In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate tim...In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.展开更多
In order to solve the problem that existing multivariate grey incidence models cannot be applied to time series on different scales, a new model is proposed based on spatial pyramid pooling.Firstly, local features of ...In order to solve the problem that existing multivariate grey incidence models cannot be applied to time series on different scales, a new model is proposed based on spatial pyramid pooling.Firstly, local features of multivariate time series on different scales are pooled and aggregated by spatial pyramid pooling to construct n levels feature pooling matrices on the same scale. Secondly,Deng's multivariate grey incidence model is introduced to measure the degree of incidence between feature pooling matrices at each level. Thirdly, grey incidence degrees at each level are integrated into a global incidence degree. Finally, the performance of the proposed model is verified on two data sets compared with a variety of algorithms. The results illustrate that the proposed model is more effective and efficient than other similarity measure algorithms.展开更多
为有效解决多维时间序列(multivariate time series, MTS)无监督异常检测模型中自编码器模块容易拟合异常样本、正常MTS样本对应的隐空间特征可能被重构为异常MTS的问题,设计一种具有三重生成对抗的MTS异常检测模型。以LSTM自编码器为...为有效解决多维时间序列(multivariate time series, MTS)无监督异常检测模型中自编码器模块容易拟合异常样本、正常MTS样本对应的隐空间特征可能被重构为异常MTS的问题,设计一种具有三重生成对抗的MTS异常检测模型。以LSTM自编码器为生成器,基于重构误差生成伪标签,由判别器区分经伪标签过滤后的重构MTS和原始MTS;采用两次对抗训练将LSTM自编码器的隐空间约束为均匀分布,减少LSTM自编码器隐空间特征重构出异常MTS的可能性。多个公开MTS数据集上的实验结果表明,T-GAN能在带有污染数据的训练集上更好学习正常MTS分布,取得较高的异常检测效果。展开更多
基金Project(61025015) supported by the National Natural Science Funds for Distinguished Young Scholars of ChinaProject(21106036) supported by the National Natural Science Foundation of China+2 种基金Project(200805331103) supported by Research Fund for the Doctoral Program of Higher Education of ChinaProject(NCET-08-0576) supported by Program for New Century Excellent Talents in Universities of ChinaProject(11B038) supported by Scientific Research Fund for the Excellent Youth Scholars of Hunan Provincial Education Department,China
文摘In order to effectively analyse the multivariate time series data of complex process,a generic reconstruction technology based on reduction theory of rough sets was proposed,Firstly,the phase space of multivariate time series was originally reconstructed by a classical reconstruction technology.Then,the original decision-table of rough set theory was set up according to the embedding dimensions and time-delays of the original reconstruction phase space,and the rough set reduction was used to delete the redundant dimensions and irrelevant variables and to reconstruct the generic phase space,Finally,the input vectors for the prediction of multivariate time series were extracted according to generic reconstruction results to identify the parameters of prediction model.Verification results show that the developed reconstruction method leads to better generalization ability for the prediction model and it is feasible and worthwhile for application.
基金supported by the National Natural Science Foundation of China(71401052)the Fundamental Research Funds for the Central Universities(2019B19514)。
文摘In order to solve the problem that existing multivariate grey incidence models cannot be applied to time series on different scales, a new model is proposed based on spatial pyramid pooling.Firstly, local features of multivariate time series on different scales are pooled and aggregated by spatial pyramid pooling to construct n levels feature pooling matrices on the same scale. Secondly,Deng's multivariate grey incidence model is introduced to measure the degree of incidence between feature pooling matrices at each level. Thirdly, grey incidence degrees at each level are integrated into a global incidence degree. Finally, the performance of the proposed model is verified on two data sets compared with a variety of algorithms. The results illustrate that the proposed model is more effective and efficient than other similarity measure algorithms.
文摘为有效解决多维时间序列(multivariate time series, MTS)无监督异常检测模型中自编码器模块容易拟合异常样本、正常MTS样本对应的隐空间特征可能被重构为异常MTS的问题,设计一种具有三重生成对抗的MTS异常检测模型。以LSTM自编码器为生成器,基于重构误差生成伪标签,由判别器区分经伪标签过滤后的重构MTS和原始MTS;采用两次对抗训练将LSTM自编码器的隐空间约束为均匀分布,减少LSTM自编码器隐空间特征重构出异常MTS的可能性。多个公开MTS数据集上的实验结果表明,T-GAN能在带有污染数据的训练集上更好学习正常MTS分布,取得较高的异常检测效果。
