Pets: General Pattern Assisted Architecture For Time Series Analysis

Xiangkai Ma, Xiaobin Hong, Wenzhong Li, Sanglu Lu

Abstract: Time series analysis has found widespread applications in areas such as weather forecasting, anomaly detection, and healthcare. While deep learning approaches have achieved significant success in this field, existing methods often adopt a "one-model one-task" architecture, limiting their generalization across different tasks. To address these limitations, we perform local energy analysis in the time-frequency domain to more precisely capture and disentangle transient and non-stationary oscillatory components. Furthermore, our representational analysis reveals that generative tasks tend to capture long-period patterns from low-frequency components, whereas discriminative tasks focus on high-frequency abrupt signals, which constitutes our core contribution. Concretely, we propose Pets, a novel "one-model many-tasks" architecture based on the General fluctuation Pattern Assisted (GPA) framework that is adaptable to versatile model structures for time series analysis. Pets integrates a Fluctuation Pattern Assisted (FPA) module and a Context-Guided Mixture of Predictors (MoP). The FPA module facilitates information fusion among diverse fluctuation patterns by capturing their dependencies and progressively modeling these patterns as latent representations at each layer. Meanwhile, the MoP module leverages these generalizable pattern representations to guide and regulate the reconstruction of distinct fluctuations hierarchically by energy proportion. Pets demonstrates strong versatility and achieves state-of-the-art performance across 60 benchmarks on various tasks, including forecasting, imputation, anomaly detection, and classification, while demonstrating strong generalization and robustness.

External IDs:dblp:journals/corr/abs-2504-14209