arXiv:2411.12222cs.LGcs.AI2024-11被引 1

提出双路径Mamba模型,精准捕捉多变量时间序列的动态相似性与长程依赖。

Contrast Similarity-Aware Dual-Pathway Mamba for Multivariate Time Series Node Classification

  • 引入时序对比学习与FastDTW构建动态相似矩阵。
  • 双路径Mamba有效建模长短期依赖,提升分类精度。
  • 适用于传感器数据等多领域时序节点分类任务。

多变量时间序列(MTS)数据在工程应用、健康监测和物联网等领域广泛存在,具有时序变化和高维特性。现有方法难以有效建模长程依赖及动态相似性。为此,本文提出对比相似性感知双路径Mamba模型(CS-DPMamba)。首先通过时序对比学习模块获取MTS表示,并利用快速动态时间规整(FastDTW)构建表示间的相似性矩阵;其次,采用双路径Mamba模型捕捉数据的双向时序依赖,有效建模长程与短程特征;最后,结合柯尔莫哥洛夫-阿诺德网络增强的图同构网络完成矩阵与节点间的信息交互,实现精准分类。在多个来自东安格利亚大学(UEA)的MTS数据集上进行实验,涵盖多样化应用场景。结果表明,该方法在监督与半监督设置下均显著优于现有方法。

原文摘要 · Abstract (English)

Multivariate time series (MTS) data is generated through multiple sensors across various domains such as engineering application, health monitoring, and the internet of things, characterized by its temporal changes and high dimensional characteristics. Over the past few years, many studies have explored the long-range dependencies and similarities in MTS. However, long-range dependencies are difficult to model due to their temporal changes and high dimensionality makes it difficult to obtain similarities effectively and efficiently. Thus, to address these issues, we propose contrast similarity-aware dual-pathway Mamba for MTS node classification (CS-DPMamba). Firstly, to obtain the dynamic similarity of each sample, we initially use temporal contrast learning module to acquire MTS representations. And then we construct a similarity matrix between MTS representations using Fast Dynamic Time Warping (FastDTW). Secondly, we apply the DPMamba to consider the bidirectional nature of MTS, allowing us to better capture long-range and short-range dependencies within the data. Finally, we utilize the Kolmogorov-Arnold Network enhanced Graph Isomorphism Network to complete the information interaction in the matrix and MTS node classification task. By comprehensively considering the long-range dependencies and dynamic similarity features, we achieved precise MTS node classification. We conducted experiments on multiple University of East Anglia (UEA) MTS datasets, which encompass diverse application scenarios. Our results demonstrate the superiority of our method through both supervised and semi-supervised experiments on the MTS classification task.

时间序列Mamba相似性建模节点分类

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