Dynamic Semantic Tokenization for Time Series via Elastic Sampling on Physics-aware Perception
Huaizhang Liao, Zhixiong Yang, Jingyuan Xia, Yuheng Sun, Yue Zhang, Shengxi Li, Yongxiang Liu
Abstract
Despite the remarkable success of semantic token learning in NLP and vision domains, token-level representation mechanisms face fundamental challenges when extended to continuous time series analysis. We identify a core limitation lies in the intrinsic absence of semantically meaningful tokenization boundaries within time-series, which differs substantially from discrete text tokens and presents unique complexities compared to spatially coherent image patches. While existing works mechanically apply fixed-length partitioning, recent evidence from time series foundation models reveals performance ceilings in prediction tasks under such paradigms. This paper introduces a novel tokenization framework known as physics-aware tokenization (PATK), designed to implement adaptive time-frequency tokenization via distribution-sensitive sampling strategies. Key innovations include: 1) A Rate-of-Variation (RoV) distribution is meticulously structured to encompass multi-scale temporal dynamics in the time domain, alongside a Spectral Energy Intensity (SEI) distribution devised to reveal global seasonal patterns within the frequency domain; 2) A physics-aware hidden Markov modeling (PA-HMM) is then established to adaptively breaks down continuous time-series into distinct tokens with elastic lengths, responding to physics-aware probabilities sampled from RoV and SEI distributions. The proposed PATK allows steady integration with both conventional Transformers and advanced large-scale time series models (including LLM-transferred methods and pretrained time series foundation models). Simulations across various datasets demonstrate that PATK excels in classification and forecasting tasks, showing notable adaptability to model long-term dependencies, strengthening resilience against disturbances, and robustness to missing data events.
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Builds on27
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- Are Transformers Effective for Time Series Forecasting?Ailing Zeng, Muxi Chen, Lei Zhang, Qiang XuAAAI 2023 · 3,619 citations
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- FEDformer: Frequency Enhanced Decomposed Transformer for Long-term Series ForecastingTian Zhou, Ziqing Ma, Qingsong Wen, Xue Wang et al.ICML 2022 · 2,912 citations
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