SummerTime: Variable-length Time SeriesSummarization with Applications
to PhysicalActivity Analysis
- URL: http://arxiv.org/abs/2002.09000v1
- Date: Thu, 20 Feb 2020 20:20:06 GMT
- Title: SummerTime: Variable-length Time SeriesSummarization with Applications
to PhysicalActivity Analysis
- Authors: Kevin M. Amaral, Zihan Li, Wei Ding, Scott Crouter, Ping Chen
- Abstract summary: textitSummerTime seeks to summarize globally time series signals.
It provides a fixed-length, robust summarization of the variable-length time series.
- Score: 6.027126804548653
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: \textit{SummerTime} seeks to summarize globally time series signals and
provides a fixed-length, robust summarization of the variable-length time
series. Many classical machine learning methods for classification and
regression depend on data instances with a fixed number of features. As a
result, those methods cannot be directly applied to variable-length time series
data. One common approach is to perform classification over a sliding window on
the data and aggregate the decisions made at local sections of the time series
in some way, through majority voting for classification or averaging for
regression. The downside to this approach is that minority local information is
lost in the voting process and averaging assumes that each time series
measurement is equal in significance. Also, since time series can be of varying
length, the quality of votes and averages could vary greatly in cases where
there is a close voting tie or bimodal distribution of regression domain.
Summarization conducted by the \textit{SummerTime} method will be a
fixed-length feature vector which can be used in-place of the time series
dataset for use with classical machine learning methods. We use Gaussian
Mixture models (GMM) over small same-length disjoint windows in the time series
to group local data into clusters. The time series' rate of membership for each
cluster will be a feature in the summarization. The model is naturally capable
of converging to an appropriate cluster count. We compare our results to
state-of-the-art studies in physical activity classification and show
high-quality improvement by classifying with only the summarization. Finally,
we show that regression using the summarization can augment energy expenditure
estimation, producing more robust and precise results.
Related papers
- Time Series Data Augmentation as an Imbalanced Learning Problem [2.5536554335016417]
We use oversampling strategies to create synthetic time series observations and improve the accuracy of forecasting models.
We carried out experiments using 7 different databases that contain a total of 5502 univariate time series.
We found that the proposed solution outperforms both a global and a local model, thus providing a better trade-off between these two approaches.
arXiv Detail & Related papers (2024-04-29T09:27:15Z) - TimeSiam: A Pre-Training Framework for Siamese Time-Series Modeling [67.02157180089573]
Time series pre-training has recently garnered wide attention for its potential to reduce labeling expenses and benefit various downstream tasks.
This paper proposes TimeSiam as a simple but effective self-supervised pre-training framework for Time series based on Siamese networks.
arXiv Detail & Related papers (2024-02-04T13:10:51Z) - Compatible Transformer for Irregularly Sampled Multivariate Time Series [75.79309862085303]
We propose a transformer-based encoder to achieve comprehensive temporal-interaction feature learning for each individual sample.
We conduct extensive experiments on 3 real-world datasets and validate that the proposed CoFormer significantly and consistently outperforms existing methods.
arXiv Detail & Related papers (2023-10-17T06:29:09Z) - NuTime: Numerically Multi-Scaled Embedding for Large-Scale Time-Series Pretraining [28.595342663018627]
We make key technical contributions that are tailored to the numerical properties of time-series data.
We adopt the Transformer architecture by first partitioning the input into non-overlapping windows.
To embed scalar values that may possess arbitrary numerical amplitudes in a high-dimensional space, we propose a numerically multi-scaled embedding module.
arXiv Detail & Related papers (2023-10-11T11:38:18Z) - Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models [61.10851158749843]
Key insights can be obtained by discovering lead-lag relationships inherent in the data.
We develop a clustering-driven methodology for robust detection of lead-lag relationships in lagged multi-factor models.
arXiv Detail & Related papers (2023-05-11T10:30:35Z) - Fuzzy clustering of ordinal time series based on two novel distances
with economic applications [0.12891210250935145]
Two novel distances between ordinal time series are introduced and used to construct fuzzy clustering procedures.
The resulting clustering algorithms are computationally efficient and able to group series generated from similar processes.
Two specific applications involving economic time series illustrate the usefulness of the proposed approaches.
arXiv Detail & Related papers (2023-04-24T16:39:22Z) - Cluster-and-Conquer: A Framework For Time-Series Forecasting [94.63501563413725]
We propose a three-stage framework for forecasting high-dimensional time-series data.
Our framework is highly general, allowing for any time-series forecasting and clustering method to be used in each step.
When instantiated with simple linear autoregressive models, we are able to achieve state-of-the-art results on several benchmark datasets.
arXiv Detail & Related papers (2021-10-26T20:41:19Z) - Instance-wise Graph-based Framework for Multivariate Time Series
Forecasting [69.38716332931986]
We propose a simple yet efficient instance-wise graph-based framework to utilize the inter-dependencies of different variables at different time stamps.
The key idea of our framework is aggregating information from the historical time series of different variables to the current time series that we need to forecast.
arXiv Detail & Related papers (2021-09-14T07:38:35Z) - Counting Out Time: Class Agnostic Video Repetition Counting in the Wild [82.26003709476848]
We present an approach for estimating the period with which an action is repeated in a video.
The crux of the approach lies in constraining the period prediction module to use temporal self-similarity.
We train this model, called Repnet, with a synthetic dataset that is generated from a large unlabeled video collection.
arXiv Detail & Related papers (2020-06-27T18:00:42Z) - Interpretable Time Series Classification using Linear Models and
Multi-resolution Multi-domain Symbolic Representations [6.6147550436077776]
We propose new time series classification algorithms to address gaps in current approaches.
Our approach is based on symbolic representations of time series, efficient sequence mining algorithms and linear classification models.
Our models are as accurate as deep learning models but are more efficient regarding running time and memory, can work with variable-length time series and can be interpreted by highlighting the discriminative symbolic features on the original time series.
arXiv Detail & Related papers (2020-05-31T15:32:08Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.