An Efficient Content-based Time Series Retrieval System
- URL: http://arxiv.org/abs/2310.03919v1
- Date: Thu, 5 Oct 2023 21:52:19 GMT
- Title: An Efficient Content-based Time Series Retrieval System
- Authors: Chin-Chia Michael Yeh, Huiyuan Chen, Xin Dai, Yan Zheng, Junpeng Wang,
Vivian Lai, Yujie Fan, Audrey Der, Zhongfang Zhuang, Liang Wang, Wei Zhang,
Jeff M. Phillips
- Abstract summary: We propose an effective and efficient CTSR model that outperforms alternative models.
Our findings reveal that the proposed model is the most suitable solution compared to others for our transaction data problem.
- Score: 38.08752335975434
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: A Content-based Time Series Retrieval (CTSR) system is an information
retrieval system for users to interact with time series emerged from multiple
domains, such as finance, healthcare, and manufacturing. For example, users
seeking to learn more about the source of a time series can submit the time
series as a query to the CTSR system and retrieve a list of relevant time
series with associated metadata. By analyzing the retrieved metadata, users can
gather more information about the source of the time series. Because the CTSR
system is required to work with time series data from diverse domains, it needs
a high-capacity model to effectively measure the similarity between different
time series. On top of that, the model within the CTSR system has to compute
the similarity scores in an efficient manner as the users interact with the
system in real-time. In this paper, we propose an effective and efficient CTSR
model that outperforms alternative models, while still providing reasonable
inference runtimes. To demonstrate the capability of the proposed method in
solving business problems, we compare it against alternative models using our
in-house transaction data. Our findings reveal that the proposed model is the
most suitable solution compared to others for our transaction data problem.
Related papers
- Deep Time Series Models: A Comprehensive Survey and Benchmark [74.28364194333447]
Time series data is of great significance in real-world scenarios.
Recent years have witnessed remarkable breakthroughs in the time series community.
We release Time Series Library (TSLib) as a fair benchmark of deep time series models for diverse analysis tasks.
arXiv Detail & Related papers (2024-07-18T08:31:55Z) - Temporal Treasure Hunt: Content-based Time Series Retrieval System for
Discovering Insights [34.1973242428317]
Time series data is ubiquitous across various domains such as finance, healthcare, and manufacturing.
The ability to perform Content-based Time Series Retrieval (CTSR) is crucial for identifying unknown time series examples.
We introduce a CTSR benchmark dataset that comprises time series data from a variety of domains.
arXiv Detail & Related papers (2023-11-05T04:12:13Z) - HigeNet: A Highly Efficient Modeling for Long Sequence Time Series
Prediction in AIOps [30.963758935255075]
In this paper, we propose a highly efficient model named HigeNet to predict the long-time sequence time series.
We show that training time, resource usage and accuracy of the model are found to be significantly better than five state-of-the-art competing models.
arXiv Detail & Related papers (2022-11-13T13:48:43Z) - Multi-scale Attention Flow for Probabilistic Time Series Forecasting [68.20798558048678]
We propose a novel non-autoregressive deep learning model, called Multi-scale Attention Normalizing Flow(MANF)
Our model avoids the influence of cumulative error and does not increase the time complexity.
Our model achieves state-of-the-art performance on many popular multivariate datasets.
arXiv Detail & Related papers (2022-05-16T07:53:42Z) - Towards Similarity-Aware Time-Series Classification [51.2400839966489]
We study time-series classification (TSC), a fundamental task of time-series data mining.
We propose Similarity-Aware Time-Series Classification (SimTSC), a framework that models similarity information with graph neural networks (GNNs)
arXiv Detail & Related papers (2022-01-05T02:14:57Z) - Deep Explicit Duration Switching Models for Time Series [84.33678003781908]
We propose a flexible model that is capable of identifying both state- and time-dependent switching dynamics.
State-dependent switching is enabled by a recurrent state-to-switch connection.
An explicit duration count variable is used to improve the time-dependent switching behavior.
arXiv Detail & Related papers (2021-10-26T17:35:21Z) - Novel Features for Time Series Analysis: A Complex Networks Approach [62.997667081978825]
Time series data are ubiquitous in several domains as climate, economics and health care.
Recent conceptual approach relies on time series mapping to complex networks.
Network analysis can be used to characterize different types of time series.
arXiv Detail & Related papers (2021-10-11T13:46:28Z) - PSEUDo: Interactive Pattern Search in Multivariate Time Series with
Locality-Sensitive Hashing and Relevance Feedback [3.347485580830609]
PSEUDo is an adaptive feature learning technique for exploring visual patterns in multi-track sequential data.
Our algorithm features sub-linear training and inference time.
We demonstrate superiority of PSEUDo in terms of efficiency, accuracy, and steerability.
arXiv Detail & Related papers (2021-04-30T13:00:44Z) - Deep Time Series Models for Scarce Data [8.673181404172963]
Time series data have grown at an explosive rate in numerous domains and have stimulated a surge of time series modeling research.
Data scarcity is a universal issue that occurs in a vast range of data analytics problems.
arXiv Detail & Related papers (2021-03-16T22:16:54Z)
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.