An efficient semi-supervised multivariate time series classification model based on multiple prime convolution kernels with adaptive attentions

Time series classification(TSC) is an important task in time series analysis and has been around for decades in the data-mining and machine learning communities. Traditional supervised learning model requires a large amount of labeled training data, while unsupervised model has insufficient performance for complex time series. In this paper, we propose a semi-supervised training framework based on the Mean Teacher model. By using no more than 10% labeled data and dynamically adjusting the smoothing coefficient, this framework reduces the model's training time and improves the accuracy of multivariate TSC. Aiming at the difficulty of choosing the receptive field (RF) size of Convolutional Neural Networks (CNN), we use multiple prime numbers as kernel sizes for the Omni-Scale CNN (OS_CNN) to ensure that the overlap of RF between different convolution kernels is minimized, which can cover various regions of the time series comprehensively and improve the diversity and effectiveness of feature extraction. Finally, an enhanced self-attention mechanism based on convolution is used to improve the convergence of model training. Experiments demonstrate that the method in this paper improves more than 10% over 7 various state-of-the-art baselines on 42 different datasets.

Authors

Institutions

Publication Details

Journal
Intelligent Data Analysis
Published
2025-10-29
DOI
https://doi.org/10.1177/1088467x251387619
Primary Topic
Time Series Analysis and Forecasting
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

An efficient semi-supervised multivariate time series classification model based on multiple prime convolution kernels with adaptive attentions

Qinghui Xi, Peng Chen, Hongxia He, Weijian Song et al.
Intelligent Data Analysis
Time Series Analysis and Forecasting
article

An efficient semi-supervised multivariate time series classification model based on multiple prime convolution kernels with adaptive attentions

Qinghui Xi, Peng Chen, Hongxia He, Weijian Song, Xi Li
article en

Abstract

Time series classification(TSC) is an important task in time series analysis and has been around for decades in the data-mining and machine learning communities. Traditional supervised learning model requires a large amount of labeled training data, while unsupervised model has insufficient performance for complex time series. In this paper, we propose a semi-supervised training framework based on the Mean Teacher model. By using no more than 10% labeled data and dynamically adjusting the smoothing coefficient, this framework reduces the model's training time and improves the accuracy of multivariate TSC. Aiming at the difficulty of choosing the receptive field (RF) size of Convolutional Neural Networks (CNN), we use multiple prime numbers as kernel sizes for the Omni-Scale CNN (OS_CNN) to ensure that the overlap of RF between different convolution kernels is minimized, which can cover various regions of the time series comprehensively and improve the diversity and effectiveness of feature extraction. Finally, an enhanced self-attention mechanism based on convolution is used to improve the convergence of model training. Experiments demonstrate that the method in this paper improves more than 10% over 7 various state-of-the-art baselines on 42 different datasets.

Intelligent Data Analysis
Xihua University (CN)
Openalex Percentile: Top 60%
Time Series Analysis and Forecasting
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.