论文标题
朝着相似性 - 意识到的时间序列分类
Towards Similarity-Aware Time-Series Classification
论文作者
论文摘要
我们研究时间序列分类(TSC),这是时间序列数据挖掘的基本任务。先前的工作已经从两个主要方向接近TSC:(1)基于相似性的方法,这些方法基于最近的邻居对时间序列进行分类,以及(2)直接以数据驱动方式学习分类的深度学习模型。我们的旨在以共同建模时间序列相似性并学习表示形式的方式将它们联系起来。这是一项艰巨的任务,因为目前尚不清楚我们如何有效利用相似性信息。为了应对挑战,我们提出了相似性 - 感知的时间序列分类(SIMTSC),这是一个概念上简单且一般的框架,它与图神经网络(GNNS)建模相似性信息。具体来说,我们将TSC作为图表中的节点分类问题提出,其中节点与时间序列相对应,链接对应于配对的相似性。我们进一步设计了图形构造策略和具有负抽样的批处理培训算法,以提高训练效率。我们将SIMTSC用作为骨干和动态时间翘曲(DTW)作为相似性度量实例化。在完整的UCR数据集和几个多元数据集上进行了广泛的实验,证明了将相似性信息纳入监督和半监视设置中的深度学习模型的有效性。我们的代码可从https://github.com/daochenzha/simtsc获得
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