Chao-Han Huck Yang, Yun-Yun Tsai, Pin-Yu Chen
Learning to classify time series with limited data is a practical yet challenging problem. Current methods are primarily based on hand-designed feature extraction rules or domain-specific data augmentation. Motivated by the advances in deep speech processing models and the fact that voice data are univariate temporal signals, in this paper, we propose Voice2Series (V2S), a novel end-to-end approach that reprograms acoustic models for time series classification, through input transformation learning and output label mapping. Leveraging the representation learning power of a large-scale pre-trained speech processing model, on 30 different time series tasks we show that V2S performs competitive results on 19 time series classification tasks. We further provide a theoretical justification of V2S by proving its population risk is upper bounded by the source risk and a Wasserstein distance accounting for feature alignment via reprogramming. Our results offer new and effective means to time series classification.
| Task | Dataset | Metric | Value | Model |
|---|---|---|---|---|
| Time Series Classification | Earthquakes | Accuracy (Test) | 78.42 | V2Sa |
| Time Series Classification | FordA | Acc. (test) | 100 | V2Sa |
| Electrocardiography (ECG) | UCR Time Series Classification Archive | Accuracy (Test) | 93.96 | V2Sa |
| ECG Classification | UCR Time Series Classification Archive | Accuracy (Test) | 93.96 | V2Sa |
| Photoplethysmography (PPG) | UCR Time Series Classification Archive | Accuracy (Test) | 93.96 | V2Sa |
| Blood pressure estimation | UCR Time Series Classification Archive | Accuracy (Test) | 93.96 | V2Sa |
| Medical waveform analysis | UCR Time Series Classification Archive | Accuracy (Test) | 93.96 | V2Sa |