arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2202.04770cs.LGcs.AI
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基于迭代双线性时谱融合的无监督时间序列表示学习

Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusion

National Institute of Health Data Science, Peking University(北京大学健康医疗大数据国家研究院);Institute of Medical Technology, Health Science Center of Peking University(北京大学医学部医学技术研究院)

Ling Yang, Shenda Hong

摘要:

无监督/自监督时间序列表示学习是一个具有挑战性的问题,因为它的复杂的动力学和稀疏的注释。现有的工作主要采用对比学习的框架与基于时间的增强技术,样本的积极和消极的对比训练。然而,它们大多使用源自时间分片的段级增强,这可能会由于全局上下文的丢失而带来采样偏差和具有假阴性的不正确优化。此外,它们都没有注意在特征表示中加入光谱信息。在本文中,我们提出了一个统一的框架,即双线性时间谱融合(BTSF)。具体来说,我们首先利用实例级增强,对整个时间序列进行简单的丢弃,以最大限度地捕获长期依赖关系。我们设计了一种新的迭代双线性时间谱融合显式编码丰富的时间频率对的亲和力,并迭代细化表示的融合和挤压的方式与频谱到时间(S2 T)和时间到频谱(T2 S)聚合模块。我们首先对时间序列的三个主要任务进行下游评估,包括分类,预测和异常检测。实验结果表明,我们的BTSF一贯显着优于国家的最先进的方法。

英文摘要:

Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based augmentation techniques to sample positives and negatives for contrastive training. Nevertheless, they mostly use segment-level augmentation derived from time slicing, which may bring about sampling bias and incorrect optimization with false negatives due to the loss of global context. Besides, they all pay no attention to incorporate the spectral information in feature representation. In this paper, we propose a unified framework, namely Bilinear Temporal-Spectral Fusion (BTSF). Specifically, we firstly utilize the instance-level augmentation with a simple dropout on the entire time series for maximally capturing long-term dependencies. We devise a novel iterative bilinear temporal-spectral fusion to explicitly encode the affinities of abundant time-frequency pairs, and iteratively refines representations in a fusion-and-squeeze manner with Spectrum-to-Time (S2T) and Time-to-Spectrum (T2S) Aggregation modules. We firstly conducts downstream evaluations on three major tasks for time series including classification, forecasting and anomaly detection. Experimental results shows that our BTSF consistently significantly outperforms the state-of-the-art methods.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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