通过智能融合三种特征,提升时间序列分类在特定数据上的表现。
A Regime-Aware Fusion Framework for Time Series Classification
- 根据数据特征自动选择融合火箭、SAX、SFA三种表示方法。
- 在有结构变化或丰富频域内容的数据上,性能优于火箭模型。
- 可解释性强,适合需要理解模型决策的工业场景使用。
基于核的方法(如火箭模型)是单变量时间序列分类(TSC)中最有效的默认方法之一,但在所有数据集上表现并不一致。我们重新审视不同表示捕捉互补结构的长期直觉,发现选择性融合它们可在特定、系统可识别的数据集类型上持续超越火箭模型。本文提出轻量级融合框架Fusion-3(F3),自适应融合火箭、SAX和SFA表示。为理解融合何时有效,我们利用捕捉序列长度、谱结构、粗糙度和类别不平衡的元特征,将UCR数据集聚类为六组,作为可解释的数据结构模式。分析表明,融合在具有结构化变异或丰富频域内容的模式中表现更优,而在高度不规则或异常值密集的设置中收益递减。通过三重分析支持:跨数据集的非参数配对统计、分离各表示作用的消融实验,以及基于SHAP的归因分析以识别预测融合收益的数据属性。样本级案例研究揭示其机制:融合主要通过修正特定错误实现提升,且频率域加权的自适应增强恰好发生在需纠正的位置。在113个UCR数据集上采用5折交叉验证,F3在平均上带来微小但一致的改进,获得频率学与贝叶斯证据支持,并伴有明确的失败案例。结果表明,选择性融合可为强核方法提供可靠、可解释的扩展,在数据支持时精准修正其弱点。
原文摘要 · Abstract (English)
Kernel-based methods such as Rocket are among the most effective default approaches for univariate time series classification (TSC), yet they do not perform equally well across all datasets. We revisit the long-standing intuition that different representations capture complementary structure and show that selectively fusing them can yield consistent improvements over Rocket on specific, systematically identifiable kinds of datasets. We introduce Fusion-3 (F3), a lightweight framework that adaptively fuses Rocket, SAX, and SFA representations. To understand when fusion helps, we cluster UCR datasets into six groups using meta-features capturing series length, spectral structure, roughness, and class imbalance, and treat these clusters as interpretable data-structure regimes. Our analysis shows that fusion typically outperforms strong baselines in regimes with structured variability or rich frequency content, while offering diminishing returns in highly irregular or outlier-heavy settings. To support these findings, we combine three complementary analyses: non-parametric paired statistics across datasets, ablation studies isolating the roles of individual representations, and attribution via SHAP to identify which dataset properties predict fusion gains. Sample-level case studies further reveal the underlying mechanism: fusion primarily improves performance by rescuing specific errors, with adaptive increases in frequency-domain weighting precisely where corrections occur. Using 5-fold cross-validation on the 113 UCR datasets, F3 yields small but consistent average improvements over Rocket, supported by frequentist and Bayesian evidence and accompanied by clearly identifiable failure cases. Our results show that selectively applied fusion provides dependable and interpretable extension to strong kernel-based methods, correcting their weaknesses precisely where the data support it.
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