Multivariate Time Series Classification with Hierarchical Variational
Graph Pooling
- URL: http://arxiv.org/abs/2010.05649v2
- Date: Sat, 6 Nov 2021 01:35:47 GMT
- Title: Multivariate Time Series Classification with Hierarchical Variational
Graph Pooling
- Authors: Ziheng Duan, Haoyan Xu, Yueyang Wang, Yida Huang, Anni Ren, Zhongbin
Xu, Yizhou Sun, Wei Wang
- Abstract summary: Existing deep learning-based MTSC techniques are primarily concerned with the temporal dependency of single time series.
We propose a novel graph pooling-based framework MTPool to obtain the expressive global representation of MTS.
Experiments on ten benchmark datasets exhibit MTPool outperforms state-of-the-art strategies in the MTSC task.
- Score: 23.66868187446734
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: With the advancement of sensing technology, multivariate time series
classification (MTSC) has recently received considerable attention. Existing
deep learning-based MTSC techniques, which mostly rely on convolutional or
recurrent neural networks, are primarily concerned with the temporal dependency
of single time series. As a result, they struggle to express pairwise
dependencies among multivariate variables directly. Furthermore, current
spatial-temporal modeling (e.g., graph classification) methodologies based on
Graph Neural Networks (GNNs) are inherently flat and cannot aggregate hub data
in a hierarchical manner. To address these limitations, we propose a novel
graph pooling-based framework MTPool to obtain the expressive global
representation of MTS. We first convert MTS slices to graphs by utilizing
interactions of variables via graph structure learning module and attain the
spatial-temporal graph node features via temporal convolutional module. To get
global graph-level representation, we design an "encoder-decoder" based
variational graph pooling module for creating adaptive centroids for cluster
assignments. Then we combine GNNs and our proposed variational graph pooling
layers for joint graph representation learning and graph coarsening, after
which the graph is progressively coarsened to one node. At last, a
differentiable classifier takes this coarsened representation to get the final
predicted class. Experiments on ten benchmark datasets exhibit MTPool
outperforms state-of-the-art strategies in the MTSC task.
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