用合成数据训练的模型,直接通过上下文学习完成时间序列分类,无需微调。
TimEE: End-to-end Time Series Classification via In-Context Learning

- 基于合成数据构建的端到端模型,利用上下文学习直接输出分类结果。
- 在UCR基准上达到最高ROC AUC(0.987),超越多数预训练模型和监督学习方法。
- 无需针对具体数据集训练,适合快速部署于新任务或小样本场景。
时间序列分类(TSC)通常采用两阶段范式:先训练特征编码器,再在顶层添加特定任务分类器。该方法虽有效,但表征学习与分类目标解耦,需针对每项数据集训练,且推理时无法利用标签信息。本文提出TimEE,一个450万参数的基础模型,实现基于上下文学习的端到端时间序列分类。给定带标签的支持集和待分类查询序列,TimEE可在单次前向传播中直接输出类别分布,无需任何特定数据集的训练。模型基于先前数据拟合网络(PFN)框架,在仅使用合成时间序列任务上进行元训练,每个任务中的类别差异源于生成过程中的结构化分布偏移。尽管预训练未接触真实时间序列,TimEE在UCR基准上以0.987的ROC AUC排名第一(准确率第三),是首个在该基准上达到顶尖性能的纯合成预训练模型。这一结果证明了基于合成先验的端到端上下文学习在时间序列分类中具有巨大潜力,未来可从规模扩展、先验设计与更丰富生成机制入手优化。代码已公开。
原文摘要 · Abstract (English)
Time series classification (TSC) is dominated by a two-stage paradigm: train a feature encoder -- either from scratch on the target dataset or via pretraining on large corpora -- and then fit a task-specific classifier on top. While effective, this decoupling optimizes representation learning independently of the classification objective, requires per-dataset training, and prevents the model from exploiting label information during inference. We introduce TimEE, a 4.5M-parameter foundation model for end-to-end TSC via in-context learning. Given a labeled support set and a query time series, TimEE directly outputs a predicted class distribution in a single forward pass with no per-dataset training required. Following the prior-data fitted network (PFN) framework, TimEE is meta-trained exclusively on synthetic TSC tasks, where each task contains time series with distinct class identities arising from structured distributional shifts in the generative process. Despite seeing no real time series during pre-training, TimEE ranks first in ROC AUC (and third on accuracy) on the UCR benchmark among all compared methods, which include both foundation models and supervised deep learning baselines. To our knowledge, TimEE is the first purely synthetic-pretrained model to reach state-of-the-art performance on the UCR benchmark. These results establish end-to-end ICL with synthetic priors as a compelling, largely unexplored direction for TSC, with scaling, prior design, and richer generation mechanisms as natural avenues for improvement. Code is publicly available at http://github.com/automl/timee.
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