arXiv:2502.16324cs.LGcs.AI2025-02被引 2

用深度学习统一对齐多条时间序列,提升分类准确率与速度。

Deep Time Warping for Multiple Time Series Alignment

  • 基于分段线性变形函数,统一优化所有时间序列的对齐。
  • 在UCR 2018上平均精度提升,运行时间显著缩短。
  • 适合需要高效多序列对齐的工业信号处理场景。

时间序列对齐在信号处理中至关重要,实际应用中信号常存在时间偏移和缩放,直接分类易出错。本文提出一种新型多时间序列对齐(MTSA)方法,利用深度学习技术解决数值型时间序列的对齐难题。与主流针对蛋白质、DNA序列的多序列比对(MSA)不同,本方法同时对所有信号进行联合对齐,而非仅成对处理,显著提升效率。通过将变形函数分解为分段线性段,引入不同复杂度,并满足边界、单调性和连续性约束。结合深度卷积网络设计新损失函数,克服传统动态时间规整(DTW)的部分局限。在包含129个数据集的UCR Archive 2018上实验表明,该方法显著提升分类准确率与平均对齐质量,同时大幅降低多数数据集的运行时间。

原文摘要 · Abstract (English)

Time Series Alignment is a critical task in signal processing with numerous real-world applications. In practice, signals often exhibit temporal shifts and scaling, making classification on raw data prone to errors. This paper introduces a novel approach for Multiple Time Series Alignment (MTSA) leveraging Deep Learning techniques. While most existing methods primarily address Multiple Sequence Alignment (MSA) for protein and DNA sequences, there remains a significant gap in alignment methodologies for numerical time series. Additionally, conventional approaches typically focus on pairwise alignment, whereas our proposed method aligns all signals in a multiple manner (all the signals are aligned together at once). This innovation not only enhances alignment efficiency but also significantly improves computational speed. By decomposing into piece-wise linear sections, we introduce varying levels of complexity into the warping function. Additionally, our method ensures the satisfaction of three warping constraints: boundary, monotonicity, and continuity conditions. The utilization of a deep convolutional network allows us to employ a new loss function, addressing some limitations of Dynamic Time Warping (DTW). Experimental results on the UCR Archive 2018, comprising 129 time series datasets, demonstrate that employing our approach to align signals significantly enhances classification accuracy and warping average and also reduces the run time across the majority of these datasets.

时间序列对齐深度学习卷积网络

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