arXiv:2605.16069cs.LG2026-05

ITGPT让不规则时间序列数据直接训练,无需补全也能达到顶尖效果。

ITGPT: Generative Pretraining on Irregular Timeseries

论文配图:ITGPT: Generative Pretraining on Irregular Timeseries
图 1 · 摘自论文原文
  • 用注意力机制处理多模态不规则时间序列,支持自监督和生成预训练。
  • 在医疗和预测性维护任务中表现领先,不需重采样或数据补全。
  • 标签少时仍能利用无标签数据提升性能,适合真实场景中的数据匮乏问题。

时间序列回归模型常难以利用大量标注的多模态数据,尤其当数据采样不规则或存在缺失值时。这在医疗和预测性维护等领域尤为常见,因数据来源不可靠,标注需专家知识或昂贵设备。基于Transformer的大语言模型通过自监督学习(SSL)和生成式预训练(GPT)在文本等结构化数据上表现优异,但缺乏对不规则多模态时间序列数据的有效处理能力。本文提出ITGPT,一种基于注意力机制的架构,可直接处理多模态不规则时间序列,支持同时使用SSL损失和GPT类目标进行训练。我们在TIHM(医疗)和CompX(预测性维护)数据集上评估其性能,结果表明:ITGPT在无需重采样、特征融合或显式数据补全的情况下,达到当前最优水平;当标签稀缺时,通过SSL与GPT训练有效利用无标签数据,显著优于纯监督方法。该工作为高效利用大规模非结构化时间序列数据推动实际推理任务提供了重要进展。

原文摘要 · Abstract (English)

Timeseries regression models often struggle to leverage large volumes of labeled multimodal data, particularly when the data are irregularly sampled or contain missing values. This is common in domains like healthcare and predictive maintenance, where data are collected from unreliable sources, and labeling requires expert knowledge or costly equipments. Transformer-based large language models have proven effective on structured data such as text through self-supervised learning (SSL) and generative pretraining (GPT) frameworks. However, such models lack the flexibility to efficiently process irregularly sampled multimodal timeseries data. In this paper, we introduce ITGPT, an attention-based architecture designed for handling multimodal, irregularly sampled timeseries by allowing training with both SSL losses and GPT-like objectives. We evaluate its performance on a healthcare task with the TIHM dataset, and a predictive maintenance task with the CompX dataset. Our results demonstrate that ITGPT achieves state-of-the-art performance without requiring resampling, feature fusion or explicit data imputation. Furthermore, when labels are scarce, ITGPT effectively leverages unlabeled data through SSL and GPT training, outperforming the purely supervised approach. This represents an important step towards efficiently using large and unstructured timeseries datasets for practical inference tasks.

时间序列生成模型医疗AI不规则数据

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。