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Abstracted Shapes as Tokens - A Generalizable and Interpretable Model for Time-series Classification

NeurIPS 2024 · Time series › Foundation models for time series · approach: Time-series language reasoning · 2 citations (OpenAlex)

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Pre-trains VQShape, a patch-based transformer VQ-VAE that represents time series as vector-quantized abstracted shapes with offset, scale, position and length attributes, yielding interpretable tokens and code histograms for classification and zero-shot transfer.

Problem

Existing time-series foundation models are black boxes that give no human-understandable representations, while shapelet-based interpretable models are dataset-specific and fixed-length.

Approach

Decompose each subsequence into a quantized abstracted shape code plus offset, scale, start time and relative length, and pre-train a VQ-VAE with a subsequence-reconstruction loss and a diversity regularizer so the codebook of shapes is dataset-agnostic and interpretable.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use VQShape representations instead of the strongest overall baselinesUEA multivariate time-series classification · UEA 29 datasetsmean accuracy: 0.719 (T-Rep) -> 0.723 (VQShape)No clear effect
Use VQShape instead of MOMENT or UniTS with 29-dataset pre-trainingfrozen pre-trained representations · UEA 29 datasetsmean accuracy: 0.697 (MOMENT), 0.581 (UniTS) -> 0.723Helped
Increase pre-training data from 9 to 29 UEA datasetsVQShape · UEA 29 datasetsmean accuracy: 0.723 -> 0.723No clear effect
Increase code dimension from 8 to 32 (ablation)VQShape token classifier · UEA 29 datasetsmean accuracy: 0.723 -> 0.721Hurt
Increase code dimension from 8 to 32 (ablation)VQShape histogram classifier · UEA 29 datasetsmean accuracy: 0.709 -> 0.717Helped
Add shape-level subsequence reconstruction loss (ablation)VQShape token classifier · UEA 29 datasetsmean accuracy: 0.708 -> 0.723Helped
Add shape-level subsequence reconstruction loss (ablation)VQShape histogram classifier · UEA 29 datasetsmean accuracy: 0.707 -> 0.709Helped
Use codebook size 64 instead of larger codebooks (ablation)VQShape histogram classifier · UEA datasetsmean accuracyHelped
Increase codebook size (ablation)VQShape token classifier · UEA datasetsmean accuracyHelped
Use token representations instead of histogram representations (ablation)VQShape classifiers · UEA datasetsmean accuracyHelped

Surprising findings

Limitations

Experimental setup

Datasets: UEA Multivariate Time Series Classification Archive (29 datasets)

Benchmarks: UEA Multivariate Time Series Classification Archive (29 datasets)

Metrics: classification accuracy mean accuracy median accuracy mean rank Wilcoxon p-value

Baselines: DTW STRF DLinear Autoformer FEDformer PatchTST TimesNet TS-TCC TST T-Rep TS2Vec MOMENT

Builds on: VQ-VAE MOMENT shapelet transform concept bottleneck models BOSS

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