论文标题

大规模的时间序列表示通过同时低频和高频功能引导学习

Large Scale Time-Series Representation Learning via Simultaneous Low and High Frequency Feature Bootstrapping

论文作者

Gorade, Vandan, Singh, Azad, Mishra, Deepak

论文摘要

从未标记的时间序列数据中学习表示是一个具有挑战性的问题。在时间序列域中,大多数现有的自我监督和无监督的方法不会同时捕获低频和高频功能。此外,其中一些方法采用了大规模模型,例如变压器或依靠计算昂贵的技术,例如对比度学习。为了解决这些问题,我们提出了一种非对抗性的自我监督学习方法,以具有成本效益的方式有效地捕获低频和高频时变特征。我们的方法将原始的时间序列数据作为输入,并通过随机采样同一家族的增强来为模型的两个分支创建两个不同的增强视图。遵循BYOL的术语,这两个分支被称为在线和目标网络,该网络允许引导潜在表示。与BYOL相反,BYOL后骨架编码后,多层感知器(MLP)头部,所提出的模型包含额外的时间卷积网络(TCN)头。随着增强视图通过编码器的大内核卷积块,MLP和TCN的随后组合可以有效地表示低频和高频时变特征,这是由于不同的接收场而导致的。两个模块(MLP和TCN)以互补的方式起作用。我们训练一个在线网络,每个模块都学会预测目标网络分支机构各个模块的结果。为了证明我们的模型的鲁棒性,我们对五个现实世界中的数据集进行了广泛的实验和消融研究。我们的方法在所有五个现实世界数据集上都实现了最先进的性能。

Learning representation from unlabeled time series data is a challenging problem. Most existing self-supervised and unsupervised approaches in the time-series domain do not capture low and high-frequency features at the same time. Further, some of these methods employ large scale models like transformers or rely on computationally expensive techniques such as contrastive learning. To tackle these problems, we propose a non-contrastive self-supervised learning approach efficiently captures low and high-frequency time-varying features in a cost-effective manner. Our method takes raw time series data as input and creates two different augmented views for two branches of the model, by randomly sampling the augmentations from same family. Following the terminology of BYOL, the two branches are called online and target network which allows bootstrapping of the latent representation. In contrast to BYOL, where a backbone encoder is followed by multilayer perceptron (MLP) heads, the proposed model contains additional temporal convolutional network (TCN) heads. As the augmented views are passed through large kernel convolution blocks of the encoder, the subsequent combination of MLP and TCN enables an effective representation of low as well as high-frequency time-varying features due to the varying receptive fields. The two modules (MLP and TCN) act in a complementary manner. We train an online network where each module learns to predict the outcome of the respective module of target network branch. To demonstrate the robustness of our model we performed extensive experiments and ablation studies on five real-world time-series datasets. Our method achieved state-of-art performance on all five real-world datasets.

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