arXiv:2510.01658cs.LGcs.AI2025-10中稿 · Transactions on Ma…被引 2

TimeHUT通过分层均衡对比学习,提升时间序列表征能力。

Learning Time-Series Representations by Hierarchical Uniformity-Tolerance Latent Balancing

  • 分层设计同时捕捉实例与时间信息
  • 温度调度器平衡嵌入空间的均匀性与容错性
  • 几何边距增强正负样本区分,适合时序建模

我们提出TimeHUT,一种通过分层均匀性-容错性平衡学习时间序列表示的新方法。该方法采用两种不同损失,旨在嵌入空间中有效平衡均匀性与容错性。首先,TimeHUT利用分层结构从输入时间序列中学习实例级和时间级信息。其次,在原始对比损失中引入温度调度器,以调节嵌入的均匀性与容错特性。此外,分层角度边界损失强制实施实例级和时间级对比损失,为正负样本对创建几何边距,从而提升正样本对的一致性及其与负样本的分离度,增强时间序列样本内时序依赖的捕捉能力。我们在128个UCR和30个UAE数据集上评估了该方法在单变量与多变量分类任务的表现,同时在Yahoo和KPI数据集上进行了异常检测测试。结果表明,TimeHUT在分类任务上显著优于现有方法,异常检测任务也取得具有竞争力的结果。最后,通过详细的敏感性与消融实验,验证了方法各组件及超参数的影响。

原文摘要 · Abstract (English)

We propose TimeHUT, a novel method for learning time-series representations by hierarchical uniformity-tolerance balancing of contrastive representations. Our method uses two distinct losses to learn strong representations with the aim of striking an effective balance between uniformity and tolerance in the embedding space. First, TimeHUT uses a hierarchical setup to learn both instance-wise and temporal information from input time-series. Next, we integrate a temperature scheduler within the vanilla contrastive loss to balance the uniformity and tolerance characteristics of the embeddings. Additionally, a hierarchical angular margin loss enforces instance-wise and temporal contrast losses, creating geometric margins between positive and negative pairs of temporal sequences. This approach improves the coherence of positive pairs and their separation from the negatives, enhancing the capture of temporal dependencies within a time-series sample. We evaluate our approach on a wide range of tasks, namely 128 UCR and 30 UAE datasets for univariate and multivariate classification, as well as Yahoo and KPI datasets for anomaly detection. The results demonstrate that TimeHUT outperforms prior methods by considerable margins on classification, while obtaining competitive results for anomaly detection. Finally, detailed sensitivity and ablation studies are performed to evaluate different components and hyperparameters of our method.

时间序列对比学习表征学习

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