Time is an important feature in many applications involving events that occur synchronously and or asynchronously. To effectively consume time information, recent studies have focused on designing new architectures. In this paper, we take an orthogonal but complementary approach by providing a model-agnostic vector representation for time, called Time2Vec, that can be easily imported into many existing and future architectures and improve their performances. We show on a range of models and problems that replacing the notion of time with its Time2Vec representation improves the performance of the final model.
While there is a body of literature on designing neural networks with activations @cite_0 @cite_14 @cite_8 @cite_45 @cite_23 , our work uses only for transforming time; the rest of the network uses other activations. There is also a set of techniques that consider time as yet another feature and concatenate time (or some hand designed features of time such as log and or inverse of delta time) with the input @cite_11 @cite_4 @cite_3 @cite_43 @cite_7 @cite_42 @cite_49 @cite_15 . survey several such approaches for dynamic (knowledge) graphs. These models can directly benefit from our proposed vector embedding, Time2Vec, by concatenating Time2Vec with the input instead of their time features. Other works @cite_24 @cite_21 @cite_25 @cite_35 @cite_22 @cite_58 propose new neural architectures that take into account time (or some features of time). As a proof of concept, we show how can be used in one of these architectures to better exploit temporal information; it can be potentially used in other architectures as well.
@cite_35 @cite_22 @cite_42 @cite_3 @cite_43 @cite_15 @cite_58 @cite_4 @cite_8 @cite_21 @cite_23 @cite_49 @cite_7 @cite_25 @cite_14 @cite_0 @cite_24 @cite_45 @cite_11
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textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Inspired by the tremendous success of deep Convolutional Neural Networks as generic feature extractors for images, we propose TimeNet: a deep recurrent neural network (RNN) trained on diverse time series in an unsupervised manner using sequence to sequence (seq2seq) models to extract features from time series. Rather than relying on data from the problem domain, TimeNet attempts to generalize time series representation across domains by ingesting time series from several domains simultaneously. Once trained, TimeNet can be used as a generic off-the-shelf feature extractor for time series. The representations or embeddings given by a pre-trained TimeNet are found to be useful for time series classification (TSC). For several publicly available datasets from UCR TSC Archive and an industrial telematics sensor data from vehicles, we observe that a classifier learned over the TimeNet embeddings yields significantly better performance compared to (i) a classifier learned over the embeddings given by a domain-specific RNN, as well as (ii) a nearest neighbor classifier based on Dynamic Time Warping. In this paper we evaluate the quality of the activation layers of a convolutional neural network (CNN) for the gen- eration of object proposals. We generate hypotheses in a sliding-window fashion over different activation layers and show that the final convolutional layers can find the object of interest with high recall but poor localization due to the coarseness of the feature maps. Instead, the first layers of the network can better localize the object of interest but with a reduced recall. Based on this observation we design a method for proposing object locations that is based on CNN features and that combines the best of both worlds. We build an inverse cascade that, going from the final to the initial convolutional layers of the CNN, selects the most promising object locations and refines their boxes in a coarse-to-fine manner. The method is efficient, because i) it uses the same features extracted for detection, ii) it aggregates features using integral images, and iii) it avoids a dense evaluation of the proposals due to the inverse coarse-to-fine cascade. The method is also accurate; it outperforms most of the previously proposed object proposals approaches and when plugged into a CNN-based detector produces state-of-the- art detection performance. Convolutional neural networks (CNNs) have achieved great successes in many computer vision problems. Unlike existing works that designed CNN architectures to improve performance on a single task of a single domain and not generalizable, we present IBN-Net, a novel convolutional architecture, which remarkably enhances a CNN’s modeling ability on one domain (e.g. Cityscapes) as well as its generalization capacity on another domain (e.g. GTA5) without finetuning. IBN-Net carefully integrates Instance Normalization (IN) and Batch Normalization (BN) as building blocks, and can be wrapped into many advanced deep networks to improve their performances. This work has three key contributions. (1) By delving into IN and BN, we disclose that IN learns features that are invariant to appearance changes, such as colors, styles, and virtuality reality, while BN is essential for preserving content related information. (2) IBN-Net can be applied to many advanced deep architectures, such as DenseNet, ResNet, ResNeXt, and SENet, and consistently improve their performance without increasing computational cost. (3) When applying the trained networks to new domains, e.g. from GTA5 to Cityscapes, IBN-Net achieves comparable improvements as domain adaptation methods, even without using data from the target domain. With IBN-Net, we won the 1st place on the WAD 2018 Challenge Drivable Area track, with an mIoU of 86.18 .