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Computer Engineering

   

Wavelet conditional enhancement and Mamba prediction ability of the model diffusion model for time series prediction

  

  1. 针对现有基于扩散模型的多变量时间序列预测方法存在条件信息表征能力不足以及长序列建模计算开销较大的问题,本文提出一种融合小波条件增强与轻量化Mamba架构的扩散模型(Wavelet-Conditioned Diffusion Model with Mamba,WCDM-M)。在WCDM-M模型中设计了小波条件增强网络,通过连续小波变换对历史时间序列进行多尺度时频分析,将不同时间位置和尺度下的周期性、局部变化及瞬态特征显式表示;随后利用由两层InceptionV1模块组成的卷积编码结构,通过多尺度卷积核和池化分支提取不同感受野下的时频特征,并经过深度卷积压缩尺度维度,通过线性映射生成条件向量,为扩散反向去噪过程提供多尺度时频先验。在去噪网络方面,设计基于选择性状态空间模型Mamba的轻量化时序建模主干,并通过移除原生Mamba中的Conv1D模块,利用线性映射简化冗余投影,构建L-Mamba模块,实现长距离时序依赖的高效建模。同时,将小波条件向量与扩散步嵌入联合输入多层感知机,生成特征缩放和偏移参数,通过条件层归一化机制实现不同扩散阶段的自适应特征调制。在ETTm1、Electricity、Traffic、Weather和Exchange五个公开时间序列数据集上进行实验验证。结果表明,在96步预测任务中,WCDM-M在五个数据集上的MSE分别为0.3212、0.1767、0.4196、0.0071和0.0410,均优于对应对比模型中的最优结果。其中,Weather数据集MSE降低至0.0071,表明模型能够有效捕获高频波动特征;Exchange数据集MSE达到0.0410,验证了模型对非平稳时间序列的预测能力。消融实验结果显示,移除小波条件网络后,所有数据集及预测长度下的平均MSE提升26.4%;采用单尺度小波或移除Inception多分支编码后,平均MSE分别提升15.1%和10.5%,证明多尺度时频条件和多感受野特征提取对模型性能提升具有重要作用。此外,WCDM-M参数量为11.2M,低于Transformer去噪版本WCDM-T的18.5M,单轮训练耗时为89.7ms,相比WCDM-T降低26.6%。WCDM-M模型通过小波时频条件增强与轻量化Mamba去噪网络相结合,在降低计算复杂度的同时提升了扩散模型对周期变化、局部突变和非平稳动态模式的预测能力,为复杂多变量时间序列预测提供了一种兼顾精度与效率的有效方法。
  • Published:2026-10-21

面向时间序列预测的小波条件增强与Mamba的扩散模型

摘要: Aiming at the problem that the existing multivariate time series prediction methods based on diffusion model have insufficient conditional information representation ability and large computational cost of long sequence modeling, this paper proposes a diffusion model (Wavelet-Conditioned Diffusion Model with Mamba, WCDM-M) that combines wavelet condition enhancement and lightweight Mamba architecture. The wavelet conditional enhancement network is designed in the WCDM-M model. The multi-scale time-frequency analysis of the historical time series is carried out by continuous wavelet transform, and the periodicity, local variation and transient characteristics at different time positions and scales are expressed explicitly. Then, using the convolutional coding structure composed of two layers of InceptionV1 modules, the time-frequency features under different receptive fields are extracted through multi-scale convolution kernels and pooling branches, and the scale dimension is compressed through deep convolution. The conditional vector is generated by linear mapping, which provides a multi-scale time-frequency prior for the diffusion reverse denoising process. In the denoising network, a lightweight time-series modeling backbone based on the selective state space model Mamba is designed. By removing the Conv1D module in the native Mamba, the linear mapping is used to simplify the redundant projection, and the L-Mamba module is constructed to achieve efficient modeling of long-distance timing dependencies. At the same time, the wavelet condition vector and diffusion step are embedded into the joint input multi-layer perceptron to generate feature scaling and offset parameters, and the adaptive feature modulation of different diffusion stages is realized by the condition layer normalization mechanism. Experimental verification is performed on five public time-series datasets of ETTm1, Electricity, Traffic, Weather and Exchange. The results show that in the 96-step prediction task, the MSE of WCDM-M on the five datasets is 0.3212,0.1767,0.4196,0.0071 and 0.0410, respectively, which is better than the optimal results in the corresponding comparison model. Among them, the MSE of the Weather dataset is reduced to 0.0071, indicating that the model can effectively capture high-frequency fluctuation pattern; the MSE of the Exchange data set reaches 0.0410, which verifies the predictive capability of the model for non-stationary time series. The results of ablation experiments show that after removing the wavelet conditional network, the average MSE of all data sets and prediction lengths is increased by 26.4%; after using single-scale wavelet or removing Inception multi-branch coding, the average MSE is increased by 15.1% and 10.5% respectively, which proves that multi-scale time-frequency conditions and multi-receptive field feature extraction play an important role in model performance improvement. In addition, the WCDM-M parameter is 11.2M, which is lower than 18.5M of the Transformer denoising version WCDM-T, and the single-round training time is 89.7ms, which is 26.6% lower than WCDM-T. The WCDM-M model combines the wavelet time-frequency condition enhancement with the lightweight Mamba denoising network, which reduces the computational complexity and improves the prediction ability of the diffusion model for periodic changes, local mutations and non-stationary dynamic patterns. It provides an effective method for the prediction of complex and variable time series with both accuracy and efficiency.