论文标题

通过DTW-SOM探索时间序列图案

Exploring time-series motifs through DTW-SOM

论文作者

Silva, Maria Inês, Henriques, Roberto

论文摘要

主题发现是时间序列数据(例如聚类,分类和异常检测)的数据挖掘任务的基本步骤。即使许多论文通过提出新的主题发现算法来解决如何在时间序列中找到主题的问题,但在探索这些算法提取的图案的探索方面并没有做太多工作。在本文中,我们认为,图案发现算法计算出的视觉探索时间序列图案对于理解和调试结果很有用。为了探索主题发现算法的输出,我们建议在主题中心列表中使用适应的自组织映射DTW-SOM。简而言之,dtw-som是一张香草自组织图,具有三个主要区别,即(1)使用动态的时间翘曲距离,而不是欧几里得距离,(2)采用两个新的网络初始化例程(随机样本初始化和锚定初始化和一个锚定初始化)和(3)调整适应阶段的序列序列长度序列的序列。我们在一个合成主题数据集中测试DTW-SOM和UCR时间序列分类存档中的两个实时序列数据集。经过探索结果后,我们得出结论,DTW-SOM能够从一组图案中提取相关信息,并以可视化的可视化效率显示。

Motif discovery is a fundamental step in data mining tasks for time-series data such as clustering, classification and anomaly detection. Even though many papers have addressed the problem of how to find motifs in time-series by proposing new motif discovery algorithms, not much work has been done on the exploration of the motifs extracted by these algorithms. In this paper, we argue that visually exploring time-series motifs computed by motif discovery algorithms can be useful to understand and debug results. To explore the output of motif discovery algorithms, we propose the use of an adapted Self-Organizing Map, the DTW-SOM, on the list of motif's centers. In short, DTW-SOM is a vanilla Self-Organizing Map with three main differences, namely (1) the use the Dynamic Time Warping distance instead of the Euclidean distance, (2) the adoption of two new network initialization routines (a random sample initialization and an anchor initialization) and (3) the adjustment of the Adaptation phase of the training to work with variable-length time-series sequences. We test DTW-SOM in a synthetic motif dataset and two real time-series datasets from the UCR Time Series Classification Archive. After an exploration of results, we conclude that DTW-SOM is capable of extracting relevant information from a set of motifs and display it in a visualization that is space-efficient.

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