arXiv:2410.06652cs.LGcs.AI2024-10NeurIPS被引 11

评估插补方法对下游任务的实际效果,提升时间序列分析可靠性

Task-oriented Time Series Imputation Evaluation via Generalized Representers

  • 将插补与下游任务模型结合,无需重训即可评估插补效果
  • 根据任务需求组合策略,选出最优插补方案
  • 适合需精准插补的预测、异常检测等场景

时间序列分析广泛应用于能源、经济、交通等领域,涵盖预测、异常检测、分类等多种任务。缺失值在这些任务中普遍存在,常对现有方法产生不可预测的负面影响,限制其应用。现有插补方法多基于数据特征恢复序列,却忽视恢复后序列在下游任务中的表现。针对不同下游任务(如预测)的需求,本文提出一种高效的任务导向时间序列插补评估方法。通过将插补与下游任务的神经网络模型结合,无需重新训练即可估计不同插补策略在下游任务上的增益,并根据增益评估结果,融合多种策略以给出最有利于下游任务的插补值。

原文摘要 · Abstract (English)

Time series analysis is widely used in many fields such as power energy, economics, and transportation, including different tasks such as forecasting, anomaly detection, classification, etc. Missing values are widely observed in these tasks, and often leading to unpredictable negative effects on existing methods, hindering their further application. In response to this situation, existing time series imputation methods mainly focus on restoring sequences based on their data characteristics, while ignoring the performance of the restored sequences in downstream tasks. Considering different requirements of downstream tasks (e.g., forecasting), this paper proposes an efficient downstream task-oriented time series imputation evaluation approach. By combining time series imputation with neural network models used for downstream tasks, the gain of different imputation strategies on downstream tasks is estimated without retraining, and the most favorable imputation value for downstream tasks is given by combining different imputation strategies according to the estimated gain.

时间序列插补评估任务导向

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