用相似模式压缩时间序列,让海量数据清晰可视。
TiVy: Time Series Visual Summary for Scalable Visualization
- 基于动态时间规整提取时序子序列的符号化模式
- 相比传统方法提速1000倍,仍能准确识别趋势
- 适合探索大规模时间序列中的隐藏结构
可视化多条时间序列在可扩展性与视觉清晰度之间存在根本权衡。时间序列捕捉从股市走势到城市活动等大规模现实过程的行为。用户常通过线图并列或叠加多条序列来比较趋势与模式。然而,现有方法在长周期下难以扩展:小多图过多或线条重叠导致视觉混乱。我们提出TiVy算法,利用子序列视觉相似性(基于动态时间规整,DTW)将时间序列转化为符号序列,并基于频繁序列模式构建不相交的相似子序列分组。该分组结果作为时间序列的视觉摘要,实现无杂乱叠加且减少小多图数量。不同于常见聚类,TiVy提取时间对齐的可变长度相似子序列。我们还设计了实时渲染大规模时间序列的交互式可视化系统。实验表明,该算法(1)在可视化时能提取清晰准确的模式;(2)相比直接的DTW聚类提速1000倍。我们在两个应用场景中展示了该方法在挖掘海量时间序列隐含结构方面的高效性。
原文摘要 · Abstract (English)
Visualizing multiple time series presents fundamental tradeoffs between scalability and visual clarity. Time series capture the behavior of many large-scale real-world processes, from stock market trends to urban activities. Users often gain insights by visualizing them as line charts, juxtaposing or superposing multiple time series to compare them and identify trends and patterns. However, existing representations struggle with scalability: when covering long time spans, leading to visual clutter from too many small multiples or overlapping lines. We propose TiVy, a new algorithm that summarizes time series using sequential patterns. It transforms the series into a set of symbolic sequences based on subsequence visual similarity using Dynamic Time Warping (DTW), then constructs a disjoint grouping of similar subsequences based on the frequent sequential patterns. The grouping result, a visual summary of time series, provides uncluttered superposition with fewer small multiples. Unlike common clustering techniques, TiVy extracts similar subsequences (of varying lengths) aligned in time. We also present an interactive time series visualization that renders large-scale time series in real-time. Our experimental evaluation shows that our algorithm (1) extracts clear and accurate patterns when visualizing time series data, (2) achieves a significant speed-up (1000X) compared to a straightforward DTW clustering. We also demonstrate the efficiency of our approach to explore hidden structures in massive time series data in two usage scenarios.
Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。