WormKAN: Are KAN Effective for Identifying and Tracking Concept Drift in Time Series?

• URL: http://arxiv.org/abs/2410.10041v2
• Date: Fri, 13 Dec 2024 00:23:09 GMT
• Title: WormKAN: Are KAN Effective for Identifying and Tracking Concept Drift in Time Series?
• Authors: Kunpeng Xu, Lifei Chen, Shengrui Wang,
• Abstract summary: WormKAN is a concept-aware KAN-based model to address concept drift in co-evolving time series. WormKAN consists of three key components: Patch Normalization, Temporal Representation Module, and Concept Dynamics.
• Score: 6.4314326272535896
• License:
• Abstract: Dynamic concepts in time series are crucial for understanding complex systems such as financial markets, healthcare, and online activity logs. These concepts help reveal structures and behaviors in sequential data for better decision-making and forecasting. However, existing models often struggle to detect and track concept drift due to limitations in interpretability and adaptability. To address this challenge, inspired by the flexibility of the recent Kolmogorov-Arnold Network (KAN), we propose WormKAN, a concept-aware KAN-based model to address concept drift in co-evolving time series. WormKAN consists of three key components: Patch Normalization, Temporal Representation Module, and Concept Dynamics. Patch normalization processes co-evolving time series into patches, treating them as fundamental modeling units to capture local dependencies while ensuring consistent scaling. The temporal representation module learns robust latent representations by leveraging a KAN-based autoencoder, complemented by a smoothness constraint, to uncover inter-patch correlations. Concept dynamics identifies and tracks dynamic transitions, revealing structural shifts in the time series through concept identification and drift detection. These transitions, akin to passing through a \textit{wormhole}, are identified by abrupt changes in the latent space. Experiments show that KAN and KAN-based models (WormKAN) effectively segment time series into meaningful concepts, enhancing the identification and tracking of concept drift.

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