论文标题
基于自动编码器的迭代建模和多元时间序列子序列聚类算法
Autoencoder Based Iterative Modeling and Multivariate Time-Series Subsequence Clustering Algorithm
论文作者
论文摘要
本文介绍了一种用于检测变更点的算法以及瞬态多元时间序列数据(MTSD)中相应子序列的识别。由于许多工业领域的可用性增加,对此类数据的分析变得越来越重要。用于基于训练条件的维护(CBM)模型的标签,排序或过滤高度瞬态测量数据繁琐且容易出错。对于某些应用,可以通过简单的阈值或基于平均值和变化的变化来筛选测量值。但是,例如,组件组中组件的强大诊断,该组件在多个传感器值之间具有复杂的非线性相关性,简单的方法是不可行的。可以将CBM模型出现的有意义且相干的测量数据。因此,我们介绍了一种使用基于复发的神经网络(RNN)自动编码器(AE)的算法,该算法对传入数据进行了迭代训练。评分函数使用重建误差和潜在空间信息。保存了确定的子序列的模型,并用于识别重复子序列以及快速离线聚类。为了进行评估,我们提出了一种基于曲率的新相似性度量,以实现更直观的时间序列子序列聚类指标。与其他七个最先进的算法和八个数据集进行了比较,显示了我们算法对在线群集MTSD的功能和性能提高,并与Mechatronic Systems结合使用。
This paper introduces an algorithm for the detection of change-points and the identification of the corresponding subsequences in transient multivariate time-series data (MTSD). The analysis of such data has become more and more important due to the increase of availability in many industrial fields. Labeling, sorting or filtering highly transient measurement data for training condition based maintenance (CbM) models is cumbersome and error-prone. For some applications it can be sufficient to filter measurements by simple thresholds or finding change-points based on changes in mean value and variation. But a robust diagnosis of a component within a component group for example, which has a complex non-linear correlation between multiple sensor values, a simple approach would not be feasible. No meaningful and coherent measurement data which could be used for training a CbM model would emerge. Therefore, we introduce an algorithm which uses a recurrent neural network (RNN) based Autoencoder (AE) which is iteratively trained on incoming data. The scoring function uses the reconstruction error and latent space information. A model of the identified subsequence is saved and used for recognition of repeating subsequences as well as fast offline clustering. For evaluation, we propose a new similarity measure based on the curvature for a more intuitive time-series subsequence clustering metric. A comparison with seven other state-of-the-art algorithms and eight datasets shows the capability and the increased performance of our algorithm to cluster MTSD online and offline in conjunction with mechatronic systems.