← 研踪 PaperTrailarXiv:2611.16514 · v1
Learning Temporal Dynamics with Derivative Representations for Time Series Forecasting
首次提交 2026-11-12 17:12
版本更新 2026-11-12 17:12
雷达观测 2026-11-13 14:15
摘要
Time series forecasting aims to predict the future evolution of complex systems by learning their underlying dynamics from past observations. Despite recent advances in deep learning, Transformers in particular still struggle to capture the temporal evolution of system dynamics. Existing approaches have been largely driven by architectural innovation, with comparatively little attention paid to training strategies that explicitly exploit the temporal structure governing system dynamics. In this work, we introduce DeltaTSF, a dynamics-aware forecasting framework based on discrete derivative representations of time series. Specifically, DeltaTSF jointly learns the series and their discrete temporal derivatives across both input and forecast horizons within a unified, model-agnostic framework. By coupling these representations over time, the model is encouraged to maintain temporal consistency, a property we show to induce a form of discrete Taylor consistency during training. This formulation enables the model to better reflect the underlying system dynamics, resulting in more stable and physically coherent forecasts. Notably, DeltaTSF does not require explicit derivative computation and introduces no additional computational overhead at inference time. Extensive experiments across diverse benchmarks and backbone architectures demonstrate that DeltaTSF consistently improves forecasting performance and yields more dynamically coherent predictions than strong SOTA methods. These results highlight the effectiveness of enforcing dynamic coherence through derivative representations as a model-agnostic paradigm that operates alongside and complements architectural design. Source code will be made publicly available upon acceptance.
作者备注：20 pages, 3 figures
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v1 · 2026-11-12 17:12 · 最新观测版本
Learning Temporal Dynamics with Derivative Representations for Time Series Forecasting
Time series forecasting aims to predict the future evolution of complex systems by learning their underlying dynamics from past observations. Despite recent advances in deep learning, Transformers in particular still struggle to capture the temporal evolution of system dynamics. Existing approaches have been largely driven by architectural innovation, with comparatively little attention paid to training strategies that explicitly exploit the temporal structure governing system dynamics. In this work, we introduce DeltaTSF, a dynamics-aware forecasting framework based on discrete derivative representations of time series. Specifically, DeltaTSF jointly learns the series and their discrete temporal derivatives across both input and forecast horizons within a unified, model-agnostic framework. By coupling these representations over time, the model is encouraged to maintain temporal consistency, a property we show to induce a form of discrete Taylor consistency during training. This formulation enables the model to better reflect the underlying system dynamics, resulting in more stable and physically coherent forecasts. Notably, DeltaTSF does not require explicit derivative computation and introduces no additional computational overhead at inference time. Extensive experiments across diverse benchmarks and backbone architectures demonstrate that DeltaTSF consistently improves forecasting performance and yields more dynamically coherent predictions than strong SOTA methods. These results highlight the effectiveness of enforcing dynamic coherence through derivative representations as a model-agnostic paradigm that operates alongside and complements architectural design. Source code will be made publicly available upon acceptance.
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