arXiv:2502.06591cs.LG2025-02被引 2

解决时间序列非线性对齐难题,实现无监督联合对齐与平均

Diffeomorphic Temporal Alignment Nets for Time-series Joint Alignment and Averaging

  • 基于微分同胚变换,输入依赖地动态对齐时间序列
  • 在128个UCR数据集上优于传统与学习型方法,显著提升对齐精度
  • 支持变长序列处理,适合时序分析、分类等多任务场景

在时间序列分析中,非线性时间错位仍是阻碍简单平均的核心挑战。自首次提出(Weber et al., 2019)并进一步发展(Weber & Freifeld, 2023)以来,微分同胚时间对齐网络(DTAN)已被证明是该问题的有效解决方案。DTAN以输入依赖方式预测并应用微分同胚变换,从而在无监督或弱监督条件下实现时间序列集合的联合对齐(JA)与平均。通过两种策略缓解弱/无监督设置下的平凡解风险:1)对形变施加正则化;2)采用逆一致性平均误差(ICAE),这是一种无需正则化的新型方法,还可处理变长信号。我们进一步扩展框架至多任务学习(MT-DTAN),实现对齐与分类的同步进行。通过全面评估不同主干架构,验证其在时间序列对齐任务中的有效性。最后,展示了该方法在对错位时间序列数据进行主成分分析(PCA)中的实用性。在128个UCR数据集上的大量实验表明,本方法显著优于现有平均方法,包括传统与基于学习的方法,标志着时间序列分析领域的重大进展。

原文摘要 · Abstract (English)

In time-series analysis, nonlinear temporal misalignment remains a pivotal challenge that forestalls even simple averaging. Since its introduction, the Diffeomorphic Temporal Alignment Net (DTAN), which we first introduced (Weber et al., 2019) and further developed in (Weber & Freifeld, 2023), has proven itself as an effective solution for this problem (these conference papers are earlier partial versions of the current manuscript). DTAN predicts and applies diffeomorphic transformations in an input-dependent manner, thus facilitating the joint alignment (JA) and averaging of time-series ensembles in an unsupervised or a weakly-supervised manner. The inherent challenges of the weakly/unsupervised setting, particularly the risk of trivial solutions through excessive signal distortion, are mitigated using either one of two distinct strategies: 1) a regularization term for warps; 2) using the Inverse Consistency Averaging Error (ICAE). The latter is a novel, regularization-free approach which also facilitates the JA of variable-length signals. We also further extend our framework to incorporate multi-task learning (MT-DTAN), enabling simultaneous time-series alignment and classification. Additionally, we conduct a comprehensive evaluation of different backbone architectures, demonstrating their efficacy in time-series alignment tasks. Finally, we showcase the utility of our approach in enabling Principal Component Analysis (PCA) for misaligned time-series data. Extensive experiments across 128 UCR datasets validate the superiority of our approach over contemporary averaging methods, including both traditional and learning-based approaches, marking a significant advancement in the field of time-series analysis.

时间序列对齐微分同胚多任务

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