用图神经网络分析时间序列,实现更精细的段落分割。
A Network Science Approach to Granular Time Series Segmentation
- 将时间序列转为图结构,通过节点分类识别有意义片段。
- 在59个数据集上平均F1达0.97,优于基线方法0.05。
- 只需少量训练数据,适合小样本时间序列分析。
时间序列分割(TSS)是时间序列分析的重要技术,但相比其他任务关注度较低。近年来虽引入深度学习模型,但受限于滑动窗口的固定尺寸与步长,分割粒度不足。为此,本文提出一种新方法:将时间序列转换为加权双视角可视图(WDPVG),并结合图注意力网络(GAT)进行分割。通过图结构建模,可捕捉原始数据中隐藏的复杂结构特征。利用图神经网络的表征学习能力,有效识别时间序列中的语义片段。我们还对比了多种时间序列到图的转换方式,并在TSSB基准数据集上进行了广泛实验。主要贡献包括:将TSS建模为图上的节点分类问题;系统评估多种时序-图转换方法在TSS中的表现;首次深入研究图神经网络在时间序列图表示中的应用;所提方法在59个不同数据集上平均F1得分为0.97,比seq2point基线高出0.05;且所需训练数据量显著减少。
原文摘要 · Abstract (English)
Time series segmentation (TSS) is one of the time series (TS) analysis techniques, that has received considerably less attention compared to other TS related tasks. In recent years, deep learning architectures have been introduced for TSS, however their reliance on sliding windows limits segmentation granularity due to fixed window sizes and strides. To overcome these challenges, we propose a new more granular TSS approach that utilizes the Weighted Dual Perspective Visbility Graph (WDPVG) TS into a graph and combines it with a Graph Attention Network (GAT). By transforming TS into graphs, we are able to capture different structural aspects of the data that would otherwise remain hidden. By utilizing the representation learning capabilities of Graph Neural Networks, our method is able to effectively identify meaningful segments within the TS. To better understand the potential of our approach, we also experimented with different TS-to-graph transformations and compared their performance. Our contributions include: a) formulating the TSS as a node classification problem on graphs; b) conducting an extensive analysis of various TS-to-graph transformations applied to TSS using benchmark datasets from the TSSB repository; c) providing the first detailed study on utilizing GNNs for analyzing graph representations of TS in the context of TSS; d) demonstrating the effectiveness of our method, which achieves an average F1 score of 0.97 across 59 diverse TSS benchmark datasets; e) outperforming the seq2point baseline method by 0.05 in terms of F1 score; and f) reducing the required training data compared to the baseline methods.
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