Ziqiang Cheng

Ziqiang Cheng, Yang Yang, Wei Wang et al.

Time series modeling has attracted extensive research efforts; however, achieving both reliable efficiency and interpretability from a unified model still remains a challenging problem. Among the literature, shapelets offer interpretable and explanatory insights in the classification tasks, while most existing works ignore the differing representative power at different time slices, as well as (more importantly) the evolution pattern of shapelets. In this paper, we propose to extract time-aware shapelets by designing a two-level timing factor. Moreover, we define and construct the shapelet evolution graph, which captures how shapelets evolve over time and can be incorporated into the time series embeddings by graph embedding algorithms. To validate whether the representations obtained in this way can be applied effectively in various scenarios, we conduct experiments based on three public time series datasets, and two real-world datasets from different domains. Experimental results clearly show the improvements achieved by our approach compared with 17 state-of-the-art baselines.

Wenjie Hu, Yang Yang, Ziqiang Cheng et al.

The accurate and interpretable prediction of future events in time-series data often requires the capturing of representative patterns (or referred to as states) underpinning the observed data. To this end, most existing studies focus on the representation and recognition of states, but ignore the changing transitional relations among them. In this paper, we present evolutionary state graph, a dynamic graph structure designed to systematically represent the evolving relations (edges) among states (nodes) along time. We conduct analysis on the dynamic graphs constructed from the time-series data and show that changes on the graph structures (e.g., edges connecting certain state nodes) can inform the occurrences of events (i.e., time-series fluctuation). Inspired by this, we propose a novel graph neural network model, Evolutionary State Graph Network (EvoNet), to encode the evolutionary state graph for accurate and interpretable time-series event prediction. Specifically, Evolutionary State Graph Network models both the node-level (state-to-state) and graph-level (segment-to-segment) propagation, and captures the node-graph (state-to-segment) interactions over time. Experimental results based on five real-world datasets show that our approach not only achieves clear improvements compared with 11 baselines, but also provides more insights towards explaining the results of event predictions.