arXiv:2606.23472stat.MLcs.LG2026-06

提出基于微分同胚的时间序列分类新方法,提升时序对齐的数学严谨性。

Time Series Classification through Diffeomorphic Time Warping (DiffTW)

  • 用微分方程建模时序变形,实现连续时间对齐而非离散点匹配。
  • 在85个数据集上,1-最近邻分类器中39个优于无约束DTW,3个持平。
  • 适合关注时序结构建模与理论可解释性的研究者,尤其在医疗监测场景。

时间序列分类旨在学习从连续、时序有序的实值观测序列到离散响应变量(如类别标签)的映射,是健康监测等领域的基础任务。动态时间规整(DTW)是衡量时序差异的标准方法,但仅限于离散点对齐。本文提出一种理论框架,学习实值函数间的映射关系,其通过空间依赖速度场的线性传输方程特征曲线逼近流形变换,实现时序的微分同胚对齐。利用特征法将偏微分方程转化为常微分方程(ODE),建模系统动力学。目标函数源于微积分基本定理。为实现速度场的灵活表达,采用再生核希尔伯特空间与最优控制方法。所提方法称为微分同胚时间规整(DiffTW),提供理论支撑的相似性度量。使用1-最近邻分类器,在85个数据集中,有39个表现优于无约束DTW,3个持平;而约束型DTW在48个数据集上更优,5个持平。

原文摘要 · Abstract (English)

Time series classification involves learning a mapping from a continuous, temporally ordered sequence of real-valued observations to discrete response variables, like class labels. This task is fundamental in domains, including health monitoring, where temporal structure is critical for prediction. Dynamic Time Warping (DTW) is a standard technique for measuring similarity between sequences varying in time or speed. However, DTW is restricted to discrete point matching. Moving beyond pairwise alignment, we propose a theoretical framework learning mappings between real-valued functions. These mappings approximate the flow associated with the characteristic curves of a linear transport equation with a space-dependent velocity field, providing a diffeomorphic transformation between time series. Using the method of characteristics, we transform this partial differential equation into ordinary differential equations (ODEs) modeling system dynamics. The objective function to learn these ODEs derives from the fundamental theorem of calculus. To enable flexible, expressive representations of the velocity field, we utilize reproducing kernel Hilbert spaces and optimal control methods. Our method, Diffeomorphic Time Warping (DiffTW), provides a theoretically grounded dissimilarity measure. Using a 1-nearest neighbor classifier, DiffTW outperforms unconstrained DTW on 39 of 85 datasets with 3 ties; however, constrained DTW outperforms DiffTW on 48 of 85 datasets with 5 ties.

时间序列时序对齐微分同胚机器学习

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