Abstract:Time series classification (TSC) on multivariate time series is a critical problem. We propose a novel multi-view approach integrating frequency-domain and time-domain features to provide complementary contexts for TSC. Our method fuses continuous wavelet transform spectral features with temporal convolutional or multilayer perceptron features. We leverage the Mamba state space model for efficient and scalable sequence modeling. We also introduce a novel tango scanning scheme to better model sequence relationships. Experiments on 10 standard benchmark datasets demonstrate our approach achieves an average 6.45% accuracy improvement over state-of-the-art TSC models.
Abstract:Long-term time-series forecasting remains challenging due to the difficulty in capturing long-term dependencies, achieving linear scalability, and maintaining computational efficiency. We introduce TimeMachine, an innovative model that leverages Mamba, a state-space model, to capture long-term dependencies in multivariate time series data while maintaining linear scalability and small memory footprints. TimeMachine exploits the unique properties of time series data to produce salient contextual cues at multi-scales and leverage an innovative integrated quadruple-Mamba architecture to unify the handling of channel-mixing and channel-independence situations, thus enabling effective selection of contents for prediction against global and local contexts at different scales. Experimentally, TimeMachine achieves superior performance in prediction accuracy, scalability, and memory efficiency, as extensively validated using benchmark datasets. Code availability: https://github.com/Atik-Ahamed/TimeMachine
Abstract:Tabular data remains ubiquitous across domains despite growing use of images and texts for machine learning. While deep learning models like convolutional neural networks and transformers achieve strong performance on tabular data, they require extensive data preprocessing, tuning, and resources, limiting accessibility and scalability. This work develops an innovative approach based on a structured state-space model (SSM), MambaTab, for tabular data. SSMs have strong capabilities for efficiently extracting effective representations from data with long-range dependencies. MambaTab leverages Mamba, an emerging SSM variant, for end-to-end supervised learning on tables. Compared to state-of-the-art baselines, MambaTab delivers superior performance while requiring significantly fewer parameters and minimal preprocessing, as empirically validated on diverse benchmark datasets. MambaTab's efficiency, scalability, generalizability, and predictive gains signify it as a lightweight, "out-of-the-box" solution for diverse tabular data with promise for enabling wider practical applications.