从多维时间序列中自动发现隐藏的重复模式,提升识别精度。
Discovering Leitmotifs in Multidimensional Time Series
- 联合优化选择关键维度与发现最优模式
- 在14个真实数据集上优于现有方法
- 适合处理多维信号中的隐含主题挖掘
莱特莫菲是文学、电影或音乐中具有象征意义的重复主题。当该作品可表示为多维时间序列(MDTS)时,如声学或视觉观测数据,发现莱特莫菲等价于模式发现问题,属于无监督且复杂的时序分析任务。相较于一维情况,其额外复杂性在于模式通常仅出现在少数未知维度中。本文提出新颖、高效且有效的多维时间序列莱特莫菲发现算法LAMA。LAMA基于两大核心原则:(a) 莱特莫菲仅在未知数量的子维度中显现——既不过少也不过多;(b) 子维度集合与其中最佳模式密切相关,需联合求解。与多数先前方法不同,LAMA同时处理维度选择与模式发现,而非独立进行。在包含14个真实数据集的新标注基准上的实验表明,与四种最先进基线相比,LAMA在不增加计算复杂度的前提下,显著提升了有意义模式的检测能力。
原文摘要 · Abstract (English)
A leitmotif is a recurring theme in literature, movies or music that carries symbolic significance for the piece it is contained in. When this piece can be represented as a multi-dimensional time series (MDTS), such as acoustic or visual observations, finding a leitmotif is equivalent to the pattern discovery problem, which is an unsupervised and complex problem in time series analytics. Compared to the univariate case, it carries additional complexity because patterns typically do not occur in all dimensions but only in a few - which are, however, unknown and must be detected by the method itself. In this paper, we present the novel, efficient and highly effective leitmotif discovery algorithm LAMA for MDTS. LAMA rests on two core principals: (a) a leitmotif manifests solely given a yet unknown number of sub-dimensions - neither too few, nor too many, and (b) the set of sub-dimensions are not independent from the best pattern found therein, necessitating both problems to be approached in a joint manner. In contrast to most previous methods, LAMA tackles both problems jointly - instead of independently selecting dimensions (or leitmotifs) and finding the best leitmotifs (or dimensions). Our experimental evaluation on a novel ground-truth annotated benchmark of 14 distinct real-life data sets shows that LAMA, when compared to four state-of-the-art baselines, shows superior performance in detecting meaningful patterns without increased computational complexity.
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