arXiv:2412.16515cs.LGcs.AI2024-12被引 3

VSFormer同时捕捉时间序列的数值与形状特征,提升分类准确率。

VSFormer: Value and Shape-Aware Transformer with Prior-Enhanced Self-Attention for Multivariate Time Series Classification

  • 融合数值与形状信息的新型Transformer架构
  • 在30个UEA数据集上超越现有最优模型
  • 适合无明显模式但数值有判别力的时间序列任务

多变量时间序列分类是数据挖掘中的关键任务,应用广泛。现有方法多聚焦于发现时间序列中的判别性模式,但真实数据中并非总存在此类模式,有时原始数值本身即可作为判别特征。近年来Transformer模型取得成功,但在时间序列分类中,其自注意力机制可能引入无关特征,影响分类精度。为此,本文提出VSFormer,同时建模判别性模式(形状)与数值信息(值)。此外,利用监督信息提取类别相关的先验信息,增强位置编码并引导自注意力学习,提升模型有效性。在全部30个UEA归档数据集上的实验表明,该方法性能优于当前最优模型。消融实验验证了改进编码层和所提自注意力机制的有效性。最后,通过一个无显著模式的真实数据集案例研究,解释了模型的可解释性。

原文摘要 · Abstract (English)

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series, real-world data does not always present such patterns, and sometimes raw numerical values can also serve as discriminative features. Additionally, the recent success of Transformer models has inspired many studies. However, when applying to time series classification, the self-attention mechanisms in Transformer models could introduce classification-irrelevant features, thereby compromising accuracy. To address these challenges, we propose a novel method, VSFormer, that incorporates both discriminative patterns (shape) and numerical information (value). In addition, we extract class-specific prior information derived from supervised information to enrich the positional encoding and provide classification-oriented self-attention learning, thereby enhancing its effectiveness. Extensive experiments on all 30 UEA archived datasets demonstrate the superior performance of our method compared to SOTA models. Through ablation studies, we demonstrate the effectiveness of the improved encoding layer and the proposed self-attention mechanism. Finally, We provide a case study on a real-world time series dataset without discriminative patterns to interpret our model.

时间序列Transformer分类多变量

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