# FIC-TSC: Learning Time Series Classification with Fisher Information Constraint

arXiv: https://arxiv.org/abs/2505.06114 · HTML: https://mlsanity.com/paper/2505.06114/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 43 of its 73 references that are in the map.
- First posted on arXiv 9 May 2025.

## Builds on (most cited first, 30 of 43)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift](https://mlsanity.com/paper/1502.03167/) (2015)
- [Overcoming catastrophic forgetting in neural networks](https://mlsanity.com/paper/1612.00796/) (2016)
- [A Time Series is Worth 64 Words: Long-term Forecasting with Transformers](https://mlsanity.com/paper/2211.14730/) (2022)
- [Sharpness-Aware Minimization for Efficiently Improving Generalization](https://mlsanity.com/paper/2010.01412/) (2020)
- [On Large-Batch Training for Deep Learning: Generalization Gap and Sharp Minima](https://mlsanity.com/paper/1609.04836/) (2016)
- [Instance Normalization: The Missing Ingredient for Fast Stylization](https://mlsanity.com/paper/1607.08022/) (2016)
- [TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis](https://mlsanity.com/paper/2210.02186/) (2022)
- [Optimizing Neural Networks with Kronecker-factored Approximate Curvature](https://mlsanity.com/paper/1503.05671/) (2015)
- [One Fits All:Power General Time Series Analysis by Pretrained LM](https://mlsanity.com/paper/2302.11939/) (2023)
- [Exploring Generalization in Deep Learning](https://mlsanity.com/paper/1706.08947/) (2017)
- [Fantastic Generalization Measures and Where to Find Them](https://mlsanity.com/paper/1912.02178/) (2019)
- [Sharp Minima Can Generalize For Deep Nets](https://mlsanity.com/paper/1703.04933/) (2017)
- [A Transformer-based Framework for Multivariate Time Series Representation Learning](https://mlsanity.com/paper/2010.02803/) (2020)
- [InceptionTime: Finding AlexNet for Time Series Classification](https://mlsanity.com/paper/1909.04939/) (2019)
- [Time-Series Representation Learning via Temporal and Contextual Contrasting](https://mlsanity.com/paper/2106.14112/) (2021)
- [ROCKET: Exceptionally fast and accurate time series classification using random convolutional kernels](https://mlsanity.com/paper/1910.13051/) (2019)
- [The UEA multivariate time series classification archive, 2018](https://mlsanity.com/paper/1811.00075/) (2018)
- [Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019](https://mlsanity.com/paper/1911.13288/) (2019)
- [Deep Time Series Models: A Comprehensive Survey and Benchmark](https://mlsanity.com/paper/2407.13278/) (2024)
- [On Wasserstein Two Sample Testing and Related Families of Nonparametric Tests](https://mlsanity.com/paper/1509.02237/) (2015)
- [Domain Adaptive Ensemble Learning](https://mlsanity.com/paper/2003.07325/) (2020)
- [Towards Understanding Sharpness-Aware Minimization](https://mlsanity.com/paper/2206.06232/) (2022)
- [Benchmarking Multivariate Time Series Classification Algorithms](https://mlsanity.com/paper/2007.13156/) (2020)
- [Multivariate LSTM-FCNs for Time Series Classification](https://mlsanity.com/paper/1801.04503/) (2018)
- [HIVE-COTE 2.0: a new meta ensemble for time series classification](https://mlsanity.com/paper/2104.07551/) (2021)
- [Relative Flatness and Generalization](https://mlsanity.com/paper/2001.00939/) (2020)
- [Fisher SAM: Information Geometry and Sharpness Aware Minimisation](https://mlsanity.com/paper/2206.04920/) (2022)
- [TSLANet: Rethinking Transformers for Time Series Representation Learning](https://mlsanity.com/paper/2404.08472/) (2024)
- [Domain Adaptation for Time Series Forecasting via Attention Sharing](https://mlsanity.com/paper/2102.06828/) (2021)

## Built on by (most cited first, 2 of 2)

- [Contact Wasserstein Geodesics for Non-Conservative Schr"odinger Bridges](https://mlsanity.com/paper/2511.06856/) (2025)
- [Hierarchical ODE: Learning Continuous-Time Physical Prototypes for Early Link Failure Detection](https://mlsanity.com/paper/2606.14284/) (2026)

## Abstract (arXiv)

Analyzing time series data is crucial to a wide spectrum of applications, including economics, online marketplaces, and human healthcare. In particular, time series classification plays an indispensable role in segmenting different phases in stock markets, predicting customer behavior, and classifying worker actions and engagement levels. These aspects contribute significantly to the advancement of automated decision-making and system optimization in real-world applications. However, there is a large consensus that time series data often suffers from domain shifts between training and test sets, which dramatically degrades the classification performance. Despite the success of (reversible) instance normalization in handling the domain shifts for time series regression tasks, its performance in classification is unsatisfactory. In this paper, we propose textitFIC-TSC, a training framework for time series classification that leverages Fisher information as the constraint. We theoretically and empirically show this is an efficient and effective solution to guide the model converge toward flatter minima, which enhances its generalizability to distribution shifts. We rigorously evaluate our method on 30 UEA multivariate and 85 UCR univariate datasets. Our empirical results demonstrate the superiority of the proposed method over 14 recent state-of-the-art methods.