DualTimesField: Rethinking Time Series as Continuous-Time Trends and Events
Abstract
Effective time series representation is critical for revealing temporal dynamics in many fields. However, existing approaches encounter fundamental limitations. Discrete-time representations struggle with irregular sampling and the tradeoff of fidelity and efficiency, while traditional implicit neural representations suffer from spectral bias and frequency entanglement. To address these challenges, we conceptualize time series as the superposition of continuous trends and discrete events from a continuous-time perspective and propose DualTimesField, a framework that utilizes dual implicit neural fields. Its Continuous Time Field captures smooth trends through bandwidth-limited parameterization, while a Discrete Geometric Field models transient events using learnable Gabor atoms, gated sparsity, and coarse-to-fine scale annealing. This explicit field separation effectively overcomes both limitations. Experiments on nine real-world benchmarks demonstrate substantial improvements in representation fidelity, achieving 51.2% average MSE reduction over discrete-time baselines and competitive interpolation on irregular data. Code is available at https://anonymous.4open.science/r/DualTimesField-AF32.