论文标题
通过间间关系推理的自我监督时间序列表示学习
Self-Supervised Time Series Representation Learning by Inter-Intra Relational Reasoning
论文作者
论文摘要
自我监督的学习通过从未标记的数据中提取有用的表示,在许多领域中取得了卓越的性能。但是,大多数传统的自我监管方法主要集中在探索样本间结构上,而较少的努力集中在基础临时结构上,这对于时间序列数据很重要。在本文中,我们提出了自我时间:一个普遍的自我监督时间序列表示框架学习框架,通过探索样本间关系和时间序列的周期内关系,以学习未标记时间序列的基本结构特征。具体而言,我们首先通过对给定锚样品的正面和负样品进行采样,以及通过从该锚点中抽样时间段来生成样本间关系。然后,基于采样的关系,使用共享特征提取主链与两个单独的关系推理头结合在一起,以量化样本对的关系以进行样本间关系推理,以及分别为周期内关系推理的时间对的关系。最后,在关系推理负责人的监督下,从主链中提取了时间序列的有用表示。时间序列分类任务的多个现实世界中时间序列数据集的实验结果证明了该方法的有效性。代码和数据可在https://haoyfan.github.io/上公开获取。
Self-supervised learning achieves superior performance in many domains by extracting useful representations from the unlabeled data. However, most of traditional self-supervised methods mainly focus on exploring the inter-sample structure while less efforts have been concentrated on the underlying intra-temporal structure, which is important for time series data. In this paper, we present SelfTime: a general self-supervised time series representation learning framework, by exploring the inter-sample relation and intra-temporal relation of time series to learn the underlying structure feature on the unlabeled time series. Specifically, we first generate the inter-sample relation by sampling positive and negative samples of a given anchor sample, and intra-temporal relation by sampling time pieces from this anchor. Then, based on the sampled relation, a shared feature extraction backbone combined with two separate relation reasoning heads are employed to quantify the relationships of the sample pairs for inter-sample relation reasoning, and the relationships of the time piece pairs for intra-temporal relation reasoning, respectively. Finally, the useful representations of time series are extracted from the backbone under the supervision of relation reasoning heads. Experimental results on multiple real-world time series datasets for time series classification task demonstrate the effectiveness of the proposed method. Code and data are publicly available at https://haoyfan.github.io/.