Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series

Fuente: arXiv
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Main Authors: Zhang, Weijia, Yin, Chenlong, Liu, Hao, Xiong, Hui
Format: Preprint
Published: 2024
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author Zhang, Weijia
Yin, Chenlong
Liu, Hao
Xiong, Hui
author_facet Zhang, Weijia
Yin, Chenlong
Liu, Hao
Xiong, Hui
contents Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series analysis, intending to create a unified foundation model that addresses various time series analytical tasks. However, these efforts predominantly focus on Regularly Sampled Time Series (RSTS), neglecting the unique challenges posed by Irregularly Sampled Time Series (ISTS), which are characterized by uneven sampling intervals and prevalent missing data. To bridge this gap, this work takes the first step in exploring the potential of PLMs for ISTS analysis. We begin by investigating the effect of various methods for representing ISTS, aiming to maximize the efficacy of PLMs in the analysis. Furthermore, we propose a unified PLM-based framework, named ISTS-PLM, to address diverse ISTS analytical tasks. It integrates novel time-aware and variable-aware PLMs tailored to tackle the intractable intra- and inter-time series modeling in ISTS. Finally, extensive experiments on a comprehensive benchmark demonstrate that the ISTS-PLM, utilizing a structured and effective series-based representation for ISTS, consistently achieves state-of-the-art performance across various analytical tasks, such as classification, interpolation, extrapolation, few-shot and zero-shot learning scenarios, spanning scientific domains like healthcare, biomechanics, and climate science.
format Preprint
id arxiv_https___arxiv_org_abs_2408_08328
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series
Zhang, Weijia
Yin, Chenlong
Liu, Hao
Xiong, Hui
Artificial Intelligence
Machine Learning
Applications
Pre-trained Language Models (PLMs), such as ChatGPT, have significantly advanced the field of natural language processing. This progress has inspired a series of innovative studies that explore the adaptation of PLMs to time series analysis, intending to create a unified foundation model that addresses various time series analytical tasks. However, these efforts predominantly focus on Regularly Sampled Time Series (RSTS), neglecting the unique challenges posed by Irregularly Sampled Time Series (ISTS), which are characterized by uneven sampling intervals and prevalent missing data. To bridge this gap, this work takes the first step in exploring the potential of PLMs for ISTS analysis. We begin by investigating the effect of various methods for representing ISTS, aiming to maximize the efficacy of PLMs in the analysis. Furthermore, we propose a unified PLM-based framework, named ISTS-PLM, to address diverse ISTS analytical tasks. It integrates novel time-aware and variable-aware PLMs tailored to tackle the intractable intra- and inter-time series modeling in ISTS. Finally, extensive experiments on a comprehensive benchmark demonstrate that the ISTS-PLM, utilizing a structured and effective series-based representation for ISTS, consistently achieves state-of-the-art performance across various analytical tasks, such as classification, interpolation, extrapolation, few-shot and zero-shot learning scenarios, spanning scientific domains like healthcare, biomechanics, and climate science.
title Unleashing The Power of Pre-Trained Language Models for Irregularly Sampled Time Series
topic Artificial Intelligence
Machine Learning
Applications
url https://arxiv.org/abs/2408.08328