Rainforest: A three-stage distribution adaptation framework for unsupervised time series domain adaptation

Abstract

Solving the unsupervised domain adaptation (UDA) task in time series is of great significance for practical applications, such as human activity recognition and machine fault diagnosis. Compared to UDA for computer vision, UDA in time series is more challenging due to the dynamics of time series data and the complex dependencies among different time steps. Existing UDA methods for time series fail to adequately capture the temporal dependencies, limiting their ability to learn domain-invariant temporal patterns. Furthermore, most UDA methods only focus on distribution adaptation on the backbone network without considering how the classifier adapts to the data distribution of the target domain. In this paper, we propose Rainforest, a three-stage UDA framework for time series. We first pre-train the backbone network through a self-supervised method called bidirectional autoregression, so that the model can comprehensively learn the temporal dependencies in time series. Next, we propose a novel meta-learning-based distribution adaptation method to achieve the joint alignment of the global and local distributions while encouraging the model to adaptively reduce the temporal dynamic differences among different domains. Finally, we design a pseudo-label-guided fine-tuning strategy to help the classifier estimate the data distribution of the target domain more accurately. Extensive experiments on four real-world time series datasets show that our Rainforest outperforms state-of-the-art methods, with an average improvement of 2.19% in accuracy and 2.41% in MF1-score.