cs.AI updates on arXiv.org 10月03日 12:16
时间序列表示学习新方法TimeHUT
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本文提出TimeHUT,一种通过层次均匀性-容忍度平衡对比表示学习时间序列表示的新方法。该方法通过学习时间序列的实例和时序信息,结合温度调度器和层次角度余量损失,有效平衡嵌入空间中的均匀性和容忍度,在多个任务上取得优于现有方法的性能。

arXiv:2510.01658v1 Announce Type: cross Abstract: We propose TimeHUT, a novel method for learning time-series representations by hierarchical uniformity-tolerance balancing of contrastive representations. Our method uses two distinct losses to learn strong representations with the aim of striking an effective balance between uniformity and tolerance in the embedding space. First, TimeHUT uses a hierarchical setup to learn both instance-wise and temporal information from input time-series. Next, we integrate a temperature scheduler within the vanilla contrastive loss to balance the uniformity and tolerance characteristics of the embeddings. Additionally, a hierarchical angular margin loss enforces instance-wise and temporal contrast losses, creating geometric margins between positive and negative pairs of temporal sequences. This approach improves the coherence of positive pairs and their separation from the negatives, enhancing the capture of temporal dependencies within a time-series sample. We evaluate our approach on a wide range of tasks, namely 128 UCR and 30 UAE datasets for univariate and multivariate classification, as well as Yahoo and KPI datasets for anomaly detection. The results demonstrate that TimeHUT outperforms prior methods by considerable margins on classification, while obtaining competitive results for anomaly detection. Finally, detailed sensitivity and ablation studies are performed to evaluate different components and hyperparameters of our method.

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时间序列表示学习 对比表示 层次均匀性-容忍度平衡 TimeHUT 时间序列分类
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