MPTSNet通过多尺度周期特征融合,提升多变量时间序列分类精度。
MPTSNet: Integrating Multiscale Periodic Local Patterns and Global Dependencies for Multivariate Time Series Classification
- 用傅里叶变换提取主周期,分解为多尺度周期片段。
- 引入PeriodicBlock,同时捕捉局部模式与全局依赖,准确率超21个基线。
- 适合需要高精度时序分析的医疗、环境监测等场景。
多变量时间序列分类(MTSC)在环境监测、医学脑电图分析和动作识别等广泛实践中至关重要。真实世界时间序列数据通常具有复杂动态特性。现有基于深度学习的方法常忽略在不同时间尺度上同时构建局部特征与全局依赖的能力,导致特征提取不足,分类精度不理想。为此,本文提出一种新型多尺度周期时间序列网络(MPTSNet),通过整合多尺度局部模式与全局相关性,充分挖掘时间序列内在信息。考虑到时间序列的多周期性及变量间复杂相关性,采用傅里叶变换提取主周期,将数据分解为多尺度周期片段。结合CNN与注意力机制的优势,设计PeriodicBlock,自适应捕获局部模式与全局依赖,并通过跨周期尺度注意力增强可解释性。在UEA基准数据集上的实验表明,所提MPTSNet在MTSC任务中优于21个现有先进基线模型。
原文摘要 · Abstract (English)
Multivariate Time Series Classification (MTSC) is crucial in extensive practical applications, such as environmental monitoring, medical EEG analysis, and action recognition. Real-world time series datasets typically exhibit complex dynamics. To capture this complexity, RNN-based, CNN-based, Transformer-based, and hybrid models have been proposed. Unfortunately, current deep learning-based methods often neglect the simultaneous construction of local features and global dependencies at different time scales, lacking sufficient feature extraction capabilities to achieve satisfactory classification accuracy. To address these challenges, we propose a novel Multiscale Periodic Time Series Network (MPTSNet), which integrates multiscale local patterns and global correlations to fully exploit the inherent information in time series. Recognizing the multi-periodicity and complex variable correlations in time series, we use the Fourier transform to extract primary periods, enabling us to decompose data into multiscale periodic segments. Leveraging the inherent strengths of CNN and attention mechanism, we introduce the PeriodicBlock, which adaptively captures local patterns and global dependencies while offering enhanced interpretability through attention integration across different periodic scales. The experiments on UEA benchmark datasets demonstrate that the proposed MPTSNet outperforms 21 existing advanced baselines in the MTSC tasks.
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