SpecAR-Net: Spectrogram Analysis and Representation Network for Time Series

SpecAR-Net: Spectrogram Analysis and Representation Network for Time Series

Yi Dong, Liwen Zhang, Youcheng Zhang, Shi Peng, Wen Chen, Zhe Ma

Proceedings of the Thirty-Third International Joint Conference on Artificial Intelligence
Main Track. Pages 3917-3925. https://doi.org/10.24963/ijcai.2024/433

Representing temporal-structured samples is essential for effective time series analysis tasks. So far, recurrent networks, convolution networks and transformer-style models have been successively applied in temporal data representation, yielding notable results. However, most existing methods primarily focus on modeling and representing the variation patterns within time series in the time domain. As a highly abstracted information entity, 1D time series couples various patterns such as trends, seasonality, and dramatic changes (instantaneous high dynamic), it is difficult to exploit these highly coupled properties merely by analysis tools on purely time domain. To this end, we present Spectrogram Analysis and Representation Network (SpecAR-Net). SpecAR-Net aims at learning more comprehensive representations by modeling raw time series in both time and frequency domain, where an efficient joint extraction of time-frequency features is achieved through a group of learnable 2D multi-scale parallel complex convolution blocks. Experimental results show that the SpecAR-Net achieves excellent performance on 5 major downstream tasks i.e., classification, anomaly detection, imputation, long- and short-term forecasting. Code and appendix are available at https://github.com/Dongyi2go/SpecAR_Net.
Keywords:
Machine Learning: ML: Representation learning
Machine Learning: ML: Convolutional networks