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arXiv 2408.16613cs.LG
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融合低层和高层时间序列语义以实现更好的掩码时间序列生成

Blending Low and High-Level Semantics of Time Series for Better Masked Time Series Generation

Norwegian University of Science and Technology(挪威科技大学);BI Norwegian Business School(BI挪威商学院);HANCE(汉思(HANCE))

Johan Vik Mathisen, Erlend Lokna, Daesoo Lee, Erlend Aune

AI总结:

针对时间序列生成中离散潜向量仅捕获低层语义的问题,提出NC-VQVAE框架,通过集成自监督学习构建同时包含低层和高层语义的离散潜空间,从而显著提升合成样本的生成质量。

摘要:

时间序列生成(TSG)领域的最先进方法(如TimeVQVAE)利用基于向量量化的分词来有效建模时间序列的复杂分布。这些方法首先学习将时间序列转换为离散潜向量序列,然后学习一个先验模型来建模该序列。然而,离散潜向量仅捕获低层语义(例如形状)。我们假设,通过在包含低层和高层语义(例如特征动态)的更具信息量的离散潜向量上训练先验模型,可以生成更高保真度的时间序列。在本文中,我们引入了一个名为NC-VQVAE的新框架,将自监督学习集成到这些TSG方法中,以推导出一个能同时捕获低层和高层语义的离散潜空间。我们的实验结果表明,NC-VQVAE显著提升了合成样本的质量。

英文摘要:

State-of-the-art approaches in time series generation (TSG), such as TimeVQVAE, utilize vector quantization-based tokenization to effectively model complex distributions of time series. These approaches first learn to transform time series into a sequence of discrete latent vectors, and then a prior model is learned to model the sequence. The discrete latent vectors, however, only capture low-level semantics (\textit{e.g.,} shapes). We hypothesize that higher-fidelity time series can be generated by training a prior model on more informative discrete latent vectors that contain both low and high-level semantics (\textit{e.g.,} characteristic dynamics). In this paper, we introduce a novel framework, termed NC-VQVAE, to integrate self-supervised learning into those TSG methods to derive a discrete latent space where low and high-level semantics are captured. Our experimental results demonstrate that NC-VQVAE results in a considerable improvement in the quality of synthetic samples.

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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