Towards similarity-aware time-series classification

D Zha, KH Lai, K Zhou, X Hu - Proceedings of the 2022 SIAM International …, 2022 - SIAM
Proceedings of the 2022 SIAM International Conference on Data Mining (SDM), 2022SIAM
We study time-series classification (TSC), a fundamental task of time-series data mining.
Prior work has approached TSC from two major directions:(1) similarity-based methods that
classify time-series based on the nearest neighbors, and (2) deep learning models that
directly learn the representations for classification in a data-driven manner. Motivated by the
different working mechanisms within these two research lines, we aim to connect them in
such a way as to jointly model time-series similarities and learn the representations. This is a …
Abstract
We study time-series classification (TSC), a fundamental task of time-series data mining. Prior work has approached TSC from two major directions: (1) similarity-based methods that classify time-series based on the nearest neighbors, and (2) deep learning models that directly learn the representations for classification in a data-driven manner. Motivated by the different working mechanisms within these two research lines, we aim to connect them in such a way as to jointly model time-series similarities and learn the representations. This is a challenging task because it is unclear how we should efficiently leverage similarity information. To tackle the challenge, we propose Similarity-Aware Time-Series Classification (SimTSC), a conceptually simple and general framework that models similarity information with graph neural networks (GNNs). Specifically, we formulate TSC as a node classification problem in graphs, where the nodes correspond to time-series, and the links correspond to pair-wise similarities. We further design a graph construction strategy and a batch training algorithm with negative sampling to improve training efficiency. We instantiate SimTSC with ResNet as the backbone and Dynamic Time Warping (DTW) as the similarity measure. Extensive experiments on the full UCR datasets and several multivariate datasets demonstrate the effectiveness of incorporating similarity information into deep learning models in both supervised and semi-supervised settings. Our code is available at https://github.com/daochenzha/SimTSC.
Society for Industrial and Applied Mathematics