论文标题
在动态图上的时间序列的对比度学习
Contrastive Learning for Time Series on Dynamic Graphs
论文作者
论文摘要
最近在一个无监督的学习框架中为多元时间序列的代表性做出了一些努力。这种表示可以证明在活动识别，健康监测和异常检测等任务中有益。在本文中，我们考虑了一个设置，在该设置中，我们在动态图中观察到每个节点的时间序列。我们提出了一个称为GraphTNC的框架，用于无监督图形和时间序列的联合表示。我们的方法采用了对比度学习策略。基于一个假设，即时间序和图演进动力学平滑，我们确定了信号表现出近似平稳性的本地时间窗口。然后，我们训练一个编码，该编码允许在社区内分布非邻近信号的分布。我们首先使用合成数据证明了我们提出的框架的性能，随后我们证明它可以证明对使用现实世界数据集的分类任务有益。
There have been several recent efforts towards developing representations for multivariate time-series in an unsupervised learning framework. Such representations can prove beneficial in tasks such as activity recognition, health monitoring, and anomaly detection. In this paper, we consider a setting where we observe time-series at each node in a dynamic graph. We propose a framework called GraphTNC for unsupervised learning of joint representations of the graph and the time-series. Our approach employs a contrastive learning strategy. Based on an assumption that the time-series and graph evolution dynamics are piecewise smooth, we identify local windows of time where the signals exhibit approximate stationarity. We then train an encoding that allows the distribution of signals within a neighborhood to be distinguished from the distribution of non-neighboring signals. We first demonstrate the performance of our proposed framework using synthetic data, and subsequently we show that it can prove beneficial for the classification task with real-world datasets.
