Time Series Domain Adaptation via Sparse Associative Structure Alignment
- URL: http://arxiv.org/abs/2012.11797v1
- Date: Tue, 22 Dec 2020 02:30:40 GMT
- Title: Time Series Domain Adaptation via Sparse Associative Structure Alignment
- Authors: Ruichu Cai, Jiawei Chen, Zijian Li, Wei Chen, Keli Zhang, Junjian Ye,
Zhuozhang Li, Xiaoyan Yang, Zhenjie Zhang
- Abstract summary: We propose a novel sparse associative structure alignment model for domain adaptation.
First, we generate the segment set to exclude the obstacle of offsets.
Second, the intra-variables and inter-variables sparse attention mechanisms are devised to extract associative structure time-series data.
Third, the associative structure alignment is used to guide the transfer of knowledge from the source domain to the target one.
- Score: 29.003081310633323
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Domain adaptation on time series data is an important but challenging task.
Most of the existing works in this area are based on the learning of the
domain-invariant representation of the data with the help of restrictions like
MMD. However, such extraction of the domain-invariant representation is a
non-trivial task for time series data, due to the complex dependence among the
timestamps. In detail, in the fully dependent time series, a small change of
the time lags or the offsets may lead to difficulty in the domain invariant
extraction. Fortunately, the stability of the causality inspired us to explore
the domain invariant structure of the data. To reduce the difficulty in the
discovery of causal structure, we relax it to the sparse associative structure
and propose a novel sparse associative structure alignment model for domain
adaptation. First, we generate the segment set to exclude the obstacle of
offsets. Second, the intra-variables and inter-variables sparse attention
mechanisms are devised to extract associative structure time-series data with
considering time lags. Finally, the associative structure alignment is used to
guide the transfer of knowledge from the source domain to the target one.
Experimental studies not only verify the good performance of our methods on
three real-world datasets but also provide some insightful discoveries on the
transferred knowledge.
Related papers
- tPARAFAC2: Tracking evolving patterns in (incomplete) temporal data [0.7285444492473742]
We introduce t(emporal)PARAFAC2 which utilizes temporal smoothness regularization on the evolving factors.
Our numerical experiments on both simulated and real datasets demonstrate the effectiveness of the temporal smoothness regularization.
arXiv Detail & Related papers (2024-07-01T15:10:55Z) - PeFAD: A Parameter-Efficient Federated Framework for Time Series Anomaly Detection [51.20479454379662]
We propose a.
Federated Anomaly Detection framework named PeFAD with the increasing privacy concerns.
We conduct extensive evaluations on four real datasets, where PeFAD outperforms existing state-of-the-art baselines by up to 28.74%.
arXiv Detail & Related papers (2024-06-04T13:51:08Z) - GinAR: An End-To-End Multivariate Time Series Forecasting Model Suitable for Variable Missing [21.980379175333443]
We propose a novel Graph Interpolation Attention Recursive Network (named GinAR) to model the spatial-temporal dependencies over the limited collected data for forecasting.
In GinAR, it consists of two key components, that is, attention and adaptive graph convolution.
Experiments conducted on five real-world datasets demonstrate that GinAR outperforms 11 SOTA baselines, and even when 90% of variables are missing, it can still accurately predict the future values of all variables.
arXiv Detail & Related papers (2024-05-18T16:42:44Z) - UniTime: A Language-Empowered Unified Model for Cross-Domain Time Series
Forecasting [59.11817101030137]
This research advocates for a unified model paradigm that transcends domain boundaries.
Learning an effective cross-domain model presents the following challenges.
We propose UniTime for effective cross-domain time series learning.
arXiv Detail & Related papers (2023-10-15T06:30:22Z) - Match-And-Deform: Time Series Domain Adaptation through Optimal
Transport and Temporal Alignment [10.89671409446191]
We introduce the Match-And-Deform (MAD) approach that aims at finding correspondences between the source and target time series.
When embedded into a deep neural network, MAD helps learning new representations of time series that both align the domains.
Empirical studies on benchmark datasets and remote sensing data demonstrate that MAD makes meaningful sample-to-sample pairing and time shift estimation.
arXiv Detail & Related papers (2023-08-24T09:57:11Z) - Context-aware Domain Adaptation for Time Series Anomaly Detection [69.3488037353497]
Time series anomaly detection is a challenging task with a wide range of real-world applications.
Recent efforts have been devoted to time series domain adaptation to leverage knowledge from similar domains.
We propose a framework that combines context sampling and anomaly detection into a joint learning procedure.
arXiv Detail & Related papers (2023-04-15T02:28:58Z) - Amortized Inference for Causal Structure Learning [72.84105256353801]
Learning causal structure poses a search problem that typically involves evaluating structures using a score or independence test.
We train a variational inference model to predict the causal structure from observational/interventional data.
Our models exhibit robust generalization capabilities under substantial distribution shift.
arXiv Detail & Related papers (2022-05-25T17:37:08Z) - Time-Series Domain Adaptation via Sparse Associative Structure
Alignment: Learning Invariance and Variance [20.838533947309802]
Domain adaptation on time-series data is often encountered in the industry but received limited attention in academia.
We propose Sparse Associative structure alignment by learning Invariance and Variance.
We extract the domain-invariant unweighted sparse associative structures with a unidirectional alignment restriction and embed the domain-variant strengths via a well-designed autoregressive module.
arXiv Detail & Related papers (2022-05-07T05:06:36Z) - TACTiS: Transformer-Attentional Copulas for Time Series [76.71406465526454]
estimation of time-varying quantities is a fundamental component of decision making in fields such as healthcare and finance.
We propose a versatile method that estimates joint distributions using an attention-based decoder.
We show that our model produces state-of-the-art predictions on several real-world datasets.
arXiv Detail & Related papers (2022-02-07T21:37:29Z) - Transferable Time-Series Forecasting under Causal Conditional Shift [28.059991304278572]
We propose an end-to-end model for the semi-supervised domain adaptation problem on time-series forecasting.
Our method can not only discover the Granger-Causal structures among cross-domain data but also address the cross-domain time-series forecasting problem with accurate and interpretable predicted results.
arXiv Detail & Related papers (2021-11-05T11:50:07Z) - Unsupervised Domain Adaptation for Spatio-Temporal Action Localization [69.12982544509427]
S-temporal action localization is an important problem in computer vision.
We propose an end-to-end unsupervised domain adaptation algorithm.
We show that significant performance gain can be achieved when spatial and temporal features are adapted separately or jointly.
arXiv Detail & Related papers (2020-10-19T04:25:10Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.