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ChronoVectors: Mapping Moments through Enhanced Temporal Representation

Qilei Zhang () and John H. Mott ()
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Qilei Zhang: Niswonger Aviation Technology Building, Purdue University, 1401 Aviation Drive, West Lafayette, IN 47907, USA
John H. Mott: Niswonger Aviation Technology Building, Purdue University, 1401 Aviation Drive, West Lafayette, IN 47907, USA

Mathematics, 2024, vol. 12, issue 17, 1-12

Abstract: Time-series data are prevalent across various fields and present unique challenges for deep learning models due to irregular time intervals and missing records, which hinder the ability to capture temporal information effectively. This study proposes ChronoVectors, a novel temporal representation method that addresses these challenges by enabling a more specialized encoding of temporal relationships through the use of learnable parameters tailored to the dataset’s dynamics while maintaining consistent time intervals post-scaling. The theoretical demonstration shows that ChronoVectors allow the transformed encoding tensors to map moments in time to continuous spaces, accommodating potentially infinite extensions of the sequence and preserving temporal consistency. Experimental validation using the Parking Birmingham and Metro Interstate Traffic Volume datasets reveals that ChronoVectors enhanced the predictive capabilities of deep learning models by reducing prediction error for regression tasks compared to conventional time representations, such as vanilla timestamp encoding and Time2Vec. These findings underscore the potential of ChronoVectors in handling irregular time-series data and showcase its ability to improve deep learning model performance in understanding temporal dynamics.

Keywords: time-series data; temporal representation; deep learning; Time2Vec; ChronoVectors (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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