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Received:October 16, 2025 Revised:November 11, 2025
Received:October 16, 2025 Revised:November 11, 2025
中文摘要: 多变量时间序列预测面临的核心挑战在于刻画变量间复杂的依赖关系及其随时间的动态演化. 现有方法往往依赖静态相关性或黑箱式注意力机制, 难以有效建模因果交互并适应非平稳特征. 为解决这一问题, 本文提出了一种因果约束与动态演化相结合的时间序列预测模型. 具体而言, 我们首先引入因果约束机制, 利用基于约束的因果发现方法识别关键先导变量, 并将因果关系矩阵转化为图结构, 由图卷积网络(graph convolution network, GCN)聚合因果父变量信息以形成增强特征表示. 同时, 我们提出动态演化机制, 通过对因果图结构与权重的时间更新实现因果关系的非平稳建模, 并与预测目标联合优化, 从而确保因果推理与预测性能的一致性. 在8个公开多变量时间序列基准数据集上的实验结果表明, 该模型在MSE和MAE上均有提升, 相较于现有强基线方法表现更为优越. 本文工作不仅推动了可解释且自适应的时间序列预测研究, 也为复杂时序系统中的因果驱动动态预测提供了新思路.
Abstract:Multivariate time series forecasting faces the fundamental challenge of capturing complex inter-variable dependencies and their dynamic evolution over time. Existing methods often rely on static correlations or black-box attention mechanisms, which struggle to effectively model causal interactions and adapt to non-stationary patterns. To address this issue, this study propose a time series prediction model that integrates causal constraint with dynamic evolution. Specifically, we introduce a causal constraint mechanism that employs constraint-based causal discovery to identify key leading variables, transforms the resulting causal matrix into a graph structure, and applies a graph convolution network (GCN) to aggregate information from causal parent variables into enhanced feature representations. In parallel, we design a dynamic evolution mechanism, which updates both the structure and weights of the causal graph over time to capture non-stationary causal relationships, while jointly optimizing with the forecasting objective to ensure consistency between causal reasoning and predictive performance. The experimental results on eight open multivariate time series benchmark data sets show that the model has improvements on both MSE and MAE, which is superior to the existing strong baseline method. This work not only advances interpretable and adaptive time series forecasting but also provides a novel perspective for causally driven dynamic prediction in complex temporal systems.
keywords: causal constraint dynamic evolution time series prediction graph convolution network (GCN) explanability
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基金项目:国家电网信息通信分公司科技项目(529939220001)
引用文本:
俞沈阳,高德荃.基于因果约束与动态演化的时间序列预测模型.计算机系统应用,2026,35(5):241-251
YU Shen-Yang,GAO De-Quan.Time Series Prediction Model Based on Causal Constrain and Dynamic Evolution.COMPUTER SYSTEMS APPLICATIONS,2026,35(5):241-251
俞沈阳,高德荃.基于因果约束与动态演化的时间序列预测模型.计算机系统应用,2026,35(5):241-251
YU Shen-Yang,GAO De-Quan.Time Series Prediction Model Based on Causal Constrain and Dynamic Evolution.COMPUTER SYSTEMS APPLICATIONS,2026,35(5):241-251

