arXiv:2609.02203cs.LGcs.AI2026-09

提出多源多阶段时序表示迁移框架,提升时序建模效果

SMart: A Multi-source Multi-phase Time Series Representation Transfer Framework

论文配图:SMart: A Multi-source Multi-phase Time Series Representation Transfer Framework
图 1 · 摘自论文原文
  • 设计多阶段递归图恢复任务,捕捉时序动态特征
  • 引入多源数据选择器,增强预训练数据多样性
  • 在分类与回归任务中显著优于现有方法

时间序列表示学习(TSRL)近年来受到广泛关注。现有研究主要基于Transformer架构学习时序特征,并尝试从其他数据集借用时序数据以促进表示迁移。然而,现有方法在自监督恢复任务设计上较为简单,且仅使用单一源数据集。本文提出一种新型框架SMart,包含两项创新:1)设计三种模式的多阶段递归图恢复任务,引导编码器将时序动态信息嵌入表示;2)引入源数据选择器,自动选取多个合适源数据集,补充目标数据集用于预训练。实验表明,SMart在单变量和多变量时序数据集上的分类与回归任务中均优于多个主流模型,时序回归的平均绝对误差降低最高达19.5%,分类准确率平均提升最高达1.34%。

原文摘要 · Abstract (English)

Time series representation learning (TSRL) has attracted growing research interests in recent years. Two recent explorations in TSRL are: i) exploiting a transformer-based framework to learn time series; ii) instead of using only the targeted dataset, borrowing time series from other datasets to to facilitate representation transfer. While these two explorations are shown effective, the self-supervised time series recovery task in (i) and the single-source dataset used in (ii) are technically simple and thus can be enhanced with new ideas. In this work, we propose a new TSRL framework, namely multi-source multi-phase time series representation transfer (SMart), which has two novel mechanisms to address the aforementioned deficiencies: 1) a multi-phase recurrence plots recovery task, in three alternative modes, for guiding the encoder to embed time series dynamics into the time series representation; and 2) a source dataset selector to select multiple suitable source datasets to supplement the original target dataset for pre-training the TSRL encoder. Experimental results show that SMart outperforms several state-of-the-art models for time series representation learning, classification and regression on both uni-variate and multi-variate time series datasets, reducing mean absolute error up to 19.5% for time series regression, and increasing average accuracy up to 1.34\% for time series classification.

时序建模表示学习多源迁移Transformer

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