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Shape analysis for time series

NeurIPS 2024 · Time series › Causal and generative time series · approach: State-space and latent dynamics forecasting · 1 citations (OpenAlex)

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Proposes TS-LDDMM, an unsupervised shape-based representation of irregularly sampled multivariate time series that encodes each series as a diffeomorphic deformation of a reference graph, with a representation theorem restricting deformations to time-series graphs.

Problem

Representing time series for inter-individual variability analysis, where existing URL methods and shape representations do not respect the graph structure of time series or handle irregular sampling and variable lengths well.

Approach

Adapts LDDMM to time series graphs by choosing a velocity-field RKHS kernel that factorizes time and space so that deformations preserve the graph structure (time reparametrization composed with space transformation), and compares graphs with an oriented varifold loss; the momentum parameters of the geodesic serve as features.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use TS-LDDMM representations instead of the compared methodsClassification on 15 shape-based datasets · Regular sampling, 30% dropped, and 50% droppedmacro F1-score and rankHelped
Use Neural LNSDE instead of TS-LDDMM representationsClassification on 15 shape-based datasets · 70% droppedmacro F1-score and rankHelped
Use a well-specified velocity-field kernel to estimate the synthetic deformation parameters (ablation)TS-LDDMM · Synthetic time-series graph deformationaverage relative error: 0.10, 0.03, 0.17Helped
Set σT,0=1 rather than σT,0=100 during estimation while generating with σT,0=100 (ablation)TS-LDDMM · Synthetic time-series graph reconstructionvarifold loss: 4e-6 -> 4e-2Hurt
Increase additive Gaussian noise when learning the reference graph (ablation)TS-LDDMM · Synthetic data, noise sensitivity experimentreference graph shape preservationMixed

Surprising findings

Limitations

Experimental setup

Datasets: UCR/UEA shape-based datasets (15: 7 univariate, 8 multivariate) mice respiratory cycle dataset (Ventilation recordings, 14 mice) synthetic sinusoid graphs

Benchmarks: UCR/UEA shape-based classification (15 datasets) synthetic identifiability experiment mice ventilation analysis

Metrics: macro f1-score rank average relative error relative varifold loss error

Baselines: LDDMM RNN LSTM GRU MTAN MIAM ODE-LSTM Neural SDE Neural LNSDE Shape-FPCA

Builds on: LDDMM Neural ODE Neural CDE Shape-FPCA oriented varifold distance

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