用抽象形状编码时间序列,实现可解释的通用分类
Abstracted Shapes as Tokens -- A Generalizable and Interpretable Model for Time-series Classification
- 通过向量量化将时序数据转为统一的低维抽象形状代码
- 在分类任务中性能媲美专用模型,且支持零样本泛化
- 适合需要可解释性与跨领域迁移的时序分析场景
在时间序列分析中,许多近期工作致力于为多领域时间序列提供统一视图与表示,推动了时间序列基础模型的发展。尽管建模方法多样,现有模型仍是黑箱,无法提供其表示的洞察与解释。本文提出VQShape,一种预训练、通用且可解释的时间序列表示学习与分类模型。通过引入时间序列的新表示方式,建立VQShape潜在空间与形状级特征之间的联系。利用向量量化,我们证明不同领域的时序数据可由一组统一的低维代码描述,每个代码可在时域表示为一个抽象形状。在分类任务中,VQShape的表示可用于构建可解释分类器,性能可与专用模型比肩。此外,在零样本学习中,VQShape及其码本可泛化至预训练未包含的未知数据集与领域。代码与预训练权重已公开于https://github.com/YunshiWen/VQShape。
原文摘要 · Abstract (English)
In time-series analysis, many recent works seek to provide a unified view and representation for time-series across multiple domains, leading to the development of foundation models for time-series data. Despite diverse modeling techniques, existing models are black boxes and fail to provide insights and explanations about their representations. In this paper, we present VQShape, a pre-trained, generalizable, and interpretable model for time-series representation learning and classification. By introducing a novel representation for time-series data, we forge a connection between the latent space of VQShape and shape-level features. Using vector quantization, we show that time-series from different domains can be described using a unified set of low-dimensional codes, where each code can be represented as an abstracted shape in the time domain. On classification tasks, we show that the representations of VQShape can be utilized to build interpretable classifiers, achieving comparable performance to specialist models. Additionally, in zero-shot learning, VQShape and its codebook can generalize to previously unseen datasets and domains that are not included in the pre-training process. The code and pre-trained weights are available at https://github.com/YunshiWen/VQShape.
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