Dual Data-centric Separation with Circular Mixup for Noise-resistant Time Series Learning

Deep neural networks (DNNs) have achieved extensive progress in time series learning. However, they could suffer from performance degradation when it comes to label noise in the real world. Towards this end, this paper studies an underexplored yet realistic problem of noise-resistant time series learning and proposes a novel data-centric approach named Dual Data-centric Separation with Circular Mixup (DREAM) for this problem. The core of our DREAM is to explore and exploit the noisy data from dual data-centric views for reduced overfitting. On the one hand, we assume that samples with similar features share similar labels and infer the pseudo label of each sample using its affinity graph to capture the corresponding pseudo margin. On the other hand, we monitor the optimization status by simulating the mislabeled data to generate flexible criteria for accurate separation of clean and noisy samples. In addition, we leverage circular Mixup to interpolate between clean and noisy samples in the embedding space. These mixed samples are incorporated into a discrepancy-aware consistency learning framework to ensure robust time series representations of all the separated samples. Experimental results on a wide range of publicly accessible datasets reveal the effectiveness of our DREAM.