mlsanityData to 14 Oct 2026

VSFormer: Value and Shape-Aware Transformer with Prior-Enhanced Self-Attention for Multivariate Time Series Classification

arXiv 2412.16515 ↗First posted 21 Dec 2024cs.LG cs.AIcited by 2

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Abstract (arXiv)

Multivariate time series classification is a crucial task in data mining, attracting growing research interest due to its broad applications. While many existing methods focus on discovering discriminative patterns in time series, real-world data does not always present such patterns, and sometimes raw numerical values can also serve as discriminative features. Additionally, the recent success of Transformer models has inspired many studies. However, when applying to time series classification, the self-attention mechanisms in Transformer models could introduce classification-irrelevant features, thereby compromising accuracy. To address these challenges, we propose a novel method, VSFormer, that incorporates both discriminative patterns (shape) and numerical information (value). In addition, we extract class-specific prior information derived from supervised information to enrich the positional encoding and provide classification-oriented self-attention learning, thereby enhancing its effectiveness. Extensive experiments on all 30 UEA archived datasets demonstrate the superior performance of our method compared to SOTA models. Through ablation studies, we demonstrate the effectiveness of the improved encoding layer and the proposed self-attention mechanism. Finally, We provide a case study on a real-world time series dataset without discriminative patterns to interpret our model.

Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 23 of its 45 references that are in the map. First posted on arXiv 21 Dec 2024.

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23 of 45 references.

References · 23

  1. 2017Attention Is All You Needcited by 60,361
  2. 2020An Image is Worth 16x16 Words: Transformers for Image Recognition at Scalecited by 30,186
  3. 2020A Transformer-based Framework for Multivariate Time Series Representation Learningcited by 453
  4. 2021Time-Series Representation Learning via Temporal and Contextual Contrastingcited by 345
  5. 2019ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernelscited by 339
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  8. 2020MINIROCKET: A Very Fast (Almost) Deterministic Transform for Time Series Classificationcited by 190
  9. 2020Benchmarking Multivariate Time Series Classification Algorithmscited by 145
  10. 2018Multivariate LSTM-FCNs for Time Series Classificationcited by 120
  11. 2021HIVE-COTE 2.0: a new meta ensemble for time series classificationcited by 118
  12. 2021Graph-Guided Network for Irregularly Sampled Multivariate Time Seriescited by 111
11 more
  1. 2013A Time Series Forest for Classification and Feature Extractioncited by 69
  2. 2017Multivariate Time Series Classification with WEASEL+MUSEcited by 53
  3. 2020The Canonical Interval Forest (CIF) Classifier for Time Series Classificationcited by 48
  4. 2017Fast and Accurate Time Series Classification with WEASELcited by 47
  5. 2023Improving Position Encoding of Transformers for Multivariate Time Series Classificationcited by 45
  6. 2021How to Train Your Flare Prediction Model: Revisiting Robust Sampling of Rare Eventscited by 26
  7. 2019Predicting Solar Flares Using a Long Short-Term Memory Networkcited by 25
  8. 2023FormerTime: Hierarchical Multi-Scale Representations for Multivariate Time Series Classificationcited by 21
  9. 2023TodyNet: Temporal Dynamic Graph Neural Network for Multivariate Time Series Classificationcited by 16
  10. 2021All-Clear Flare Prediction Using Interval-based Time Series Classifierscited by 13
  11. 2020Multivariate Time Series Classification with Hierarchical Variational Graph Poolingcited by 12

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