SEA++: Multi-Graph-Based Higher-Order Sensor Alignment for Multivariate Time-Series Unsupervised Domain Adaptation

Abstract

Unsupervised Domain Adaptation (UDA) methods have been successful in reducing label dependency by minimizing the domain discrepancy between labeled source domains and unlabeled target domains. However, these methods face challenges when dealing with Multivariate Time-Series (MTS) data. MTS data typically originates from multiple sensors, each with its unique distribution. This property poses difficulties in adapting existing UDA techniques, which mainly focus on aligning global features while overlooking the distribution discrepancies at the sensor level, thus limiting their effectiveness for MTS data. To address this issue, a practical domain adaptation scenario is formulated as Multivariate Time-Series Unsupervised Domain Adaptation (MTS-UDA). In this paper, we propose SEnsor Alignment (SEA) for MTS-UDA, aiming to address domain discrepancy at both local and global sensor levels. At the local sensor level, we design endo-feature alignment, which aligns sensor features and their correlations across domains. To reduce domain discrepancy at the global sensor level, we design exo-feature alignment that enforces restrictions on global sensor features. We further extend SEA to SEA++ by enhancing the endo-feature alignment. Particularly, we incorporate multi-graph-based higher-order alignment for both sensor features and their correlations. Extensive empirical results have demonstrated the state-of-the-art performance of our SEA and SEA++ on six public MTS datasets for MTS-UDA.