用领域提示生成多领域时间序列,支持少样本跨域生成。
TimeDP: Learning to Generate Multi-Domain Time Series with Domain Prompts
- 通过语义原型和原型分配模块构建领域提示
- 在目标领域仅需少量样本即可生成高质量时间序列
- 在已知与未知领域均表现优异,适合数据稀缺场景
时间序列生成模型在数据增强和隐私保护等应用中至关重要。现有模型通常仅针对单一领域设计,而跨领域数据虽在其他任务中被证明有助于泛化,但在时间序列建模中因不同领域间模式差异大而难以应用。本文提出一种带领域提示的多领域时间序列扩散模型 TimeDP。该模型引入时间序列语义原型模块,定义用于表示时间序列基础特征的原型向量,每个原型作为代表基本时间序列特征的‘词’;通过原型分配模块提取领域特定的原型权重,学习生成条件即领域提示。采样时,仅需目标领域的少量样本即可提取‘领域提示’,并以此为条件生成时间序列样本。实验表明,该方法在同类领域生成质量上优于基线,且具备强大的未见领域生成能力。
原文摘要 · Abstract (English)
Time series generation models are crucial for applications like data augmentation and privacy preservation. Most existing time series generation models are typically designed to generate data from one specified domain. While leveraging data from other domain for better generalization is proved to work in other application areas, this approach remains challenging for time series modeling due to the large divergence in patterns among different real world time series categories. In this paper, we propose a multi-domain time series diffusion model with domain prompts, named TimeDP. In TimeDP, we utilize a time series semantic prototype module which defines time series prototypes to represent time series basis, each prototype vector serving as "word" representing some elementary time series feature. A prototype assignment module is applied to extract the extract domain specific prototype weights, for learning domain prompts as generation condition. During sampling, we extract "domain prompt" with few-shot samples from the target domain and use the domain prompts as condition to generate time series samples. Experiments demonstrate that our method outperforms baselines to provide the state-of-the-art in-domain generation quality and strong unseen domain generation capability.
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