针对多变量时间序列的无源域适应,同时恢复时序与空间关联。
Temporal Restoration and Spatial Rewiring for Source-Free Multivariate Time Series Domain Adaptation
- 设计时空特征编码器,通过时序重建和空间重连任务建模依赖关系。
- 在三个真实数据集上显著提升性能,优于现有方法。
- 可作为通用模块嵌入主流无源域适应框架,适合时间序列分析者使用。
无源域适应(SFDA)旨在将预训练模型从有标签的源域适配到无标签的目标域,且不访问源数据,从而保护数据隐私。尽管现有方法在减少对源数据依赖方面表现良好,但在多变量时间序列(MTS)任务中仍表现不佳,主要因其未能充分考虑MTS固有的空间相关性。这些空间相关性对于准确表示MTS数据及跨域保持不变信息至关重要。为此,我们提出一种新型、简洁的MTS-SFDA方法——时空恢复与空间重连(TERSE)。TERSE包含一个定制化的时空特征编码器,用于捕捉潜在的时空特性,并引入时序重建与空间重连任务,以恢复被掩码的时间序列与空间相关结构。在目标域适应阶段,利用源域预训练的时序重建与空间重连网络,引导目标编码器生成与源域时空一致的特征。因此,TERSE能有效建模并传递跨域的时空依赖关系,实现隐式特征对齐。作为首个同时考虑时空一致性的MTS-SFDA方法,TERSE还可作为通用插件模块集成至现有SFDA方法中。在三个真实世界时间序列数据集上的大量实验验证了该方法的有效性与泛化能力。
原文摘要 · Abstract (English)
Source-Free Domain Adaptation (SFDA) aims to adapt a pre-trained model from an annotated source domain to an unlabelled target domain without accessing the source data, thereby preserving data privacy. While existing SFDA methods have proven effective in reducing reliance on source data, they struggle to perform well on multivariate time series (MTS) due to their failure to consider the intrinsic spatial correlations inherent in MTS data. These spatial correlations are crucial for accurately representing MTS data and preserving invariant information across domains. To address this challenge, we propose Temporal Restoration and Spatial Rewiring (TERSE), a novel and concise SFDA method tailored for MTS data. Specifically, TERSE comprises a customized spatial-temporal feature encoder designed to capture the underlying spatial-temporal characteristics, coupled with both temporal restoration and spatial rewiring tasks to reinstate latent representations of the temporally masked time series and the spatially masked correlated structures. During the target adaptation phase, the target encoder is guided to produce spatially and temporally consistent features with the source domain by leveraging the source pre-trained temporal restoration and spatial rewiring networks. Therefore, TERSE can effectively model and transfer spatial-temporal dependencies across domains, facilitating implicit feature alignment. In addition, as the first approach to simultaneously consider spatial-temporal consistency in MTS-SFDA, TERSE can also be integrated as a versatile plug-and-play module into established SFDA methods. Extensive experiments on three real-world time series datasets demonstrate the effectiveness and versatility of our approach.
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