论文标题
无监督的时间序列表示学习与迭代双线性颞谱融合
Unsupervised Time-Series Representation Learning with Iterative Bilinear Temporal-Spectral Fusion
论文作者
论文摘要
无监督/自我监督的时间序列表示学习是一个具有挑战性的问题,因为其复杂的动态和稀疏注释。现有作品主要采用基于时间的增强技术来采用对比度学习的框架,以对对比度培训进行样本肯定和负面因素。然而,他们主要使用由时期切片衍生而来的细分级增强,这可能会导致取样偏见和由于全球环境的损失而与虚假负面的优化。此外,他们都不注意将光谱信息纳入功能表示。在本文中,我们提出了一个统一的框架,即双线性时间柔性融合(BTSF)。具体而言,我们首先在整个时间序列上使用简单的辍学来利用实例级增强,以最大程度地捕获长期依赖性。我们设计了一种新型的迭代双线性时间光谱融合,以明确编码丰富的时频对的亲和力,并以光谱与时间(S2T)和时间到时(T2S)的聚合调节以融合和平衡的方式进行融合和平方的形式进行改进。我们首先对时间序列的三个主要任务进行下游评估,包括分类,预测和异常检测。实验结果表明,我们的BTSF始终显着优于最新方法。
Unsupervised/self-supervised time series representation learning is a challenging problem because of its complex dynamics and sparse annotations. Existing works mainly adopt the framework of contrastive learning with the time-based augmentation techniques to sample positives and negatives for contrastive training. Nevertheless, they mostly use segment-level augmentation derived from time slicing, which may bring about sampling bias and incorrect optimization with false negatives due to the loss of global context. Besides, they all pay no attention to incorporate the spectral information in feature representation. In this paper, we propose a unified framework, namely Bilinear Temporal-Spectral Fusion (BTSF). Specifically, we firstly utilize the instance-level augmentation with a simple dropout on the entire time series for maximally capturing long-term dependencies. We devise a novel iterative bilinear temporal-spectral fusion to explicitly encode the affinities of abundant time-frequency pairs, and iteratively refines representations in a fusion-and-squeeze manner with Spectrum-to-Time (S2T) and Time-to-Spectrum (T2S) Aggregation modules. We firstly conducts downstream evaluations on three major tasks for time series including classification, forecasting and anomaly detection. Experimental results shows that our BTSF consistently significantly outperforms the state-of-the-art methods.