A Systematic Evaluation of Generated Time Series and Their Effects in Self-Supervised Pretraining

Fuente: arXiv
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Main Authors: Der, Audrey, Yeh, Chin-Chia Michael, Dai, Xin, Chen, Huiyuan, Zheng, Yan, Fan, Yujie, Zhuang, Zhongfang, Lai, Vivian, Wang, Junpeng, Wang, Liang, Zhang, Wei, Keogh, Eamonn
Format: Preprint
Published: 2024
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author Der, Audrey
Yeh, Chin-Chia Michael
Dai, Xin
Chen, Huiyuan
Zheng, Yan
Fan, Yujie
Zhuang, Zhongfang
Lai, Vivian
Wang, Junpeng
Wang, Liang
Zhang, Wei
Keogh, Eamonn
author_facet Der, Audrey
Yeh, Chin-Chia Michael
Dai, Xin
Chen, Huiyuan
Zheng, Yan
Fan, Yujie
Zhuang, Zhongfang
Lai, Vivian
Wang, Junpeng
Wang, Liang
Zhang, Wei
Keogh, Eamonn
contents Self-supervised Pretrained Models (PTMs) have demonstrated remarkable performance in computer vision and natural language processing tasks. These successes have prompted researchers to design PTMs for time series data. In our experiments, most self-supervised time series PTMs were surpassed by simple supervised models. We hypothesize this undesired phenomenon may be caused by data scarcity. In response, we test six time series generation methods, use the generated data in pretraining in lieu of the real data, and examine the effects on classification performance. Our results indicate that replacing a real-data pretraining set with a greater volume of only generated samples produces noticeable improvement.
format Preprint
id arxiv_https___arxiv_org_abs_2408_07869
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A Systematic Evaluation of Generated Time Series and Their Effects in Self-Supervised Pretraining
Der, Audrey
Yeh, Chin-Chia Michael
Dai, Xin
Chen, Huiyuan
Zheng, Yan
Fan, Yujie
Zhuang, Zhongfang
Lai, Vivian
Wang, Junpeng
Wang, Liang
Zhang, Wei
Keogh, Eamonn
Machine Learning
Self-supervised Pretrained Models (PTMs) have demonstrated remarkable performance in computer vision and natural language processing tasks. These successes have prompted researchers to design PTMs for time series data. In our experiments, most self-supervised time series PTMs were surpassed by simple supervised models. We hypothesize this undesired phenomenon may be caused by data scarcity. In response, we test six time series generation methods, use the generated data in pretraining in lieu of the real data, and examine the effects on classification performance. Our results indicate that replacing a real-data pretraining set with a greater volume of only generated samples produces noticeable improvement.
title A Systematic Evaluation of Generated Time Series and Their Effects in Self-Supervised Pretraining
topic Machine Learning
url https://arxiv.org/abs/2408.07869