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Register a new userHierarchical Clustering using Auto-encoded Compact Representation for Time-series Analysis
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Added by
Soma Bandyopadhyay
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of time-series, Auto Encoded Compact Sequence (AECS) and hierarchical clustering approach. Proposed algorithm aims to address the large computing time issue of hierarchical clustering as learned latent representation AECS has a length much less than the original length of time-series and at the same time want to enhance its performance.Our algorithm exploits Recurrent Neural Network (RNN) based under complete Sequence to Sequence(seq2seq) autoencoder and agglomerative hierarchical clustering with a choice of best distance measure to recommend the best clustering. Our scheme selects the best distance measure and corresponding clustering for both univariate and multivariate time-series. We have experimented with real-world time-series from UCR and UCI archive taken from diverse application domains like health, smart-city, manufacturing etc. Experimental results show that proposed method not only produce close to benchmark results but also in some cases outperform the benchmark.
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In this paper, a novel unsupervised low-rank representation model, i.e., Auto-weighted Low-Rank Representation (ALRR), is proposed to construct a more favorable similarity graph (SG) for clustering. In particular, ALRR enhances the discriminability of SG by capturing the multi-subspace structure and extracting the salient features simultaneously. Specifically, an auto-weighted penalty is introduced to learn a similarity graph by highlighting the effective features, and meanwhile, overshadowing the disturbed features. Consequently, ALRR obtains a similarity graph that can preserve the intrinsic geometrical structures within the data by enforcing a smaller similarity on two dissimilar samples. Moreover, we employ a block-diagonal regularizer to guarantee the learned graph contains $k$ diagonal blocks. This can facilitate a more discriminative representation learning for clustering tasks. Extensive experimental results on synthetic and real databases demonstrate the superiority of ALRR over other state-of-the-art methods with a margin of 1.8%$sim$10.8%.
We extract and use player position time-series data, tagged along with the action types, to build a competent model for representing team tactics behavioral patterns and use this representation to predict the outcome of arbitrary movements. We provide a framework for the useful encoding of short tactics and space occupations in a more extended sequence of movements or tactical plans. We investigate game segments during a match in which the team in possession of the ball regularly attempts to reach a position where they can take a shot at goal for a single game. A carefully designed and efficient kernel is employed using a triangular fuzzy membership function to create multiple time series for players potential of presence at different court regions. Unsupervised learning is then used for time series using triplet loss and deep neural networks with exponentially dilated causal convolutions for the derived multivariate time series. This works key contribution lies in its approach to model how short scenes contribute to other longer ones and how players occupies and creates new spaces in-game court. We discuss the effectiveness of the proposed approach for prediction and recognition tasks on the professional basketball SportVU dataset for the 2015-16 half-season. The proposed system demonstrates descent functionality even with relatively small data.
This paper presents TS2Vec, a universal framework for learning representations of time series in an arbitrary semantic level. Unlike existing methods, TS2Vec performs contrastive learning in a hierarchical way over augmented context views, which enables a robust contextual representation for each timestamp. Furthermore, to obtain the representation of an arbitrary sub-sequence in the time series, we can apply a simple aggregation over the representations of corresponding timestamps. We conduct extensive experiments on time series classification tasks to evaluate the quality of time series representations. As a result, TS2Vec achieves significant improvement over existing SOTAs of unsupervised time series representation on 125 UCR datasets and 29 UEA datasets. The learned timestamp-level representations also achieve superior results in time series forecasting and anomaly detection tasks. A linear regression trained on top of the learned representations outperforms previous SOTAs of time series forecasting. Furthermore, we present a simple way to apply the learned representations for unsupervised anomaly detection, which establishes SOTA results in the literature. The source code is publicly available at https://github.com/yuezhihan/ts2vec.
Multivariate time series (MTS) data are becoming increasingly ubiquitous in diverse domains, e.g., IoT systems, health informatics, and 5G networks. To obtain an effective representation of MTS data, it is not only essential to consider unpredictable dynamics and highly variable lengths of these data but also important to address the irregularities in the sampling rates of MTS. Existing parametric approaches rely on manual hyperparameter tuning and may cost a huge amount of labor effort. Therefore, it is desirable to learn the representation automatically and efficiently. To this end, we propose an autonomous representation learning approach for multivariate time series (TimeAutoML) with irregular sampling rates and variable lengths. As opposed to previous works, we first present a representation learning pipeline in which the configuration and hyperparameter optimization are fully automatic and can be tailored for various tasks, e.g., anomaly detection, clustering, etc. Next, a negative sample generation approach and an auxiliary classification task are developed and integrated within TimeAutoML to enhance its representation capability. Extensive empirical studies on real-world datasets demonstrate that the proposed TimeAutoML outperforms competing approaches on various tasks by a large margin. In fact, it achieves the best anomaly detection performance among all comparison algorithms on 78 out of all 85 UCR datasets, acquiring up to 20% performance improvement in terms of AUC score.
Over the past decade, multivariate time series classification (MTSC) has received great attention with the advance of sensing techniques. Current deep learning methods for MTSC are based on convolutional and recurrent neural network, with the assumption that time series variables have the same effect to each other. Thus they cannot model the pairwise dependencies among variables explicitly. Whats more, current spatial-temporal modeling methods based on GNNs are inherently flat and lack the capability of aggregating node information in a hierarchical manner. To address this limitation and attain expressive global representation of MTS, we propose a graph pooling based framework MTPool and view MTSC task as graph classification task. With graph structure learning and temporal convolution, MTS slices are converted to graphs and spatial-temporal features are extracted. Then, we propose a novel graph pooling method, which uses an ``encoder-decoder mechanism to generate adaptive centroids for cluster assignments. GNNs and graph pooling layers are used for joint graph representation learning and graph coarsening. With multiple graph pooling layers, the input graphs are hierachically coarsened to one node. Finally, differentiable classifier takes this coarsened one-node graph as input to get the final predicted class. Experiments on 10 benchmark datasets demonstrate MTPool outperforms state-of-the-art methods in MTSC tasks.
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