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arXiv 2406.04419cs.LG

TSCMamba:Mamba 与多视图学习结合用于时间序列分类

TSCMamba: Mamba Meets Multi-View Learning for Time Series Classification

University of Kentucky(肯塔基大学);Institute for Biomedical Informatics, University of Kentucky(肯塔基大学生物医学信息学研究所)

Md Atik Ahamed, Qiang Cheng

AI总结:

本文提出 TSCMamba,通过多视图特征融合、连续小波变换、Mamba 状态空间模型及 tango scanning 利用平移等变性与反转不变性,在 30 个基准数据集上显著提升多变量时间序列分类准确率。

摘要:

多变量时间序列分类(TSC)对于医疗保健和金融等领域的各种应用都至关重要。尽管已有研究探索了多种 TSC 方法,但时间序列的重要属性,如平移等变性和反转不变性,在现有工作中仍远未得到充分研究。为填补这一空白,我们提出了一种新颖的多视图方法,以捕获具有平移等变性等属性的模式。我们的方法整合了多种特征,包括频谱、时间、局部和全局特征,从而为 TSC 获取丰富且互补的上下文。我们使用连续小波变换来捕获即使输入在时间上发生平移时仍保持一致的时频特征。这些特征与时序卷积或多层感知机特征相融合,以提供复杂的局部和全局上下文信息。我们利用 Mamba 状态空间模型进行高效且可扩展的序列建模,并捕获时间序列中的长程依赖关系。此外,我们为 Mamba 引入了一种名为 tango scanning 的新扫描方案,以有效建模序列关系并利用反转不变性,从而增强模型的泛化能力和鲁棒性。在两组基准数据集(10+20 个数据集)上的实验证明了我们方法的有效性,相较于 TimesNet 和 TSLANet 等领先的 TSC 模型,分别实现了 4.01-6.45% 和 7.93% 的平均准确率提升。

英文摘要:

Multivariate time series classification (TSC) is critical for various applications in fields such as healthcare and finance. While various approaches for TSC have been explored, important properties of time series, such as shift equivariance and inversion invariance, are largely underexplored by existing works. To fill this gap, we propose a novel multi-view approach to capture patterns with properties like shift equivariance. Our method integrates diverse features, including spectral, temporal, local, and global features, to obtain rich, complementary contexts for TSC. We use continuous wavelet transform to capture time-frequency features that remain consistent even when the input is shifted in time. These features are fused with temporal convolutional or multilayer perceptron features to provide complex local and global contextual information. We utilize the Mamba state space model for efficient and scalable sequence modeling and capturing long-range dependencies in time series. Moreover, we introduce a new scanning scheme for Mamba, called tango scanning, to effectively model sequence relationships and leverage inversion invariance, thereby enhancing our model's generalization and robustness. Experiments on two sets of benchmark datasets (10+20 datasets) demonstrate our approach's effectiveness, achieving average accuracy improvements of 4.01-6.45\% and 7.93\% respectively, over leading TSC models such as TimesNet and TSLANet.

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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