留言板

尊敬的读者、作者、审稿人, 关于本刊的投稿、审稿、编辑和出版的任何问题, 您可以本页添加留言。我们将尽快给您答复。谢谢您的支持!

姓名
邮箱
手机号码
标题
留言内容
验证码

融合FastDTW与SBD的稀有时间序列分类方法

李显 牛保宁 柳浩楠 张旭康

李显,牛保宁,柳浩楠,等. 融合FastDTW与SBD的稀有时间序列分类方法[J]. 北京航空航天大学学报,2023,49(6):1523-1532 doi: 10.13700/j.bh.1001-5965.2021.0471
引用本文: 李显,牛保宁,柳浩楠,等. 融合FastDTW与SBD的稀有时间序列分类方法[J]. 北京航空航天大学学报,2023,49(6):1523-1532 doi: 10.13700/j.bh.1001-5965.2021.0471
LI X,NIU B N,LIU H N,et al. A hybrid method for rare time series classification with FastDTW and SBD[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(6):1523-1532 (in Chinese) doi: 10.13700/j.bh.1001-5965.2021.0471
Citation: LI X,NIU B N,LIU H N,et al. A hybrid method for rare time series classification with FastDTW and SBD[J]. Journal of Beijing University of Aeronautics and Astronautics,2023,49(6):1523-1532 (in Chinese) doi: 10.13700/j.bh.1001-5965.2021.0471

融合FastDTW与SBD的稀有时间序列分类方法

doi: 10.13700/j.bh.1001-5965.2021.0471
基金项目: 国家自然科学基金(62072326);山西省重点研发计划(201903D421007);武汉工程大学光学信息与模式识别湖北省重点实验室开放基金课题(201903)
详细信息
    通讯作者:

    E-mail:niubaoning@tyut.edu.cn

  • 中图分类号: TP311

A hybrid method for rare time series classification with FastDTW and SBD

Funds: National Natural Science Foundation of China (62072326); Key Research and Development Plan of Shanxi Province (201903D421007); Open Fund of Hubei Key Laboratory of Optical Information and Pattern Recognition, Wuhan Institute of Technology (201903)
More Information
  • 摘要:

    稀有时间序列分类(RTSC)在天文观测等领域有广泛应用。针对目前稀有时间序列方法处理大规模数据集存在准确率低和时间成本高的问题,以天文观测中的短时标稀有天体光变事件——耀发现象为研究对象,提出改进的稀有时间序列分类方法RTSC-FS。该方法融合动态时间弯曲(DTW)的改进FastDTW和SBD度量序列距离,同时具有FastDTW计算复杂度低、衡量精度高和SBD计算速度快的特点,采用滑动窗口过滤、重采样、窗函数平滑、标准化数据等数据预处理技术进一步降低时间成本。在由地基广角相机阵(GWAC)记录到的星等变化的时间序列数据集上,所提方法从约791万天次的光变数据中发现具有耀发特征的曲线44条,召回率60.27%,查准率达34.65%,相比Baseline发现数量更多,召回率、查准率有所提升。

     

  • 图 1  RTSC-FS方法流程

    Figure 1.  Algorithm flowchart of RTSC-FS

    图 2  RTSC-FS与Baseline的召回率、查准率、F1比较

    Figure 2.  Comparison of RTSC-FS and Baselines’ recall rate, precision rate, and F1

    图 3  不同数据量下方法时间消耗对比

    Figure 3.  Comparison of algorithm time consumption under different data volumes

    图 4  重采样对序列距离分布的影响

    Figure 4.  Influence of resampling on sequence distance distribution

    图 5  距离方差与重采样长度的关系

    Figure 5.  Relationship between distance variance and resample length

    图 6  平滑对序列距离分布的影响

    Figure 6.  Influence of smoothing on sequence distance distribution

    图 7  距离方差与平滑窗口长度的关系

    Figure 7.  Relationship between distance variance and length of smoothing window

    图 8  标准化对序列距离分布的影响

    Figure 8.  Influence of standardization on sequence distance distribution

    图 9  预处理对方法时间消耗及F1的影响

    Figure 9.  Influence of preprocessing on algorithm time consumption and F1

    表  1  不同窗函数计算距离均值的差值

    Table  1.   Difference of distance mean calculated by different window functions

    窗函数DTW1DTW2SBD1SBD2
    Blackman283.287 6306.278 60.286 60.475 4
    Bartlett276.359 0301.501 00.278 20.471 4
    Hanning279.461 0303.506 00.282 10.473 4
    Hamming275.730 0301.512 60.277 40.471 1
    注:DTW1代表耀发序列和随机序列分别与模板1的DTW距离均值的差值,DTW2代表耀发序列和随机序列分别与模板2的DTW距离均值的差值。SBD1、SBD2同理。
    下载: 导出CSV
  • [1] MINOR A C, DU Z, SUN Y, et al. GPU accelerated anomaly detection of large scale light curves[C]//2020 IEEE High Performance Extreme Computing Conference (HPEC). Piscataway: IEEE Press, 2020: 1-7.
    [2] CORDIER B, WEI J, ATTEIA J L, et al. The SVOM gamma-ray burst mission[EB/OL]. (2015-11-10)[2021-08-01]. https://arxiv.org/abs/1512.03323.
    [3] BI J, FENG T Z, YUAN H T. Real-time and short-term anomaly detection for GWAC light curves[J]. Computers in Industry, 2018, 97: 76-84. doi: 10.1016/j.compind.2018.01.021
    [4] 付夏楠, 黄垒, 魏建彦. Mini-GWAC控制系统的故障诊断专家系统[J]. 天文研究与技术, 2016, 13(3): 366-372.

    FU X N, HUANG L, WEI J Y. The fault diagnosis expert system of Mini-GWAC[J]. Astronomical Research & Technology, 2016, 13(3): 366-372(in Chinese).
    [5] BERNDT D J, CLIFFORD J. Using dynamic time warping to find patterns in time series[C]//Proceedings of the 3rd International Conference on Knowledge Discovery and Data Mining. Palo Alto: AAAI Press, 1994: 359-370.
    [6] SALVADOR S, CHAN P. Toward accurate dynamic time warping in linear time and space[J]. Intelligent Data Analysis, 2007, 11(5): 561-580. doi: 10.3233/IDA-2007-11508
    [7] LAHRECHE A, BOUCHEHAM B. A fast and accurate similarity measure for long time series classification based on local extrema and dynamic time warping[J]. Expert Systems with Applications, 2021, 168: 114374. doi: 10.1016/j.eswa.2020.114374
    [8] CHANG X, TUNG F, MORI G. Learning discriminative prototypes with dynamic time warping[C]//IEEE/CVF Conference on Computer Vision and Pattern Recognition(CVPR). Piscataway: IEEE Press, 2021: 8391-8400.
    [9] PAPARRIZOS J, GRAVANO L. K-Shape: Efficient and accurate clustering of time series[J]. ACM SIGMOD Record, 2016, 45(1): 69-76. doi: 10.1145/2949741.2949758
    [10] CHEN H, SHU L C, XIA J, et al. Mining frequent patterns in a varying-size sliding window of online transactional data streams[J]. Information Sciences, 2012, 215: 15-36. doi: 10.1016/j.ins.2012.05.007
    [11] SCHÄFER P, LESER U. Fast and accurate time series classification with WEASEL[C]//Proceedings of the 2017 ACM on Conference on Information and Knowledge Management. New York: ACM, 2017: 637-646.
    [12] XU F. Algorithm to remove spectral leakage, close-in noise, and its application to converter test[C]//IEEE Instrumentation and Measurement Technology Conference. Piscataway: IEEE Press, 2007: 1038-1042.
    [13] CLAEYS T, VANOOST D, PEUTEMAN J, et al. Removing the spectral leakage in time-domain based near-field scanning measurements[J]. IEEE Transactions on Electromagnetic Compatibility, 2015, 57(6): 1329-1337. doi: 10.1109/TEMC.2015.2447051
    [14] ABANDA A, MORI U, LOZANO J A. A review on distance based time series classification[J]. Data Mining and Knowledge Discovery, 2019, 33(2): 378-412. doi: 10.1007/s10618-018-0596-4
    [15] RAKTHANMANON T, KEOGH E. Fast shapelets: A scalable algorithm for discovering time series shapelets[C]//Proceedings of the 2013 SIAM International Conference on Data Mining. Philadelphia: SIAM, 2013: 668-676.
    [16] LI G Z, CHOI B, XU J L, et al. Efficient shapelet discovery for time series classification[J]. IEEE Transactions on Knowledge and Data Engineering, 2022, 34(3): 1149-1163. doi: 10.1109/TKDE.2020.2995870
    [17] GRABOCKA J, SCHILLING N, WISTUBA M, et al. Learning time-series shapelets[C]//Proceedings of the 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. New York: ACM, 2014: 392-401.
    [18] YE L, KEOGH E. Time series shapelets: A novel technique that allows accurate, interpretable and fast classification[J]. Data Mining and Knowledge Discovery, 2011, 22(1-2): 149-182. doi: 10.1007/s10618-010-0179-5
    [19] JEONG Y S, JEONG M K, OMITAOMU O A. Weighted dynamic time warping for time series classification[J]. Pattern Recognition, 2011, 44(9): 2231-2240. doi: 10.1016/j.patcog.2010.09.022
    [20] REBBAPRAGADA U, PROTOPAPAS P, BRODLEY C E, et al. Finding anomalous periodic time series[J]. Machine Learning, 2009, 74(3): 281-313. doi: 10.1007/s10994-008-5093-3
    [21] HYNDMAN R J, WANG E, LAPTEV N. Large-scale unusual time series detection[C]//IEEE International Conference on Data Mining Workshop(ICDMW). Piscataway: IEEE Press, 2016: 1616-1619.
    [22] IMANI S, ABDOLI A, KEOGH E. Time2Cluster: Clustering time series using neighbor information[C]//Proceedings of the 38th International Conference on Machine Learning(ICML). [S.l.]: [s.n.], 2021: 1-5.
    [23] MBOUOPDA M F. Uncertain time series classification[C]//Proceedings of the 30th International Joint Conference on Artificial Intelligence. [S.l.]: [s.n.], 2021: 4903-4904. ​
    [24] DOUZAS G, BACAO F, LAST F. Improving imbalanced learning through a heuristic oversampling method based on k-means and SMOTE[J]. Information Sciences, 2018, 465: 1-20. doi: 10.1016/j.ins.2018.06.056
    [25] MA Q L, ZHENG Z J, ZHENG J W, et al. Joint-label learning by dual augmentation for time series classification[C]//Proceedings of the AAAI Conference on Artificial Intelligence. Palo Alto: AAAI Press, 2021, 35: 8847-8855.
    [26] KANG Q, CHEN X S, LI S S, et al. A noise-filtered under-sampling scheme for imbalanced classification[J]. IEEE Transactions on Cybernetics, 2017, 47(12): 4263-4274. doi: 10.1109/TCYB.2016.2606104
    [27] GÜNNEMANN N, PFEFFER J. Cost matters: A new example-dependent cost-sensitive logistic regression model[C]//Pacific-Asia Conference on Knowledge Discovery and Data Mining. Berlin: Springer, 2017: 210-222.
    [28] BO S. Research on the classification of high dimensional imbalanced data based on the optimizational of random forest algorithm[C]//2017 9th International Conference on Measuring Technology and Mechatronics Automation (ICMTMA). Piscataway: IEEE Press, 2017: 228-231.
    [29] LEE D, LEE S, YU H. Learnable dynamic temporal pooling for time series classification[C]//Proceedings of the AAAI Conference on Artificial Intelligence. Palo Alto: AAAI Press, 2021, 35: 8288-8296.
    [30] YAMAGUCHI A, NISHIKAWA T. One-class learning time-series shapelets[C]//2018 IEEE International Conference on Big Data. Piscataway: IEEE Press, 2019: 2365-2372.
    [31] TAVENARD R, FAOUZI J, VANDEWIELE G, et al. Tslearn, a machine learning toolkit for time series data[J]. Journal of Machince Learning Research, 2020, 21(118): 1-6.
    [32] TESTA A, GALLO D, LANGELLA R. On the processing of harmonics and interharmonics: Using Hanning window in standard framework[J]. IEEE Transactions on Power Delivery, 2004, 19(1): 28-34. doi: 10.1109/TPWRD.2003.820437
    [33] GARG M, BANSAL R K, BANSAL S. Reducing power dissipation in FIR filter: An analysis[J]. Signal Processing:An International Journal (SPIJ), 2010, 4(1): 62-67.
    [34] CHAKRABORTY S. Advantages of Blackman window over Hamming window method for designing FIR filter[J]. International Journal of Computer Science and Engineering Technology, 2013, 4(8): 1181-1189.
    [35] SULISTYANINGSIH S, PUTRANTO P, QURRACHMAN T, et al. Performance comparison of Blackman, Bartlett, Hanning and Kaiser window for radar digital signal processing[C]//2019 4th International Conference on Information Technology, Information Systems and Electrical Engineering (ICITISEE). Piscataway: IEEE Press, 2020: 391-394.
  • 加载中
图(9) / 表(1)
计量
  • 文章访问数:  236
  • HTML全文浏览量:  58
  • PDF下载量:  26
  • 被引次数: 0
出版历程
  • 收稿日期:  2021-08-19
  • 录用日期:  2022-01-02
  • 网络出版日期:  2022-01-10
  • 整期出版日期:  2023-06-30

目录

    /

    返回文章
    返回
    常见问答