arXiv:2511.06854cs.LGstat.ML2025-11AAAI被引 1

利用重建误差生成伪观测,提升不规则时间序列建模效果

Beyond Observations: Reconstruction Error-Guided Irregularly Sampled Time Series Representation Learning

  • 用重建误差分布生成未观测时刻的伪数据,增强训练信号
  • 在分类、插值和预测任务中均超越现有方法
  • 适合处理含缺失值的真实时间序列数据

不规则采样时间序列(ISTS)在实际应用中普遍存在,其特征是时间间隔非均匀且天然存在缺失。现有方法主要依赖观测值来补全未观测部分或推断潜在动态,但忽略了模型训练过程中产生的重建误差这一重要学习信号。该误差隐含地反映了模型对数据结构的捕捉能力,可作为未观测值的有用代理。为此,我们提出iTimER,一种简单有效的自监督预训练框架,用于ISTS表征学习。iTimER建模观测值上的重建误差分布,并通过混合策略生成未观测时刻的伪观测值,融合误差与最近可用观测。这使未观测时刻成为带噪声信息的训练目标,提供有意义的重建信号。采用Wasserstein距离对齐观测与伪观测区域的误差分布,结合对比学习提升表征判别性。大量实验表明,iTimER在分类、插值和预测任务中持续优于当前最优方法。

原文摘要 · Abstract (English)

Irregularly sampled time series (ISTS), characterized by non-uniform time intervals with natural missingness, are prevalent in real-world applications. Existing approaches for ISTS modeling primarily rely on observed values to impute unobserved ones or infer latent dynamics. However, these methods overlook a critical source of learning signal: the reconstruction error inherently produced during model training. Such error implicitly reflects how well a model captures the underlying data structure and can serve as an informative proxy for unobserved values. To exploit this insight, we propose iTimER, a simple yet effective self-supervised pre-training framework for ISTS representation learning. iTimER models the distribution of reconstruction errors over observed values and generates pseudo-observations for unobserved timestamps through a mixup strategy between sampled errors and the last available observations. This transforms unobserved timestamps into noise-aware training targets, enabling meaningful reconstruction signals. A Wasserstein metric aligns reconstruction error distributions between observed and pseudo-observed regions, while a contrastive learning objective enhances the discriminability of learned representations. Extensive experiments on classification, interpolation, and forecasting tasks demonstrate that iTimER consistently outperforms state-of-the-art methods under the ISTS setting.

时间序列自监督重建误差不规则采样

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