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arXiv:2609.31351 · v2

Progressive Memory Transformer: Memory-Aware Attention for Time-Series

首次提交 2026-09-25 22:49
版本更新 2026-11-07 04:01
雷达观测 2026-11-10 10:11
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摘要

Time-series carry structure simultaneously at multiple scales (fine-grained variation, mid-range motifs, and global properties) and downstream tasks operate at correspondingly different scales. Most existing self-supervised learning approaches supervise representations globally via instance-level contrastive losses and limited temporal neighborhood supervision, but do not explicitly exploit the structural hierarchy. We propose a learning framework that explicitly enforces a structural hierarchy across three scales independently: a local objective for token alignment, a mid-range objective for window-level motifs, and a global objective for sequence-level agreement. Realizing this framework requires the backbone to expose a representation at each scale; we introduce \textbf{Progressive Memory Transformer} (PMT), which augments a transformer with writable, window-aligned memory that exposes the mid-range scale alongside the token and sequence-level representations conventional transformers already provide. Across eight UCR/UEA/UCI classification benchmarks, a cue-retention probe, and forecasting benchmarks, PMT learns representations that probe well at the global, mid-range, and local scales---strong low-label classification (1--5\% labels), competitive forecasting performance across multiple horizons, and quantitative and qualitative evidence that memory states capture mid-range motifs.

作者备注:To appear in NeurIPS 2026

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v2 · 2026-11-07 04:01 · 最新观测版本

Progressive Memory Transformer: Memory-Aware Attention for Time-Series

Time-series carry structure simultaneously at multiple scales (fine-grained variation, mid-range motifs, and global properties) and downstream tasks operate at correspondingly different scales. Most existing self-supervised learning approaches supervise representations globally via instance-level contrastive losses and limited temporal neighborhood supervision, but do not explicitly exploit the structural hierarchy. We propose a learning framework that explicitly enforces a structural hierarchy across three scales independently: a local objective for token alignment, a mid-range objective for window-level motifs, and a global objective for sequence-level agreement. Realizing this framework requires the backbone to expose a representation at each scale; we introduce \textbf{Progressive Memory Transformer} (PMT), which augments a transformer with writable, window-aligned memory that exposes the mid-range scale alongside the token and sequence-level representations conventional transformers already provide. Across eight UCR/UEA/UCI classification benchmarks, a cue-retention probe, and forecasting benchmarks, PMT learns representations that probe well at the global, mid-range, and local scales---strong low-label classification (1--5\% labels), competitive forecasting performance across multiple horizons, and quantitative and qualitative evidence that memory states capture mid-range motifs.

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