通过几何结构学习时间序列进展,让模型自动识别状态变化轨迹。
STEP: Learning STructured Embeddings for Progressive Time Series

- 用对比学习构建低维流形空间,点位表示状态,路径代表演变过程。
- 仅用极坐标θ和r即可预测终点、多步未来与分离不同阶段,精度超黑箱模型。
- 无需标签即可解释状态进展,适合工业故障诊断与机器人任务分析。
我们提出一种新方法,用于学习可解释的渐进式时间序列表征,即捕捉不可逆状态变化(如退化或任务完成)的数据。该方法采用自监督对比目标,在低维潜在空间中构建几何结构:每个观测值是介于两个固定正交原型向量之间的流形上的点,轨迹则为流形上的路径。由此生成潜伏罗盘——潜在向量的极坐标(θ, r),其中θ追踪底层状态进展(如从健康到失效),r标识活跃模式(如运行条件),且无需代理标签。我们在工业退化、机器人任务和神经活动等多样领域评估该方法,验证三大能力:(1) 终态预测,(2) 多步预测,(3) 可解释的阶段分离。结果表明,该方法在所有任务上达到或优于黑箱模型,同时提供对内在机制的透明解释。在潜伏罗盘坐标上使用简单线性回归器的表现,已可媲美深度架构,直接证明底层状态以几何可访问形式编码。
原文摘要 · Abstract (English)
We present a novel method for learning interpretable representations of progressive time series, that is, data capturing irreversible state transitions such as degradation or task completion. Our approach uses a self-supervised contrastive objective to learn a low-dimensional latent space whose geometry is itself the interpretation: each observation becomes a point on a manifold anchored between two fixed orthogonal prototype vectors, and a trajectory becomes a path across that manifold. From this structure we read a latent compass, the polar coordinates (θ, r) of the latent vector, in which θ tracks the progression of the underlying state (e.g., from healthy to failed) and r identifies the active mode (e.g., the operating condition), without any proxy labels. We evaluate the approach against the state of the art on diverse domains, including industrial degradation, robotic tasks, and neural activity, validating three key capabilities: (1) end-state prediction, (2) multi-step forecasting, and (3) interpretable phase separation. Our method matches or improves over black-box counterparts on all of these while providing transparency about the underlying mechanisms. A simple linear regressor on top of the latent compass coordinates is competitive with deep architectures, direct quantitative evidence that the underlying state is encoded in a geometrically accessible form.
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