{"title":"多级图卷积网络与多变量时间序列推算的空间注意力","authors":"Qianyi Chen, Jiannong Cao, Yu Yang, Wanyu Lin, Sumei Wang, Youwu Wang","doi":"10.1109/TNNLS.2024.3486349","DOIUrl":null,"url":null,"abstract":"<p><p>In multivariate time series (MTS) analysis, data loss is a critical issue that degrades analytical model performance and impairs downstream tasks such as structural health monitoring (SHM) and traffic flow monitoring. In real-world applications, MTS is usually collected by multiple types of sensors, making MTS and correlations between variates heterogeneous. However, existing MTS imputation methods overlook the heterogeneous correlations by manipulating heterogeneous MTS as a homogeneous entity, leading to inaccurate imputation results. Besides, correlations between different data types vary due to ever-changing environmental conditions, forming dynamic correlations in MTS. How to properly learn the hidden correlation from heterogeneous MTS for accurate data imputation remains unresolved. To solve the problem, we propose a multistage graph convolutional network with spatial attention (MSA-GCN). In the first stage, we decompose heterogeneous MTS into several clusters with homogeneous data collected from identical sensor types and learn intracluster correlations. Then, we devise a GCN with spatial attention to explore dynamic intercluster correlations, which is the second stage of MSA-GCN. In the last stage, we decode the learned features from previous stages via stacked convolutional neural networks. We jointly train these three-stage models to predict the missing data in MTS. Leveraging this multistage architecture and spatial attention mechanism makes MSA-GCN effectively learn heterogeneous and dynamic correlations among MTS, resulting in superior imputation performance. We tested MSA-GCN with the monitoring data from a large-span bridge and Wetterstation weather dataset. The results affirm its superiority over baseline models, demonstrating its enhanced accuracy in reducing imputation errors across diverse datasets.</p>","PeriodicalId":13303,"journal":{"name":"IEEE transactions on neural networks and learning systems","volume":"PP ","pages":""},"PeriodicalIF":10.2000,"publicationDate":"2024-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Multistage Graph Convolutional Network With Spatial Attention for Multivariate Time Series Imputation.\",\"authors\":\"Qianyi Chen, Jiannong Cao, Yu Yang, Wanyu Lin, Sumei Wang, Youwu Wang\",\"doi\":\"10.1109/TNNLS.2024.3486349\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p><p>In multivariate time series (MTS) analysis, data loss is a critical issue that degrades analytical model performance and impairs downstream tasks such as structural health monitoring (SHM) and traffic flow monitoring. In real-world applications, MTS is usually collected by multiple types of sensors, making MTS and correlations between variates heterogeneous. However, existing MTS imputation methods overlook the heterogeneous correlations by manipulating heterogeneous MTS as a homogeneous entity, leading to inaccurate imputation results. Besides, correlations between different data types vary due to ever-changing environmental conditions, forming dynamic correlations in MTS. How to properly learn the hidden correlation from heterogeneous MTS for accurate data imputation remains unresolved. To solve the problem, we propose a multistage graph convolutional network with spatial attention (MSA-GCN). In the first stage, we decompose heterogeneous MTS into several clusters with homogeneous data collected from identical sensor types and learn intracluster correlations. Then, we devise a GCN with spatial attention to explore dynamic intercluster correlations, which is the second stage of MSA-GCN. In the last stage, we decode the learned features from previous stages via stacked convolutional neural networks. We jointly train these three-stage models to predict the missing data in MTS. Leveraging this multistage architecture and spatial attention mechanism makes MSA-GCN effectively learn heterogeneous and dynamic correlations among MTS, resulting in superior imputation performance. We tested MSA-GCN with the monitoring data from a large-span bridge and Wetterstation weather dataset. The results affirm its superiority over baseline models, demonstrating its enhanced accuracy in reducing imputation errors across diverse datasets.</p>\",\"PeriodicalId\":13303,\"journal\":{\"name\":\"IEEE transactions on neural networks and learning systems\",\"volume\":\"PP \",\"pages\":\"\"},\"PeriodicalIF\":10.2000,\"publicationDate\":\"2024-11-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE transactions on neural networks and learning systems\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://doi.org/10.1109/TNNLS.2024.3486349\",\"RegionNum\":1,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE transactions on neural networks and learning systems","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.1109/TNNLS.2024.3486349","RegionNum":1,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE","Score":null,"Total":0}
Multistage Graph Convolutional Network With Spatial Attention for Multivariate Time Series Imputation.
In multivariate time series (MTS) analysis, data loss is a critical issue that degrades analytical model performance and impairs downstream tasks such as structural health monitoring (SHM) and traffic flow monitoring. In real-world applications, MTS is usually collected by multiple types of sensors, making MTS and correlations between variates heterogeneous. However, existing MTS imputation methods overlook the heterogeneous correlations by manipulating heterogeneous MTS as a homogeneous entity, leading to inaccurate imputation results. Besides, correlations between different data types vary due to ever-changing environmental conditions, forming dynamic correlations in MTS. How to properly learn the hidden correlation from heterogeneous MTS for accurate data imputation remains unresolved. To solve the problem, we propose a multistage graph convolutional network with spatial attention (MSA-GCN). In the first stage, we decompose heterogeneous MTS into several clusters with homogeneous data collected from identical sensor types and learn intracluster correlations. Then, we devise a GCN with spatial attention to explore dynamic intercluster correlations, which is the second stage of MSA-GCN. In the last stage, we decode the learned features from previous stages via stacked convolutional neural networks. We jointly train these three-stage models to predict the missing data in MTS. Leveraging this multistage architecture and spatial attention mechanism makes MSA-GCN effectively learn heterogeneous and dynamic correlations among MTS, resulting in superior imputation performance. We tested MSA-GCN with the monitoring data from a large-span bridge and Wetterstation weather dataset. The results affirm its superiority over baseline models, demonstrating its enhanced accuracy in reducing imputation errors across diverse datasets.
期刊介绍:
The focus of IEEE Transactions on Neural Networks and Learning Systems is to present scholarly articles discussing the theory, design, and applications of neural networks as well as other learning systems. The journal primarily highlights technical and scientific research in this domain.