In multivariate time series classification, although current sequence analysis models have excellent classification capabilities, they show significant shortcomings when dealing with long sequence multivariate data. This paper focuses on optimizing model performance for long-sequence multivariate data by mitigating the impact of extended time series and multiple variables on the model. We propose a principal component analysis (PCA)-based temporal streaming compression and dimensionality reduction algorithm for time series data (temporal streaming batch PCA, TSBPCA), which continuously updates the compact representation of the entire sequence through streaming PCA time estimation with time block updates, enhancing the data representation capability of a range of sequence analysis models.We evaluated this method using various models on five datasets, and the experimental results show that our method demonstrates outstanding performance in both classification accuracy and time efficiency.

Non-convex optimization poses significant challenges in training deep neural networks, often leading to suboptimal solutions by converging to local rather than global minima. To address this, we propose the Normalized Risk-Averse Cross-Entropy (NRACE) loss function, specifically designed to improve generalization and convergence behavior. NRACE extends the Cross-Entropy loss by introducing a normalized risk-averse term, enhancing the model’s robustness against suboptimal solutions. This term encourages the model to prioritize regions of the parameter space associated with lower risk, thereby guiding optimization toward improved approximations of global optima. Our theoretical analysis demonstrates that NRACE’s convexity region expands monotonically with its risk sensitivity index, providing stronger optimization guarantees than traditional loss functions. Empirical experiments across various benchmark datasets and neural network architectures validate NRACE’s effectiveness. Comparative analysis with the traditional Cross-Entropy loss demonstrates that NRACE improves generalization performance and accelerates convergence, leading to higher-quality solutions.