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TSLANet: Rethinking Transformers for Time Series Representation Learning (2404.08472v2)

Published 12 Apr 2024 in cs.LG and stat.ML

Abstract: Time series data, characterized by its intrinsic long and short-range dependencies, poses a unique challenge across analytical applications. While Transformer-based models excel at capturing long-range dependencies, they face limitations in noise sensitivity, computational efficiency, and overfitting with smaller datasets. In response, we introduce a novel Time Series Lightweight Adaptive Network (TSLANet), as a universal convolutional model for diverse time series tasks. Specifically, we propose an Adaptive Spectral Block, harnessing Fourier analysis to enhance feature representation and to capture both long-term and short-term interactions while mitigating noise via adaptive thresholding. Additionally, we introduce an Interactive Convolution Block and leverage self-supervised learning to refine the capacity of TSLANet for decoding complex temporal patterns and improve its robustness on different datasets. Our comprehensive experiments demonstrate that TSLANet outperforms state-of-the-art models in various tasks spanning classification, forecasting, and anomaly detection, showcasing its resilience and adaptability across a spectrum of noise levels and data sizes. The code is available at https://github.com/emadeldeen24/TSLANet.

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Authors (5)
  1. Emadeldeen Eldele (20 papers)
  2. Mohamed Ragab (28 papers)
  3. Zhenghua Chen (51 papers)
  4. Min Wu (201 papers)
  5. Xiaoli Li (120 papers)
Citations (12)

Summary

Analysis of TSLANet: A Convolutional Approach to Time Series Representation Learning

The research paper titled "TSLANet: Rethinking Transformers for Time Series Representation Learning," introduces Time Series Lightweight Adaptive Network (TSLANet) for the analysis of time series data. This paper addresses the persistent challenges faced by existing Transformer-based architectures when applied to time series tasks—specifically, issues related to computational inefficiency, noise sensitivity, and overfitting in scenarios involving limited data. The authors propose a novel convolutional approach, employing Adaptive Spectral Block (ASB) and Interactive Convolution Block (ICB), which markedly improve time series representation and learning by leveraging both frequency domain processing and convolutional features.

Detailed Overview

TSLANet aims to establish a universal model adept at handling various time series tasks: classification, forecasting, and anomaly detection. By supplanting the Transformer’s computationally intensive attention mechanism with a more efficient convolutional design, TSLANet seeks to improve noise resilience and adaptability, maintaining rich data representations across varying noise levels and data dimensions.

Key Contributions

  1. Adaptive Spectral Block (ASB): The ASB employs the Fast Fourier Transform (FFT) to shift input data into the frequency domain, allowing TSLANet to harness both long-term and short-term dependencies inherent in time series data. The ASB features adaptive filtering to mitigate noise, using learnable frequency thresholds to selectively minimize high-frequency components that often encode noise.
  2. Interactive Convolution Block (ICB): TSLANet's ICB employs dual 1D convolutional layers with varying kernel sizes, designed to interactively refine feature representations. This block captures complex temporal patterns through element-wise operations, expanding the convolutional neural network (CNN) capabilities to infer both fine-grained and extensive temporal interactions within the dataset.
  3. Self-Supervised Pretraining: Employing a masked autoencoding strategy, TSLANet pretrains on masked patches of time series data. This approach compels the model to infer missing segments, effectively bolstering its ability to learn informative representations without requiring extensive labeled datasets.

Performance Evaluation

TSLANet's effectiveness was evaluated across a wide array of benchmarking datasets for classification, forecasting, and anomaly detection. The paper reports superior performance over the current state-of-the-art, notably in complex scenarios involving noise. Specifically:

  • TSLANet achieves an average accuracy of 85.90% on classification tasks across various datasets, outperforming several convolutional and Transformer-based baselines.
  • In forecasting, it demonstrates robust predictive capabilities, particularly highlighting improvements in MSE and MAE over comparison models.
  • The model’s anomaly detection performance is underscored by an average F1-score of 87.54%, showcasing TSLANet’s ability to identify subtle anomalies in multi-faceted datasets.

Implications and Future Directions

The research presents compelling arguments for shifting towards convolution-based architectures for time series representation learning. The integration of spectral domain analysis with adaptive filtering introduces a nuanced perspective that could redefine methodologies beyond mere time series tasks. Such an approach allows for the potential development of more generalized models capable of managing heterogeneous datasets with inherent temporal complexities.

Looking forward, there are interesting avenues to explore. Enhancements in adaptive filtering algorithms, additional pretraining tasks tailored for time series contexts, and scalability to larger datasets with more complex temporal dynamics are pertinent areas for development. Furthermore, by expanding the framework to incorporate large-scale pretraining with diverse datasets, TSLANet could further elevate its standing as a foundational model for time series analysis, effectively competing with emerging LLM-based models.

Conclusion

The paper presents TSLANet as a promising paradigm shift from Transformer-centric models to a convolutionally-driven approach, merging spectral analysis with adaptable convolution operations. The strides made in noise reduction and computational efficiency elucidate a pathway for future research in designing versatile and efficient models for time series representation learning. TSLANet contributes significantly to the evolving discourse on artificial intelligence's role in temporal data analysis, underscoring the necessity for innovative solutions in increasingly complex analytical landscapes.

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