arXiv:2410.10041cs.LGcs.AI2024-10被引 1

用KAN网络追踪时间序列中的概念漂移,提升动态变化检测能力。

WormKAN: Are KAN Effective for Identifying and Tracking Concept Drift in Time Series?

  • 基于KAN构建分块归一化与时序表示模块,捕捉局部依赖与跨片段关联。
  • 通过潜空间突变识别概念漂移,实现对结构变化的精准追踪。
  • 适用于金融、医疗等需实时监测动态行为的场景。

时间序列中的动态概念对理解金融市场、医疗数据和在线活动日志等复杂系统至关重要,有助于揭示序列数据中的结构与行为模式,支持更好决策与预测。然而,现有模型在检测和追踪概念漂移方面受限于可解释性与适应性不足。受近期柯尔莫戈洛夫-阿诺德网络(KAN)灵活性启发,本文提出WormKAN,一种面向共演化时间序列的概念感知型KAN模型,用于应对概念漂移问题。WormKAN包含三个核心组件:分块归一化将共演化时间序列划分为块作为建模基本单元,捕获局部依赖并保证尺度一致;时序表示模块通过基于KAN的自编码器学习鲁棒潜在表示,并引入平滑性约束以挖掘块间相关性;概念动态模块通过识别潜在空间中的突变,追踪动态转换,揭示时间序列中的结构性变化,此类转变被类比为穿过‘虫洞’。实验表明,KAN及其衍生模型(WormKAN)能有效将时间序列分割为有意义的概念,显著增强概念漂移的识别与追踪能力。

原文摘要 · Abstract (English)

Dynamic concepts in time series are crucial for understanding complex systems such as financial markets, healthcare, and online activity logs. These concepts help reveal structures and behaviors in sequential data for better decision-making and forecasting. However, existing models often struggle to detect and track concept drift due to limitations in interpretability and adaptability. To address this challenge, inspired by the flexibility of the recent Kolmogorov-Arnold Network (KAN), we propose WormKAN, a concept-aware KAN-based model to address concept drift in co-evolving time series. WormKAN consists of three key components: Patch Normalization, Temporal Representation Module, and Concept Dynamics. Patch normalization processes co-evolving time series into patches, treating them as fundamental modeling units to capture local dependencies while ensuring consistent scaling. The temporal representation module learns robust latent representations by leveraging a KAN-based autoencoder, complemented by a smoothness constraint, to uncover inter-patch correlations. Concept dynamics identifies and tracks dynamic transitions, revealing structural shifts in the time series through concept identification and drift detection. These transitions, akin to passing through a \textit{wormhole}, are identified by abrupt changes in the latent space. Experiments show that KAN and KAN-based models (WormKAN) effectively segment time series into meaningful concepts, enhancing the identification and tracking of concept drift.

时间序列概念漂移KAN动态建模

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