广泛存在,其通道间表现出显著的异质性。然而,现有预测模型通常采用诸如MSE等通道无关的损失函数进行指导,对所有通道应用统一的度量标准。这往往导致模型未能捕捉到通道特有的动态,例如剧烈波动或趋势转变。为解决这一问题,本研究提出了一种通道感知感知损失(CP Loss)。CP Loss的核心思想是根据每个通道的特性,动态调整其在总损失中的贡献。具体而言,CP Loss引入了一种机制,能够识别并量化各个通道的动态复杂性,例如通过分析其方差、频率成分或变化率。对于那些表现出更剧烈波动或包含关键趋势转变的通道,CP Loss会赋予更高的权重,从而促使模型在这些通道上投入更多的学习资源,以实现更精确的预测。相反,对于变化相对平缓的通道,其权重则会相应降低。这种通道级的个性化处理使得模型能够更好地适应不同通道的内在特性,避免了“一刀切”的损失计算方式所带来的局限性。通过这种方式,CP Loss旨在提升多通道时间序列预测模型的整体性能,尤其是在处理具有高度异质性特征的数据集时,能够更准确地捕捉到关键的局部动态和全局趋势。实验结果表明,采用CP Loss的模型在多个基准数据集上均展现出优于传统损失函数的预测精度和鲁棒性。
📄 English Summary
CP Loss: Channel-wise Perceptual Loss for Time Series Forecasting
Multi-channel time-series data, prevalent across diverse applications, is characterized by significant heterogeneity in its different channels. However, existing forecasting models are typically guided by channel-agnostic loss functions like MSE, which apply a uniform metric across all channels. This often leads to models failing to capture channel-specific dynamics such as sharp fluctuations or trend shifts. To address this, a Channel-wise Perceptual Loss (CP Loss) is proposed. The core idea of CP Loss is to dynamically adjust each channel's contribution to the total loss based on its specific characteristics. Specifically, CP Loss introduces a mechanism to identify and quantify the dynamic complexity of individual channels, for instance, by analyzing their variance, frequency components, or rates of change. Channels exhibiting more pronounced fluctuations or containing critical trend shifts are assigned higher weights by CP Loss, thereby encouraging the model to allocate more learning resources to these channels for more accurate predictions. Conversely, channels with relatively smoother changes receive proportionally lower weights. This channel-level personalized treatment enables the model to better adapt to the intrinsic properties of different channels, overcoming the limitations imposed by a 'one-size-fits-all' loss calculation approach. By doing so, CP Loss aims to improve the overall performance of multi-channel time-series forecasting models, particularly when dealing with datasets featuring high degrees of heterogeneity, allowing for more accurate capture of crucial local dynamics and global trends. Experimental results demonstrate that models employing CP Loss achieve superior prediction accuracy and robustness compared to traditional loss functions across multiple benchmark datasets.