arXiv:2501.01480cs.LGcs.AI2025-01被引 5

将时间序列视为动态生态系统,捕捉概念漂移的演化特征。

CORAL: Concept Drift Representation Learning for Co-evolving Time-series

  • 用核诱导自表示学习构建动态表征矩阵。
  • 通过矩阵时序变化识别概念漂移,准确率提升显著。
  • 适合处理变量交互复杂的动态数据场景。

在时间序列分析中,概念漂移(即数据统计特性随时间演变)严重影响传统模型的可靠性与准确性,尤其在变量协同演化场景下更为突出。本文提出CORAL,将时间序列建模为动态演化的生态系统,通过核诱导自表示学习生成表征矩阵,捕捉共演化时间序列的内在动态。该矩阵可反映概念漂移的时序变化,用于漂移检测与适应。同时,通过模式演化分析,CORAL能识别主导趋势并揭示新兴模式。在多个数据集上的实验表明,该方法有效应对概念漂移复杂性,在保持高适应性的同时显著提升分析精度,且可无缝集成至主流深度学习框架。

原文摘要 · Abstract (English)

In the realm of time series analysis, tackling the phenomenon of concept drift poses a significant challenge. Concept drift -- characterized by the evolving statistical properties of time series data, affects the reliability and accuracy of conventional analysis models. This is particularly evident in co-evolving scenarios where interactions among variables are crucial. This paper presents CORAL, a simple yet effective method that models time series as an evolving ecosystem to learn representations of concept drift. CORAL employs a kernel-induced self-representation learning to generate a representation matrix, encapsulating the inherent dynamics of co-evolving time series. This matrix serves as a key tool for identification and adaptation to concept drift by observing its temporal variations. Furthermore, CORAL effectively identifies prevailing patterns and offers insights into emerging trends through pattern evolution analysis. Our empirical evaluation of CORAL across various datasets demonstrates its effectiveness in handling the complexities of concept drift. This approach introduces a novel perspective in the theoretical domain of co-evolving time series analysis, enhancing adaptability and accuracy in the face of dynamic data environments, and can be easily integrated into most deep learning backbones.

时间序列概念漂移自表示动态建模

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