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arXiv 2402.04852cs.LG
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多补丁预测:适配大语言模型用于时间序列表示学习

Multi-Patch Prediction: Adapting LLMs for Time Series Representation Learning

The Chinese University of Hong Kong(香港中文大学);Tongji University(同济大学);Shanghai Jiao Tong University(上海交通大学);Shanghai Artificial Intelligence Laboratory(上海人工智能实验室)

Yuxuan Bian, Xuan Ju, Jiangtong Li, Zhijian Xu, Dawei Cheng, Qiang Xu

AI总结:

本研究提出aLLM4TS框架,将LLM适配时间序列表示学习,通过多补丁预测自监督任务和两阶段训练及逐补丁解码层,提升时间表示迁移性,在下游任务中表现更优。

摘要:

本研究提出aLLM4TS,这是一种适配大语言模型(LLMs)用于时间序列表示学习的创新框架。我们方法的核心是将时间序列预测重新定义为一种自监督的多补丁预测任务,与传统的对比学习或掩码重建方法相比,该任务能更有效地捕捉补丁表示中的时间动态。我们的策略包含两阶段训练:(i)在各类时间序列数据集上进行因果持续预训练,以下一个补丁预测为锚点,有效使LLM能力与时间序列数据的复杂特性相匹配;(ii)在目标时间序列场景中针对多补丁预测进行微调。我们框架的一个独特要素是逐补丁解码层,它不同于以往依赖序列级解码的方法。这种设计将单个补丁直接转换为时间序列,从而显著提升模型掌握基于时间补丁的表示的能力。aLLM4TS在多个下游任务中展现出优越性能,证明其在生成具有更强迁移性的时间表示方面的有效性,标志着LLM适配时间序列分析的一项关键进展。

英文摘要:

In this study, we present aLLM4TS, an innovative framework that adapts Large Language Models (LLMs) for time-series representation learning. Central to our approach is that we reconceive time-series forecasting as a self-supervised, multi-patch prediction task, which, compared to traditional contrastive learning or mask-and-reconstruction methods, captures temporal dynamics in patch representations more effectively. Our strategy encompasses two-stage training: (i). a causal continual pre-training phase on various time-series datasets, anchored on next patch prediction, effectively syncing LLM capabilities with the intricacies of time-series data; (ii). fine-tuning for multi-patch prediction in the targeted time-series context. A distinctive element of our framework is the patch-wise decoding layer, which departs from previous methods reliant on sequence-level decoding. Such a design directly transposes individual patches into temporal sequences, thereby significantly bolstering the model's proficiency in mastering temporal patch-based representations. aLLM4TS demonstrates superior performance in several downstream tasks, proving its effectiveness in deriving temporal representations with enhanced transferability and marking a pivotal advancement in the adaptation of LLMs for time-series analysis.

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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