Dual-Side Auto-Encoder for High-Dimensional Time Series Segmentation

Abstract

High-dimensional time series segmentation aims to segment a long temporal sequence into several short and meaningful subsequences. The high-dimensionality makes it challenging due to the complicated correlations among the sequential features. A large number of labeled data is required in existing supervised methods, and unsupervised methods mainly deploy clustering approaches, which are sensitive to outliers and hard to guarantee high performance. Also, most existing methods mainly rely on hand-craft features to deal with regular time series segmentation and achieve promising results. However, these approaches cannot effectively handle high-dimensional time series and will result in a high computational cost. In our work, we propose a novel unsupervised representation learning framework called Dual-Side Auto-Encoder (DSAE). It mainly focuses on high-dimensional time series segmentation by effectively capturing the temporal correlative patterns. Specifically, a single-to-multiple auto-encoder is designed to capture local sequential information. Besides, a long-shot distance encoding strategy is proposed. It aims to explicitly guide the learning process to obtain distinctive representations for segmentation. Furthermore, the long-short distance strategy is also executed in the decoded feature space, which implicitly directs the representation learning. Substantial experiments on six datasets illustrate the model effectiveness11Code will be released at https://github.com/yueb17/HTSS.