A Visual Analytics Framework for Reviewing Multivariate Time-Series Data
with Dimensionality Reduction
- URL: http://arxiv.org/abs/2008.01645v3
- Date: Wed, 27 Oct 2021 15:58:42 GMT
- Title: A Visual Analytics Framework for Reviewing Multivariate Time-Series Data
with Dimensionality Reduction
- Authors: Takanori Fujiwara, Shilpika, Naohisa Sakamoto, Jorji Nonaka, Keiji
Yamamoto, and Kwan-Liu Ma
- Abstract summary: dimensionality reduction (DR) methods are often used to uncover the intrinsic structure and features of the data.
We present MulTiDR, a new DR framework that enables processing of time-dependent multivariate data as a whole.
By coupling with a contrastive learning method and interactive visualizations, our framework enhances analysts' ability to interpret DR results.
- Score: 19.460188497780155
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Data-driven problem solving in many real-world applications involves analysis
of time-dependent multivariate data, for which dimensionality reduction (DR)
methods are often used to uncover the intrinsic structure and features of the
data. However, DR is usually applied to a subset of data that is either
single-time-point multivariate or univariate time-series, resulting in the need
to manually examine and correlate the DR results out of different data subsets.
When the number of dimensions is large either in terms of the number of time
points or attributes, this manual task becomes too tedious and infeasible. In
this paper, we present MulTiDR, a new DR framework that enables processing of
time-dependent multivariate data as a whole to provide a comprehensive overview
of the data. With the framework, we employ DR in two steps. When treating the
instances, time points, and attributes of the data as a 3D array, the first DR
step reduces the three axes of the array to two, and the second DR step
visualizes the data in a lower-dimensional space. In addition, by coupling with
a contrastive learning method and interactive visualizations, our framework
enhances analysts' ability to interpret DR results. We demonstrate the
effectiveness of our framework with four case studies using real-world
datasets.
Related papers
- Uni$^2$Det: Unified and Universal Framework for Prompt-Guided Multi-dataset 3D Detection [64.08296187555095]
Uni$2$Det is a framework for unified and universal multi-dataset training on 3D detection.
We introduce multi-stage prompting modules for multi-dataset 3D detection.
Results on zero-shot cross-dataset transfer validate the generalization capability of our proposed method.
arXiv Detail & Related papers (2024-09-30T17:57:50Z) - Out-of-Core Dimensionality Reduction for Large Data via Out-of-Sample Extensions [8.368145000145594]
Dimensionality reduction (DR) is a well-established approach for the visualization of high-dimensional data sets.
We propose the use of out-of-sample extensions to perform DR on large data sets.
We provide an evaluation of the projection quality of five common DR algorithms.
arXiv Detail & Related papers (2024-08-07T23:30:53Z) - Graph Spatiotemporal Process for Multivariate Time Series Anomaly
Detection with Missing Values [67.76168547245237]
We introduce a novel framework called GST-Pro, which utilizes a graphtemporal process and anomaly scorer to detect anomalies.
Our experimental results show that the GST-Pro method can effectively detect anomalies in time series data and outperforms state-of-the-art methods.
arXiv Detail & Related papers (2024-01-11T10:10:16Z) - Simultaneous Dimensionality Reduction: A Data Efficient Approach for Multimodal Representations Learning [0.0]
We explore two primary classes of approaches to dimensionality reduction (DR): Independent Dimensionality Reduction (IDR) and Simultaneous Dimensionality Reduction (SDR)
In IDR, each modality is compressed independently, striving to retain as much variation within each modality as possible.
In SDR, one simultaneously compresses the modalities to maximize the covariation between the reduced descriptions while paying less attention to how much individual variation is preserved.
arXiv Detail & Related papers (2023-10-05T04:26:24Z) - MMRDN: Consistent Representation for Multi-View Manipulation
Relationship Detection in Object-Stacked Scenes [62.20046129613934]
We propose a novel multi-view fusion framework, namely multi-view MRD network (MMRDN)
We project the 2D data from different views into a common hidden space and fit the embeddings with a set of Von-Mises-Fisher distributions.
We select a set of $K$ Maximum Vertical Neighbors (KMVN) points from the point cloud of each object pair, which encodes the relative position of these two objects.
arXiv Detail & Related papers (2023-04-25T05:55:29Z) - TimesNet: Temporal 2D-Variation Modeling for General Time Series
Analysis [80.56913334060404]
Time series analysis is of immense importance in applications, such as weather forecasting, anomaly detection, and action recognition.
Previous methods attempt to accomplish this directly from the 1D time series.
We ravel out the complex temporal variations into the multiple intraperiod- and interperiod-variations.
arXiv Detail & Related papers (2022-10-05T12:19:51Z) - Feature Learning for Dimensionality Reduction toward Maximal Extraction
of Hidden Patterns [25.558967594684056]
Dimensionality reduction (DR) plays a vital role in the visual analysis of high-dimensional data.
This paper presents a feature learning framework, FEALM, designed to generate an optimized set of data projections for nonlinear DR.
We develop interactive visualizations to assist comparison of obtained DR results and interpretation of each DR result.
arXiv Detail & Related papers (2022-06-28T11:18:19Z) - Averaging Spatio-temporal Signals using Optimal Transport and Soft
Alignments [110.79706180350507]
We show that our proposed loss can be used to define temporal-temporal baryechecenters as Fr'teche means duality.
Experiments on handwritten letters and brain imaging data confirm our theoretical findings.
arXiv Detail & Related papers (2022-03-11T09:46:22Z) - PIETS: Parallelised Irregularity Encoders for Forecasting with
Heterogeneous Time-Series [5.911865723926626]
Heterogeneity and irregularity of multi-source data sets present a significant challenge to time-series analysis.
In this work, we design a novel architecture, PIETS, to model heterogeneous time-series.
We show that PIETS is able to effectively model heterogeneous temporal data and outperforms other state-of-the-art approaches in the prediction task.
arXiv Detail & Related papers (2021-09-30T20:01:19Z) - Deep Cellular Recurrent Network for Efficient Analysis of Time-Series
Data with Spatial Information [52.635997570873194]
This work proposes a novel deep cellular recurrent neural network (DCRNN) architecture to process complex multi-dimensional time series data with spatial information.
The proposed architecture achieves state-of-the-art performance while utilizing substantially less trainable parameters when compared to comparable methods in the literature.
arXiv Detail & Related papers (2021-01-12T20:08:18Z) - Longitudinal Variational Autoencoder [1.4680035572775534]
A common approach to analyse high-dimensional data that contains missing values is to learn a low-dimensional representation using variational autoencoders (VAEs)
Standard VAEs assume that the learnt representations are i.i.d., and fail to capture the correlations between the data samples.
We propose the Longitudinal VAE (L-VAE), that uses a multi-output additive Gaussian process (GP) prior to extend the VAE's capability to learn structured low-dimensional representations.
Our approach can simultaneously accommodate both time-varying shared and random effects, produce structured low-dimensional representations
arXiv Detail & Related papers (2020-06-17T10:30:14Z)
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.