Learning to classify time series with limited data is a practical yet challenging problem. Current methods are primarily based on hand-designed feature extraction rules or domain-specific data augmentation. Motivated by the advances in deep speech processing models and the fact that voice data are univariate temporal signals, in this paper, we propose Voice2Series (V2S), a novel end-to-end approach that reprograms acoustic models for time series classification, through input transformation learning and output label mapping. Leveraging the representation learning power of a large-scale pre-trained speech processing model, on 30 different time series tasks we show that V2S either outperforms or is tied with state-of-the-art methods on 20 tasks, and improves their average accuracy by 1.84%. We further provide a theoretical justification of V2S by proving its population risk is upper bounded by the source risk and a Wasserstein distance accounting for feature alignment via reprogramming. Our results offer new and effective means to time series classification.
翻译:学习用有限数据对时间序列进行分类是一个实际但具有挑战性的问题。目前的方法主要基于手工设计的特征提取规则或特定域的数据增强。受深层语音处理模型的进展和语音数据是单流时间信号这一事实的驱动,本文提出“V2S系列”(V2S),这是一种新型的端对端方法,通过输入转换学习和输出标签绘图,将声学模型重新编程用于时间序列分类。利用大规模预先培训的语音处理模型在30个不同时间序列上的代表性学习能力,我们展示了V2S在20个任务上的表现或与最新方法挂钩,提高了平均精确度1.84%。我们还通过证明其人口风险,为V2S提供了理论上的理由,因为其人口风险受源风险的高度约束,而瓦塞斯坦远程核算则通过重新编程对地貌进行调。我们的结果为时间序列分类提供了新的有效手段。