arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2201.01413cs.LG
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面向相似性感知的时间序列分类

Towards Similarity-Aware Time-Series Classification

Rice University(莱斯大学)

Daochen Zha, Kwei-Herng Lai, Kaixiong Zhou, Xia Hu

摘要:

本文研究了时间序列数据采掘的一个基本任务--时间序列分类。先前的工作已经从两个主要方向接近TSC:(1)基于最近邻对时间序列进行分类的基于相似性的方法,以及(2)以数据驱动的方式直接学习分类表示的深度学习模型。受这两条研究线内不同工作机制的激励,我们的目标是以这样一种方式将它们连接起来,以便联合建模时间序列相似性并学习表示。这是一项具有挑战性的任务,因为我们还不清楚如何有效地利用相似性信息。为了应对这一挑战,我们提出了相似性感知时间序列分类(SimTSC),这是一个概念上简单而通用的框架,它使用图神经网络(GNNs)对相似性信息进行建模。具体来说,我们制定TSC作为一个节点分类问题的图形,其中的节点对应于时间序列,和链接对应于成对的相似性。为了提高训练效率,我们进一步设计了一种图的构造策略和一种带负采样的批量训练算法。我们使用ResNet作为骨干,动态时间规整(DTW)作为相似性度量来实例化SimTSC。在完整的UCR数据集和多个多变量数据集上进行的大量实验证明了在监督和半监督设置下将相似性信息纳入深度学习模型的有效性。我们的代码可在https://github.com/daochenzha/SimTSC上获得

英文摘要:

We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and (2) deep learning models that directly learn the representations for classification in a data-driven manner. Motivated by the different working mechanisms within these two research lines, we aim to connect them in such a way as to jointly model time-series similarities and learn the representations. This is a challenging task because it is unclear how we should efficiently leverage similarity information. To tackle the challenge, we propose Similarity-Aware Time-Series Classification (SimTSC), a conceptually simple and general framework that models similarity information with graph neural networks (GNNs). Specifically, we formulate TSC as a node classification problem in graphs, where the nodes correspond to time-series, and the links correspond to pair-wise similarities. We further design a graph construction strategy and a batch training algorithm with negative sampling to improve training efficiency. We instantiate SimTSC with ResNet as the backbone and Dynamic Time Warping (DTW) as the similarity measure. Extensive experiments on the full UCR datasets and several multivariate datasets demonstrate the effectiveness of incorporating similarity information into deep learning models in both supervised and semi-supervised settings. Our code is available at https://github.com/daochenzha/SimTSC

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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