建模多元时间序列的周期性与状态演化,提升自监督表示质量
PLanTS: Periodicity-aware Latent-state Representation Learning for Multivariate Time Series
- 设计周期感知的多粒度分块与对比损失,保留时序多分辨率相似性
- 引入下一状态预测任务,捕捉隐状态动态演变规律
- 在分类、预测等任务上表现优于现有方法,运行效率更高
多元时间序列广泛存在于医疗、气候和工业监测等领域,但其高维性、标注数据稀少及非平稳特性给传统机器学习带来挑战。尽管近期自监督学习方法通过数据增强或时点对比缓解标签稀缺问题,却忽视了时间序列的内在周期结构,且难以捕捉隐状态的动态演化。我们提出PLanTS,一种周期感知的自监督学习框架,显式建模不规则隐状态及其转移。首先设计周期感知的多粒度分块机制与广义对比损失,以保留多时间尺度下的实例级与状态级相似性;进一步设计下一状态预测预训练任务,促使表示编码未来状态演化的预测信息。在多种下游任务(包括多分类、多标签分类、预测、轨迹追踪与异常检测)上评估表明,PLanTS持续优于现有自监督方法,且相比基于DTW的方法具有更优的运行效率。
原文摘要 · Abstract (English)
Multivariate time series (MTS) are ubiquitous in domains such as healthcare, climate science, and industrial monitoring, but their high dimensionality, limited labeled data, and non-stationary nature pose significant challenges for conventional machine learning methods. While recent self-supervised learning (SSL) approaches mitigate label scarcity by data augmentations or time point-based contrastive strategy, they neglect the intrinsic periodic structure of MTS and fail to capture the dynamic evolution of latent states. We propose PLanTS, a periodicity-aware self-supervised learning framework that explicitly models irregular latent states and their transitions. We first designed a period-aware multi-granularity patching mechanism and a generalized contrastive loss to preserve both instance-level and state-level similarities across multiple temporal resolutions. To further capture temporal dynamics, we design a next-transition prediction pretext task that encourages representations to encode predictive information about future state evolution. We evaluate PLanTS across a wide range of downstream tasks-including multi-class and multi-label classification, forecasting, trajectory tracking and anomaly detection. PLanTS consistently improves the representation quality over existing SSL methods and demonstrates superior runtime efficiency compared to DTW-based methods.
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