arXiv:2501.08305cs.LG2025-01被引 4

首次系统对比60种图模型在26个时序数据集上的表现,发现节点特征影响最大。

Benchmarking Graph Representations and Graph Neural Networks for Multivariate Time Series Classification

  • 设计标准化流程,对比3种节点特征、4种边特征、5种GNN架构组合
  • 节点特征对分类性能影响显著,自适应边学习优于固定边方法
  • 适合时序分析、图神经网络研究者参考,代码已开源

多变量时间序列分类(MTSC)能分析复杂时序数据,在医疗、金融等领域具有基础作用。由于变量间关系常包含关键信息,大量基于图的方法被提出,通过图结构显式建模变量间关联。本文首次系统性地评测了广泛使用的三种节点特征定义策略、四种边特征学习方法与五种GNN架构,共构建60种图模型变体。所有模型在26个常用MTSC数据集上,采用统一数据处理与训练验证测试流程进行评估。实验表明,节点特征对分类性能影响显著,边特征可视化显示自适应边学习优于其他方法。相关代码已在GitHub公开: https://github.com/CVI-yangwn/Benchmark-GNN-for-Multivariate-Time-Series-Classification。

原文摘要 · Abstract (English)

Multivariate Time Series Classification (MTSC) enables the analysis if complex temporal data, and thus serves as a cornerstone in various real-world applications, ranging from healthcare to finance. Since the relationship among variables in MTS usually contain crucial cues, a large number of graph-based MTSC approaches have been proposed, as the graph topology and edges can explicitly represent relationships among variables (channels), where not only various MTS graph representation learning strategies but also different Graph Neural Networks (GNNs) have been explored. Despite such progresses, there is no comprehensive study that fairly benchmarks and investigates the performances of existing widely-used graph representation learning strategies/GNN classifiers in the application of different MTSC tasks. In this paper, we present the first benchmark which systematically investigates the effectiveness of the widely-used three node feature definition strategies, four edge feature learning strategies and five GNN architecture, resulting in 60 different variants for graph-based MTSC. These variants are developed and evaluated with a standardized data pipeline and training/validation/testing strategy on 26 widely-used suspensor MTSC datasets. Our experiments highlight that node features significantly influence MTSC performance, while the visualization of edge features illustrates why adaptive edge learning outperforms other edge feature learning methods. The code of the proposed benchmark is publicly available at \url{https://github.com/CVI-yangwn/Benchmark-GNN-for-Multivariate-Time-Series-Classification}.

时序分类图神经网络多变量时间序列

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