Time Series Domain Adaptation via Latent Invariant Causal Mechanism

Time series domain adaptation aims to transfer the complex temporal dependence from the labeled source domain to the unlabeled target domain. Recent advances leverage the stable causal mechanism over observed variables to model the domain-invariant temporal dependence. However, modeling precise causal structures in high-dimensional data, such as videos, remains challenging. Additionally, direct causal edges may not exist among observed variables (e.g., pixels). These limitations hinder the applicability of existing approaches to real-world scenarios. To address these challenges, we find that the high-dimension time series data are generated from the low-dimension latent variables, which motivates us to model the causal mechanisms of the temporal latent process. Based on this intuition, we propose a latent causal mechanism identification framework that guarantees the uniqueness of the reconstructed latent causal structures. Specifically, we first identify latent variables by utilizing sufficient changes in historical information. Moreover, by enforcing the sparsity of the relationships of latent variables, we can achieve identifiable latent causal structures. Built on the theoretical results, we develop the Latent Causality Alignment (LCA) model that leverages variational inference, which incorporates an intra-domain latent sparsity constraint for latent structure reconstruction and an inter-domain latent sparsity constraint for domain-invariant structure reconstruction. Experiment results on eight benchmarks show a general improvement in the domain-adaptive time series classification and forecasting tasks, highlighting the effectiveness of our method in real-world scenarios. Codes are available at https://github.com/DMIRLAB-Group/LCA.

Retrieving Filter Spectra in CNN for Explainable Sleep Stage Classification

Despite significant advances in deep learning-based sleep stage classification, the clinical adoption of automatic classification models remains slow. One key challenge is the lack of explainability, as many models function as black boxes with millions of parameters. In response, recent work has increasingly focussed on enhancing model explainability. This study contributes to these efforts by globally explaining spectral processing of individual EEG channels. Specifically, we introduce a method to retrieve the filter spectrum of low-level convolutional feature extraction and compare it with the classification-relevant spectral information in the data. We evaluate our approach on the MSA-CNN model using the ISRUC-S3 and Sleep-EDF-20 datasets. Our findings show that spectral processing plays a significant role in the lower frequency bands. In addition, comparing the correlation between filter spectrum and data-based spectral information with univariate performance indicates that the model naturally prioritises the most informative channels in a multimodal setting. We specify how these insights can be leveraged to enhance model performance. The code for the filter spectrum retrieval and its analysis is available at https://github.com/sgoerttler/MSA-CNN.

MSA-CNN: A Lightweight Multi-Scale CNN with Attention for Sleep Stage Classification

Recent advancements in machine learning-based signal analysis, coupled with open data initiatives, have fuelled efforts in automatic sleep stage classification. Despite the proliferation of classification models, few have prioritised reducing model complexity, which is a crucial factor for practical applications. In this work, we introduce Multi-Scale and Attention Convolutional Neural Network (MSA-CNN), a lightweight architecture featuring as few as ~10,000 parameters. MSA-CNN leverages a novel multi-scale module employing complementary pooling to eliminate redundant filter parameters and dense convolutions. Model complexity is further reduced by separating temporal and spatial feature extraction and using cost-effective global spatial convolutions. This separation of tasks not only reduces model complexity but also mirrors the approach used by human experts in sleep stage scoring. We evaluated both small and large configurations of MSA-CNN against nine state-of-the-art baseline models across three public datasets, treating univariate and multivariate models separately. Our evaluation, based on repeated cross-validation and re-evaluation of all baseline models, demonstrated that the large MSA-CNN outperformed all baseline models on all three datasets in terms of accuracy and Cohen's kappa, despite its significantly reduced parameter count. Lastly, we explored various model variants and conducted an in-depth analysis of the key modules and techniques, providing deeper insights into the underlying mechanisms. The code for our models, baselines, and evaluation procedures is available at https://github.com/sgoerttler/MSA-CNN.

Learning Pattern-Specific Experts for Time Series Forecasting Under Patch-level Distribution Shift

Time series forecasting, which aims to predict future values based on historical data, has garnered significant attention due to its broad range of applications. However, real-world time series often exhibit complex non-uniform distribution with varying patterns across segments, such as season, operating condition, or semantic meaning, making accurate forecasting challenging. Existing approaches, which typically train a single model to capture all these diverse patterns, often struggle with the pattern drifts between patches and may lead to poor generalization. To address these challenges, we propose \textbf{TFPS}, a novel architecture that leverages pattern-specific experts for more accurate and adaptable time series forecasting. TFPS employs a dual-domain encoder to capture both time-domain and frequency-domain features, enabling a more comprehensive understanding of temporal dynamics. It then uses subspace clustering to dynamically identify distinct patterns across data patches. Finally, pattern-specific experts model these unique patterns, delivering tailored predictions for each patch. By explicitly learning and adapting to evolving patterns, TFPS achieves significantly improved forecasting accuracy. Extensive experiments on real-world datasets demonstrate that TFPS outperforms state-of-the-art methods, particularly in long-term forecasting, through its dynamic and pattern-aware learning approach. The data and codes are available: \url{https://github.com/syrGitHub/TFPS}.

Evidentially Calibrated Source-Free Time-Series Domain Adaptation with Temporal Imputation

Source-free domain adaptation (SFDA) aims to adapt a model pre-trained on a labeled source domain to an unlabeled target domain without access to source data, preserving the source domain's privacy. While SFDA is prevalent in computer vision, it remains largely unexplored in time series analysis. Existing SFDA methods, designed for visual data, struggle to capture the inherent temporal dynamics of time series, hindering adaptation performance. This paper proposes MAsk And imPUte (MAPU), a novel and effective approach for time series SFDA. MAPU addresses the critical challenge of temporal consistency by introducing a novel temporal imputation task. This task involves randomly masking time series signals and leveraging a dedicated temporal imputer to recover the original signal within the learned embedding space, bypassing the complexities of noisy raw data. Notably, MAPU is the first method to explicitly address temporal consistency in the context of time series SFDA. Additionally, it offers seamless integration with existing SFDA methods, providing greater flexibility. We further introduce E-MAPU, which incorporates evidential uncertainty estimation to address the overconfidence issue inherent in softmax predictions. To achieve that, we leverage evidential deep learning to obtain a better-calibrated pre-trained model and adapt the target encoder to map out-of-support target samples to a new feature representation closer to the source domain's support. This fosters better alignment, ultimately enhancing adaptation performance. Extensive experiments on five real-world time series datasets demonstrate that both MAPU and E-MAPU achieve significant performance gains compared to existing methods. These results highlight the effectiveness of our proposed approaches for tackling various time series domain adaptation problems.

Hierarchical Classification Auxiliary Network for Time Series Forecasting

Deep learning has significantly advanced time series forecasting through its powerful capacity to capture sequence relationships. However, training these models with the Mean Square Error (MSE) loss often results in over-smooth predictions, making it challenging to handle the complexity and learn high-entropy features from time series data with high variability and unpredictability. In this work, we introduce a novel approach by tokenizing time series values to train forecasting models via cross-entropy loss, while considering the continuous nature of time series data. Specifically, we propose Hierarchical Classification Auxiliary Network, HCAN, a general model-agnostic component that can be integrated with any forecasting model. HCAN is based on a Hierarchy-Aware Attention module that integrates multi-granularity high-entropy features at different hierarchy levels. At each level, we assign a class label for timesteps to train an Uncertainty-Aware Classifier. This classifier mitigates the over-confidence in softmax loss via evidence theory. We also implement a Hierarchical Consistency Loss to maintain prediction consistency across hierarchy levels. Extensive experiments integrating HCAN with state-of-the-art forecasting models demonstrate substantial improvements over baselines on several real-world datasets. Code is available at:https://github.com/syrGitHub/HCAN.

TSLANet: Rethinking Transformers for Time Series Representation Learning

Time series data, characterized by its intrinsic long and short-range dependencies, poses a unique challenge across analytical applications. While Transformer-based models excel at capturing long-range dependencies, they face limitations in noise sensitivity, computational efficiency, and overfitting with smaller datasets. In response, we introduce a novel Time Series Lightweight Adaptive Network (TSLANet), as a universal convolutional model for diverse time series tasks. Specifically, we propose an Adaptive Spectral Block, harnessing Fourier analysis to enhance feature representation and to capture both long-term and short-term interactions while mitigating noise via adaptive thresholding. Additionally, we introduce an Interactive Convolution Block and leverage self-supervised learning to refine the capacity of TSLANet for decoding complex temporal patterns and improve its robustness on different datasets. Our comprehensive experiments demonstrate that TSLANet outperforms state-of-the-art models in various tasks spanning classification, forecasting, and anomaly detection, showcasing its resilience and adaptability across a spectrum of noise levels and data sizes. The code is available at \url{https://github.com/emadeldeen24/TSLANet}

Source-Free Domain Adaptation with Temporal Imputation for Time Series Data

Source-free domain adaptation (SFDA) aims to adapt a pretrained model from a labeled source domain to an unlabeled target domain without access to the source domain data, preserving source domain privacy. Despite its prevalence in visual applications, SFDA is largely unexplored in time series applications. The existing SFDA methods that are mainly designed for visual applications may fail to handle the temporal dynamics in time series, leading to impaired adaptation performance. To address this challenge, this paper presents a simple yet effective approach for source-free domain adaptation on time series data, namely MAsk and imPUte (MAPU). First, to capture temporal information of the source domain, our method performs random masking on the time series signals while leveraging a novel temporal imputer to recover the original signal from a masked version in the embedding space. Second, in the adaptation step, the imputer network is leveraged to guide the target model to produce target features that are temporally consistent with the source features. To this end, our MAPU can explicitly account for temporal dependency during the adaptation while avoiding the imputation in the noisy input space. Our method is the first to handle temporal consistency in SFDA for time series data and can be seamlessly equipped with other existing SFDA methods. Extensive experiments conducted on three real-world time series datasets demonstrate that our MAPU achieves significant performance gain over existing methods. Our code is available at \url{https://github.com/mohamedr002/MAPU_SFDA_TS}.

Label-efficient Time Series Representation Learning: A Review

The scarcity of labeled data is one of the main challenges of applying deep learning models on time series data in the real world. Therefore, several approaches, e.g., transfer learning, self-supervised learning, and semi-supervised learning, have been recently developed to promote the learning capability of deep learning models from the limited time series labels. In this survey, for the first time, we provide a novel taxonomy to categorize existing approaches that address the scarcity of labeled data problem in time series data based on their reliance on external data sources. Moreover, we present a review of the recent advances in each approach and conclude the limitations of the current works and provide future directions that could yield better progress in the field.

CoTMix: Contrastive Domain Adaptation for Time-Series via Temporal Mixup

Unsupervised Domain Adaptation (UDA) has emerged as a powerful solution for the domain shift problem via transferring the knowledge from a labeled source domain to a shifted unlabeled target domain. Despite the prevalence of UDA for visual applications, it remains relatively less explored for time-series applications. In this work, we propose a novel lightweight contrastive domain adaptation framework called CoTMix for time-series data. Unlike existing approaches that either use statistical distances or adversarial techniques, we leverage contrastive learning solely to mitigate the distribution shift across the different domains. Specifically, we propose a novel temporal mixup strategy to generate two intermediate augmented views for the source and target domains. Subsequently, we leverage contrastive learning to maximize the similarity between each domain and its corresponding augmented view. The generated views consider the temporal dynamics of time-series data during the adaptation process while inheriting the semantics among the two domains. Hence, we gradually push both domains towards a common intermediate space, mitigating the distribution shift across them. Extensive experiments conducted on four real-world time-series datasets show that our approach can significantly outperform all state-of-the-art UDA methods. The implementation code of CoTMix is available at \href{https://github.com/emadeldeen24/CoTMix}{github.com/emadeldeen24/CoTMix}.