论文标题
具有分层变分图池的多元时间序列分类
Multivariate Time Series Classification with Hierarchical Variational Graph Pooling
论文作者
论文摘要
随着传感技术的发展,多元时间序列分类(MTSC)最近受到了广泛关注。现有的基于深度学习的MTSC技术主要依赖于卷积或经常性神经网络,主要与单个时间序列的时间依赖关系有关。结果,他们努力直接在多元变量之间表达成对依赖性。此外,基于图形神经网络(GNNS)的当前时空建模(例如,图形分类)方法本质上是平坦的,不能以层次结构方式汇总集线器数据。为了解决这些局限性,我们提出了一种新型的基于图的框架MTPool,以获得MTS的表达全局表示。我们首先通过图形结构学习模块利用变量的相互作用,并通过时间卷积模块将MTS切片转换为图形。为了获得全局的图形表示形式,我们设计了一个基于“编码器”的变异图池模块,用于为群集分配创建自适应质心。然后,我们将GNN和我们提出的变分图合并层用于关节图表示学习和图形粗化,之后逐渐将图表逐渐使图表变为一个节点。最后,一个可区分的分类器将这种粗糙的表示形式取得了最终的预测类。十个基准数据集的实验表现出MTPOOL在MTSC任务中的最先进策略。
With the advancement of sensing technology, multivariate time series classification (MTSC) has recently received considerable attention. Existing deep learning-based MTSC techniques, which mostly rely on convolutional or recurrent neural networks, are primarily concerned with the temporal dependency of single time series. As a result, they struggle to express pairwise dependencies among multivariate variables directly. Furthermore, current spatial-temporal modeling (e.g., graph classification) methodologies based on Graph Neural Networks (GNNs) are inherently flat and cannot aggregate hub data in a hierarchical manner. To address these limitations, we propose a novel graph pooling-based framework MTPool to obtain the expressive global representation of MTS. We first convert MTS slices to graphs by utilizing interactions of variables via graph structure learning module and attain the spatial-temporal graph node features via temporal convolutional module. To get global graph-level representation, we design an "encoder-decoder" based variational graph pooling module for creating adaptive centroids for cluster assignments. Then we combine GNNs and our proposed variational graph pooling layers for joint graph representation learning and graph coarsening, after which the graph is progressively coarsened to one node. At last, a differentiable classifier takes this coarsened representation to get the final predicted class. Experiments on ten benchmark datasets exhibit MTPool outperforms state-of-the-art strategies in the MTSC task.