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arXiv 2310.04486cs.LGcs.AI
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T-Rep:使用时间嵌入进行时间序列表示学习

T-Rep: Representation Learning for Time Series using Time-Embeddings

Let it Care;PariSanté Campus(巴黎健康校园);Université Paris Cité(巴黎西岱大学);INRIA(法国国家信息与自动化研究所);Inserm(法国国家健康与医学研究院);Centre de Recherche des Cordeliers(科德利埃研究所)

Archibald Fraikin, Adrien Bennetot, Stéphanie Allassonnière

AI总结:

提出自监督方法 T-Rep,通过联合学习时间嵌入与特征提取器捕获细粒度时间依赖并增强缺失数据鲁棒性,在分类、预测和异常检测任务上均优于现有方法。

摘要:

多元时间序列给标准机器学习技术带来了挑战,因为它们通常是无标签、高维、含噪声且包含缺失数据的。为解决这一问题,我们提出 T-Rep,这是一种在时间步粒度上学习时间序列表示的自监督方法。T-Rep 与其特征提取器一起学习时间的向量嵌入,以从信号中提取趋势、周期性或分布漂移等时间特征。这些时间嵌入被用于前置任务,以在表示中纳入平滑且细粒度的时间依赖关系,并增强对缺失数据的鲁棒性。我们在下游分类、预测和异常检测任务上评估 T-Rep。将其与现有时间序列自监督算法进行比较,T-Rep 在所有三项任务上均优于它们。我们在缺失数据情形下测试 T-Rep,结果表明它比同类方法更具韧性。最后,我们提供了潜在空间可视化实验,突出了所学表示的可解释性。

英文摘要:

Multivariate time series present challenges to standard machine learning techniques, as they are often unlabeled, high dimensional, noisy, and contain missing data. To address this, we propose T-Rep, a self-supervised method to learn time series representations at a timestep granularity. T-Rep learns vector embeddings of time alongside its feature extractor, to extract temporal features such as trend, periodicity, or distribution shifts from the signal. These time-embeddings are leveraged in pretext tasks, to incorporate smooth and fine-grained temporal dependencies in the representations, as well as reinforce robustness to missing data. We evaluate T-Rep on downstream classification, forecasting, and anomaly detection tasks. It is compared to existing self-supervised algorithms for time series, which it outperforms in all three tasks. We test T-Rep in missing data regimes, where it proves more resilient than its counterparts. Finally, we provide latent space visualisation experiments, highlighting the interpretability of the learned representations.

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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