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arXiv 2402.02475cs.LG

TimeSiam:一种用于孪生时间序列建模的预训练框架

TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling

School of Software, BNRist, Tsinghua University. Jiaxiang Dong < > . Haixu Wu < >

Jiaxiang Dong, Haixu Wu, Yuxuan Wang, Yunzhong Qiu, Li Zhang, Jianmin Wang, Mingsheng Long

AI总结:

本文提出 TimeSiam,一种基于孪生网络的时间序列自监督预训练框架,通过过去到当前子序列重建和可学习谱系嵌入捕获时间相关性,在 13 个基准上取得优于先进基线的预测与分类性能。

摘要:

时间序列预训练近来因其在降低标注成本和惠及各类下游任务方面的潜力而受到广泛关注。以往方法主要基于视觉或语言领域广为人知的预训练技术,例如掩码建模和对比学习。然而,随机掩码时间序列或计算序列级相似度会扭曲或忽略时间序列数据中至关重要的固有时间相关性。为了强调时间相关性建模,本文提出 TimeSiam,一个简单但有效的基于孪生网络的时间序列自监督预训练框架。具体而言,TimeSiam 预训练孪生编码器,以捕获随机采样的过去子序列与当前子序列之间的固有时间相关性。借助简单的数据增强方法(例如掩码),TimeSiam 能够从多样化的增强子序列中获益,并通过从过去到当前的重建学习内部的时间依赖表示。此外,还引入了可学习的谱系嵌入(lineage embeddings)来区分采样序列之间的时间距离,并进一步促进多样化时间相关性的学习。TimeSiam 持续优于大量先进的预训练基线,在 13 个标准基准上于域内和跨域场景中均展现出卓越的预测和分类能力。

英文摘要:

Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks. Prior methods are mainly based on pre-training techniques well-acknowledged in vision or language, such as masked modeling and contrastive learning. However, randomly masking time series or calculating series-wise similarity will distort or neglect inherent temporal correlations crucial in time series data. To emphasize temporal correlation modeling, this paper proposes TimeSiam as a simple but effective self-supervised pre-training framework for Time series based on Siamese networks. Concretely, TimeSiam pre-trains Siamese encoders to capture intrinsic temporal correlations between randomly sampled past and current subseries. With a simple data augmentation method (e.g.~masking), TimeSiam can benefit from diverse augmented subseries and learn internal time-dependent representations through a past-to-current reconstruction. Moreover, learnable lineage embeddings are also introduced to distinguish temporal distance between sampled series and further foster the learning of diverse temporal correlations. TimeSiam consistently outperforms extensive advanced pre-training baselines, demonstrating superior forecasting and classification capabilities across 13 standard benchmarks in both intra- and cross-domain scenarios.

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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