Existing approaches for learning representations of time-series keep the temporal arrangement of the time-steps intact with the presumption that the original order is the most optimal for learning. However, non-adjacent sections of real-world time-series may have strong dependencies. Accordingly, we raise the question: Is there an alternative arrangement for time-series which could enable more effective representation learning? To address this, we propose a simple plug-and-play neural network layer called Segment, Shuffle, and Stitch (S3) designed to improve representation learning in time-series models. S3 works by creating non-overlapping segments from the original sequence and shuffling them in a learned manner that is optimal for the task at hand.

Deep learning (DL) approaches are being increasingly used for time-series forecasting, with many efforts devoted to designing complex DL models. Recent studies have shown that the DL success is often attributed to effective data representations, fostering the fields of feature engineering and representation learning. However, automated approaches for feature learning are typically limited with respect to incorporating prior knowledge, identifying interactions among variables, and choosing evaluation metrics to ensure that the models are reliable. To improve on these limitations, this paper contributes a novel visual analytics framework, namely TimeTuner, designed to help analysts understand how model behaviors are associated with localized correlations, stationarity, and granularity of time-series representations. The system mainly consists of the following two-stage technique: We first leverage counterfactual explanations to connect the relationships among time-series representations, multivariate features and model predictions. Next, we design multiple coordinated views including a partition-based correlation matrix and juxtaposed bivariate stripes, and provide a set of interactions that allow users to step into the transformation selection process, navigate through the feature space, and reason the model performance. We instantiate TimeTuner with two transformation methods of smoothing and sampling, and demonstrate its applicability on real-world time-series forecasting of univariate sunspots and multivariate air pollutants. Feedback from domain experts indicates that our system can help characterize time-series representations and guide the feature engineering processes.

Attention-based neural networks, such as Transformers, have become ubiquitous in numerous applications, including computer vision, natural language processing, and time-series analysis. In all kinds of attention networks, the attention maps are crucial as they encode semantic dependencies between input tokens. However, most existing attention networks perform modeling or reasoning based on representations , wherein the attention maps of different layers are learned separately without explicit interactions. In this paper, we propose a novel and generic evolving attention mechanism, which directly models the evolution of inter-token relationships through a chain of residual convolutional modules. The major motivations are twofold. On the one hand, the attention maps in different layers share transferable knowledge, thus adding a residual connection can facilitate the information flow of inter-token relationships across layers. On the other hand, there is naturally an evolutionary trend among attention maps at different abstraction levels, so it is beneficial to exploit a dedicated convolution-based module to capture this process. Equipped with the proposed mechanism, the convolution-enhanced evolving attention networks achieve superior performance in various applications, including time-series representation, natural language understanding, machine translation, and image classification. Especially on time-series representation tasks, Evolving Attention-enhanced Dilated Convolutional (EA-DC-) Transformer outperforms state-of-the-art models significantly, achieving an average of 17% improvement compared to the best SOTA. To the best of our knowledge, this is the first work that explicitly models the layer-wise evolution of attention maps. Our implementation is available at https://github.com/pkuyym/EvolvingAttention.

Time-series representation learning can extract representations from data with temporal dynamics and sparse labels. When labeled data are sparse but unlabeled data are abundant, contrastive learning, i.e., a framework to learn a latent space where similar samples are close to each other while dissimilar ones are far from each other, has shown outstanding performance. This strategy can encourage varied consistency of time-series representations depending on the positive pair selection and contrastive loss. We propose a new time-series representation learning method by combining the advantages of self-supervised tasks related to contextual, temporal, and transformation consistency. It allows the network to learn general representations for various downstream tasks and domains. Specifically, we first adopt data preprocessing to generate positive and negative pairs for each self-supervised task. The model then performs contextual, temporal, and transformation contrastive learning and is optimized jointly using their contrastive losses. We further investigate an uncertainty weighting approach to enable effective multi-task learning by considering the contribution of each consistency. We evaluate the proposed framework on three downstream tasks: time-series classification, forecasting, and anomaly detection. Experimental results show that our method not only outperforms the benchmark models on these downstream tasks, but also shows efficiency in cross-domain transfer learning.

We present an approach that incorporates expert knowledge for time-series representation learning. Our method employs expert features to replace the commonly used data transformations in previous contrastive learning approaches. We do this since time-series data frequently stems from the industrial or medical field where expert features are often available from domain experts, while transformations are generally elusive for time-series data. We start by proposing two properties that useful time-series representations should fulfill and show that current representation learning approaches do not ensure these properties. We therefore devise ExpCLR, a novel contrastive learning approach built on an objective that utilizes expert features to encourage both properties for the learned representation. Finally, we demonstrate on three real-world time-series datasets that ExpCLR surpasses several state-of-the-art methods for both unsupervised and semi-supervised representation learning.

We address the problem of predicting when a disease will develop, i.e., medical event time (MET), from a patient's electronic health record (EHR). The MET of non-communicable diseases like diabetes is highly correlated to cumulative health conditions, more specifically, how much time the patient spent with specific health conditions in the past. The common time-series representation is indirect in extracting such information from EHR because it focuses on detailed dependencies between values in successive observations, not cumulative information. We propose a novel data representation for EHR called cumulative stay-time representation (CTR), which directly models such cumulative health conditions. We derive a trainable construction of CTR based on neural networks that has the flexibility to fit the target data and scalability to handle high-dimensional EHR. Numerical experiments using synthetic and real-world datasets demonstrate that CTR alone achieves a high prediction performance, and it enhances the performance of existing models when combined with them.

Time-series representation learning is a fundamental task for time-series analysis. While significant progress has been made to achieve accurate representations for downstream applications, the learned representations often lack interpretability and do not expose semantic meanings. Different from previous efforts on the entangled feature space, we aim to extract the semantic-rich temporal correlations in the latent interpretable factorized representation of the data. Motivated by the success of disentangled representation learning in computer vision, we study the possibility of learning semantic-rich time-series representations, which remains unexplored due to three main challenges: 1) sequential data structure introduces complex temporal correlations and makes the latent representations hard to interpret, 2) sequential models suffer from KL vanishing problem, and 3) interpretable semantic concepts for time-series often rely on multiple factors instead of individuals. To bridge the gap, we propose Disentangle Time Series (DTS), a novel disentanglement enhancement framework for sequential data. Specifically, to generate hierarchical semantic concepts as the interpretable and disentangled representation of time-series, DTS introduces multi-level disentanglement strategies by covering both individual latent factors and group semantic segments. We further theoretically show how to alleviate the KL vanishing problem: DTS introduces a mutual information maximization term, while preserving a heavier penalty on the total correlation and the dimension-wise KL to keep the disentanglement property. Experimental results on various real-world benchmark datasets demonstrate that the representations learned by DTS achieve superior performance in downstream applications, with high interpretability of semantic concepts.

Koopman spectral analysis has attracted attention for nonlinear dynamical systems since we can analyze nonlinear dynamics with a linear regime by embedding data into a Koopman space by a nonlinear function. For the analysis, we need to find appropriate embedding functions. Although several neural network-based methods have been proposed for learning embedding functions, existing methods require long time-series for training neural networks. This limitation prohibits performing Koopman spectral analysis in applications where only short time-series are available. In this paper, we propose a meta-learning method for estimating embedding functions from unseen short time-series by exploiting knowledge learned from related but different time-series. With the proposed method, a representation of a given short time-series is obtained by a bidirectional LSTM for extracting its properties. The embedding function of the short time-series is modeled by a neural network that depends on the time-series representation. By sharing the LSTM and neural networks across multiple time-series, we can learn common knowledge from different time-series while modeling time-series-specific embedding functions with the time-series representation. Our model is trained such that the expected test prediction error is minimized with the episodic training framework. We experimentally demonstrate that the proposed method achieves better performance in terms of eigenvalue estimation and future prediction than existing methods.

We introduce a general framework for leveraging graph stream data for temporal prediction-based applications. Our proposed framework includes novel methods for learning an appropriate graph time-series representation, modeling and weighting the temporal dependencies, and generalizing existing embedding methods for such data. While previous work on dynamic modeling and embedding has focused on representing a stream of timestamped edges using a time-series of graphs based on a specific time-scale (e.g., 1 month), we propose the notion of an $\epsilon$-graph time-series that uses a fixed number of edges for each graph, and show its superiority over the time-scale representation used in previous work. In addition, we propose a number of new temporal models based on the notion of temporal reachability graphs and weighted temporal summary graphs. These temporal models are then used to generalize existing base (static) embedding methods by enabling them to incorporate and appropriately model temporal dependencies in the data. From the 6 temporal network models investigated (for each of the 7 base embedding methods), we find that the top-3 temporal models are always those that leverage the new $\epsilon$-graph time-series representation. Furthermore, the dynamic embedding methods from the framework almost always achieve better predictive performance than existing state-of-the-art dynamic node embedding methods that are developed specifically for such temporal prediction tasks. Finally, the findings of this work are useful for designing better dynamic embedding methods.