Computer Science > Machine Learning
[Submitted on 18 Sep 2025
]
Title: DyWPE: Signal-Aware Dynamic Wavelet Positional Encoding for Time Series Transformers
Title: DyWPE:时间序列Transformer的信号感知动态小波位置编码
Abstract: Existing positional encoding methods in transformers are fundamentally signal-agnostic, deriving positional information solely from sequence indices while ignoring the underlying signal characteristics. This limitation is particularly problematic for time series analysis, where signals exhibit complex, non-stationary dynamics across multiple temporal scales. We introduce Dynamic Wavelet Positional Encoding (DyWPE), a novel signal-aware framework that generates positional embeddings directly from input time series using the Discrete Wavelet Transform (DWT). Comprehensive experiments in ten diverse time series datasets demonstrate that DyWPE consistently outperforms eight existing state-of-the-art positional encoding methods, achieving average relative improvements of 9.1\% compared to baseline sinusoidal absolute position encoding in biomedical signals, while maintaining competitive computational efficiency.
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