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IEICE Transactions on Information and Systems
Online ISSN : 1745-1361
Print ISSN : 0916-8532
Regular Section
Semantic Relationship-Based Unsupervised Representation Learning of Multivariate Time Series
Chengyang YEQiang MA
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JOURNAL FREE ACCESS

2024 Volume E107.D Issue 2 Pages 191-200

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Abstract

Representation learning is a crucial and complex task for multivariate time series data analysis, with a wide range of applications including trend analysis, time series data search, and forecasting. In practice, unsupervised learning is strongly preferred owing to sparse labeling. However, most existing studies focus on the representation of individual subseries without considering relationships between different subseries. In certain scenarios, this may lead to downstream task failures. Here, an unsupervised representation learning model is proposed for multivariate time series that considers the semantic relationship among subseries of time series. Specifically, the covariance calculated by the Gaussian process (GP) is introduced to the self-attention mechanism, capturing relationship features of the subseries. Additionally, a novel unsupervised method is designed to learn the representation of multivariate time series. To address the challenges of variable lengths of input subseries, a temporal pyramid pooling (TPP) method is applied to construct input vectors with equal length. The experimental results show that our model has substantial advantages compared with other representation learning models. We conducted experiments on the proposed algorithm and baseline algorithms in two downstream tasks: classification and retrieval. In classification task, the proposed model demonstrated the best performance on seven of ten datasets, achieving an average accuracy of 76%. In retrieval task, the proposed algorithm achieved the best performance under different datasets and hidden sizes. The result of ablation study also demonstrates significance of semantic relationship in multivariate time series representation learning.

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© 2024 The Institute of Electronics, Information and Communication Engineers
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