TimesBERT: A BERT-Style Foundation Model for Time Series Understanding

Time series analysis is crucial in diverse scenarios. Beyond forecasting, considerable real-world tasks are categorized into classification, imputation, and anomaly detection, underscoring different capabilities termed time series understanding in this paper. While GPT-style models have been positioned as foundation models for time series forecasting, the BERT-style architecture, which has made significant advances in natural language understanding, has not been fully unlocked for time series understanding, possibly attributed to the undesirable dropout of essential elements of BERT. In this paper, inspired by the shared multi-granularity structure between multivariate time series and multisentence documents, we design TimesBERT to learn generic representations of time series including temporal patterns and variate-centric characteristics. In addition to a natural adaptation of masked modeling, we propose a parallel task of functional token prediction to embody vital multi-granularity structures. Our model is pre-trained on 260 billion time points across diverse domains. Leveraging multi-granularity representations, TimesBERT achieves state-of-the-art performance across four typical downstream understanding tasks, outperforming task-specific models and language pre-trained backbones, positioning it as a versatile foundation model for time series understanding.

Requirements Engineering for Machine Learning: A Review and Reflection

Today, many industrial processes are undergoing digital transformation, which often requires the integration of well-understood domain models and state-of-the-art machine learning technology in business processes. However, requirements elicitation and design decision making about when, where and how to embed various domain models and end-to-end machine learning techniques properly into a given business workflow requires further exploration. This paper aims to provide an overview of the requirements engineering process for machine learning applications in terms of cross domain collaborations. We first review the literature on requirements engineering for machine learning, and then go through the collaborative requirements analysis process step-by-step. An example case of industrial data-driven intelligence applications is also discussed in relation to the aforementioned steps.

Multi-Adversarial Domain Adaptation

Recent advances in deep domain adaptation reveal that adversarial learning can be embedded into deep networks to learn transferable features that reduce distribution discrepancy between the source and target domains. Existing domain adversarial adaptation methods based on single domain discriminator only align the source and target data distributions without exploiting the complex multimode structures. In this paper, we present a multi-adversarial domain adaptation (MADA) approach, which captures multimode structures to enable fine-grained alignment of different data distributions based on multiple domain discriminators. The adaptation can be achieved by stochastic gradient descent with the gradients computed by back-propagation in linear-time. Empirical evidence demonstrates that the proposed model outperforms state of the art methods on standard domain adaptation datasets.