Publication Date: 8/23/2018
Event: KDD 2018 – 24th ACM SIGKDD Conference on Knowledge Discovery and Data Mining
Reference: pp. 2229-2238, 2018
Authors: Dongjin Song, NEC Laboratories America, Inc.; Ning Xia, NEC Laboratories America, Inc.; Wei Cheng, NEC Laboratories America, Inc.; Haifeng Chen, NEC Laboratories America, Inc.; Dacheng Tao, University of Sydney
Abstract: Multivariate time series data are becoming increasingly common in numerous real world applications, e.g., power plant monitoring, health care, wearable devices, automobile, etc. As a result, multivariate time series retrieval, i.e., given the current multivariate time series segment, how to obtain its relevant time series segments in the historical data (or in the database), attracts significant amount of interest in many fields. Building such a system, however, is challenging since it requires a compact representation of the raw time series which can explicitly encode the temporal dynamics as well as the correlations (interactions) between different pairs of time series (sensors). Furthermore, it requires query efficiency and expects a returned ranking list with high precision on the top. Despite the fact that various approaches have been developed, few of them can jointly resolve these two challenges. To cope with this issue, in this paper we propose a Deep r-th root of Rank Supervised Joint Binary Embedding (Deep r-RSJBE) to perform multivariate time series retrieval. Given a raw multivariate time series segment, we employ Long Short-Term Memory (LSTM) units to encode the temporal dynamics and utilize Convolutional Neural Networks (CNNs) to encode the correlations (interactions) between different pairs of time series (sensors). Subsequently, a joint binary embedding is pursued to incorporate both the temporal dynamics and the correlations. Finally, we develop a novel r-th root ranking loss to optimize the precision at the top of a Hamming distance ranking list. Thoroughly empirical studies based upon three publicly available time series datasets demonstrate the effectiveness and the efficiency of Deep r-RSJBE.
Publication Link: https://dl.acm.org/doi/10.1145/3219819.3220108