Ti-MAE: Self-Supervised Masked Time Series Autoencoders

Multivariate Time Series forecasting has been an increasingly popular topic in various applications and scenarios. Recently, contrastive learning and Transformer-based models have achieved good performance in many long-term series forecasting tasks. However, there are still several issues in existing methods. First, the training paradigm of contrastive learning and downstream prediction tasks are inconsistent, leading to inaccurate prediction results. Second, existing Transformer-based models which resort to similar patterns in historical time series data for predicting future values generally induce severe distribution shift problems, and do not fully leverage the sequence information compared to self-supervised methods. To address these issues, we propose a novel framework named Ti-MAE, in which the input time series are assumed to follow an integrate distribution. In detail, Ti-MAE randomly masks out embedded time series data and learns an autoencoder to reconstruct them at the point-level. Ti-MAE adopts mask modeling (rather than contrastive learning) as the auxiliary task and bridges the connection between existing representation learning and generative Transformer-based methods, reducing the difference between upstream and downstream forecasting tasks while maintaining the utilization of original time series data. Experiments on several public real-world datasets demonstrate that our framework of masked autoencoding could learn strong representations directly from the raw data, yielding better performance in time series forecasting and classification tasks.Comment: 20 pages, 7 figure

Exploiting Counter-Examples for Active Learning with Partial labels

This paper studies a new problem, \emph{active learning with partial labels} (ALPL). In this setting, an oracle annotates the query samples with partial labels, relaxing the oracle from the demanding accurate labeling process. To address ALPL, we first build an intuitive baseline that can be seamlessly incorporated into existing AL frameworks. Though effective, this baseline is still susceptible to the \emph{overfitting}, and falls short of the representative partial-label-based samples during the query process. Drawing inspiration from human inference in cognitive science, where accurate inferences can be explicitly derived from \emph{counter-examples} (CEs), our objective is to leverage this human-like learning pattern to tackle the \emph{overfitting} while enhancing the process of selecting representative samples in ALPL. Specifically, we construct CEs by reversing the partial labels for each instance, and then we propose a simple but effective WorseNet to directly learn from this complementary pattern. By leveraging the distribution gap between WorseNet and the predictor, this adversarial evaluation manner could enhance both the performance of the predictor itself and the sample selection process, allowing the predictor to capture more accurate patterns in the data. Experimental results on five real-world datasets and four benchmark datasets show that our proposed method achieves comprehensive improvements over ten representative AL frameworks, highlighting the superiority of WorseNet. The source code will be available at \url{https://github.com/Ferenas/APLL}.Comment: 29 pages, Under revie